| 对外开放形势下的利率风险管理问题研究 |
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| 引用本文： | 汤柳. 对外开放形势下的利率风险管理问题研究[J]. 合肥工业大学学报(社会科学版), 2002, 16(3): 71-75 |
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| 作者姓名： | 汤柳 |
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| 作者单位： | 安徽财贸学院,金融系,安徽,蚌埠,233041 |
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| 摘 要： | 我国加入世贸组织后 ,利率市场化进程将加快 ,利率风险将成为我国商业银行的一种主要风险。文章在介绍西方主要的利率风险衡量技术的基础上 ,分析了对外开放形势下 ,我国商业银行利率风险产生的原因 ,并从商业银行、监管当局、金融市场三个层面提出利率风险管理的有关建议
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| 关 键 词： | 利率风险管理 利率敏感性 持续期 分析 |
| 文章编号： | 1008-3634(2002)03-0071-05 |
| 修稿时间： | 2001-11-02 |
A study on the interest rate risk management in the situation of opening-up to the world |
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| TANG Liu. A study on the interest rate risk management in the situation of opening-up to the world[J]. Journal of Hefei University of Technology(Social Sciences), 2002, 16(3): 71-75 |
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| Authors: | TANG Liu |
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| Abstract: | After China's entry into WTO, the interest rate risk becomes one of the important financial risks for the commercial banks in China. The article, on the basis of the measurement tools of interest rate risk, analyses the causes of the interest rate risk in the commercial banks under the circumstances of the open-up to the outside world in the field of finance and offers some suggestions from the following three aspects: commercial banks, the regulator, and the financial market to hopefully improve the management work for the purpose mentioned above. |
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| Keywords: | interest rate risk management interest sensitivity duration analysis |
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