摘要
利率变化会引起商业银行金融资产价值变动的风险。基于国际上利率风险度量三种常规方法的假设,得出利率风险控制的表内控制法和表外控制法。从分析我国商业银行实施利率风险控制内外制约因素出发,对我国商业银行实施利率风险控制提出政策建议。
Interest rate change can result in the risk of changing the value of financial assets of commercial banks. Based on three normal assumptions of the international interest rate risk measure, this paper puts forward a method of controlling interest rate risks that ineludes the internal and external ones. By analyzing the internal and external restricted faetors of interest rate risks carried out by the commercial banks in our country, the author gives some suggestions on the implementation of interest rate risk management.
出处
《信阳师范学院学报（哲学社会科学版）》
2008年第5期61-64,共4页
Journal of Xinyang Normal University(Philosophy and Social Sciences Edition)
关键词
中国
商业银行
风险度量
利率风险
控制
China
commercial banks
risk measure
interest rate risk
control
