利率互换与我国商业银行利率风险管理

随着我国金融改革的深化,金融市场的不断开放,市场化利率逐渐形成,利率风险越来越受到金融机构从业者的关注。在我国开展利率互换交易的条件基本成熟的情况下,引入的利率互换为我国商业银行的利率风险管理展开了新的一页。由于仍存在阻碍利率互换交易发展的定价、风险、制度及供需问题,所以需要从加快利率市场化;加快相关制度建设;加快市场培育,增加参与主体;完善信用风险防范等方面来推进商业银行的利率风险管理。

Interest rate exchange and China commercial bank interest rate risk management

Followed by the deepening of financial reform,the continuous opening of financial market and the gradual forming of market interest rate,the interest rate risk is appearing progressively,then more and more financial institutions begin to pay attention to it.At present the condition of carrying out the RMB interest rate swap is satisfied,it brought the interest rate risk management of our commercial bank to a new stage and it is another milestone in financial market development of China.In the process of promoting interest rate swaps,the main problems which remain in China are such issues as pricing,institutional construction,risk management and supply-demand problems.We need to speed up interest rate marketization;accelerate the building of relevant systems;speed up training market and increasing the participation;improve caedit risk areas to promote the interest rate risk management of commercial banks.