福建自贸区跨境融资的利率风险管理问题研究——基于金融机构的视角  

On Interest Rate Risk Management of Cross-border Financing Business in Fujian Free Trade Area from the Perspective of Financial Institutions

作　　者：杨小丽[1] 

机构地区：[1]福建江夏学院金融学院,福建福州350108

出　　处：《石家庄学院学报》2017年第5期37-45,共9页Journal of Shijiazhuang University

基　　金：2015年度福建省社会科学规划青年项目"福建自贸区跨境融资的利率风险管理"(FJ2015C151)

摘　　要：随着利率市场化和两岸形势和政策的变化,福建自贸区跨境融资业务利率风险逐步凸显,导致金融机构经营收入减少,资金收益降低,利差收入损失无法弥补等。追根溯源,内部源自跨境融资产品创新不足,定价模式不妥,金融机构内部控制不完善;外部源自跨境融入资金成本高,两岸经济金融政策存在差异等。据此,区内金融机构亟需创新跨境融资产品,完善内部控制和产品定价模式,同时构建闽台征信互认机制,建立闽台跨境融资风险应急预案体系,防控游资套利,管理利率风险。With the liberalization of interest rate and changes of cross-strait policies, the interest rate risk of cross-border financing business in Fujian Free Trade Area has been highlighted, resulting in the reduction of operating income of financial institutions and capital gains as well as insolvable compensation for spread income loss. Internally, the problems originate from the insufficient innovation on the cross-border financing product, the imperfect pricing model of the cross -border financing business and the imperfect internal risk control mechanism of financial institutions; externally, the high cost of the cross - border financing capital and the differences in the economic and financial policies between Fujian and Taiwan. Accordingly, financial institutions need to innovate cross -border financing products, perfect the internal control system and product pricing mode, construct the mutual recognition mechanism between Fujian and Taiwan, and establish the contingency plan system to prevent cross-arbitrage and control the interest rate risk.

关 键 词：福建自贸区 跨境融资 利率风险 跨境资产证券化 

分 类 号：F83[经济管理—金融学]