我国商业银行利率风险管理技术探究  

Interest Risk Management Methodologies of Chinese Commercial Banks Based on Current Underlying Trends

作　　者：徐信虎[1] 杨军战[2] 

机构地区：[1]上海商学院流通经济学院,中国上海200235 [2]上海财经大学金融学院,中国上海200433

出　　处：《上海商学院学报》2008年第1期1-4,共4页Business Economic Review

摘　　要：随着利率市场化的不断深化,我国商业银行日益面临重大的利率风险。本文简要分析了利率风险的基本态势,同时考察并探究了利率风险管理技术如何适应这类变化。With the deepen further development of the interest rate marketization, the interest rate risk has become a more important risk in Chinese commercial banks. This article takes a brief look at some of the underlying trends in the interest rate community and examines how the risk management methodologies has adapted to these changes.

关 键 词：利率风险 利率市场化 收益率曲线 久期 

分 类 号：F832.2[经济管理—金融学]