LPR新机制下商业银行利率风险及管控  

Interest Rate Risk and Control of Commercial Banks under LPR New Mechanism

作　　者：胡涛文 王全涛 Hu Taowen;Wang Quantao(Economic School,Anhui University,Hefei Anhui 230601)

机构地区：[1]安徽大学经济学院,安徽合肥230601

出　　处：《对外经贸》2020年第12期110-112,共3页FOREIGN ECONOMIC RELATIONS & TRADE

基　　金：2020年安徽大学国家级大学生创新创业计划训练项目(项目编号:202010357192)。

摘　　要：贷款市场报价利率(LPR)改革能有效降低实体经济融资成本,提高利率传导效率,是推动我国利率市场化进程的重大举措。在利率下行期,改革后LPR新机制的持续推进在短期内会加大商业银行利率风险,风险定价能力受到进一步考验。基于此,在简要分析LPR新机制运行现状及其产生的利率风险后,从监管部门和商业银行两个角度为利率风险的管控提出相关对策建议。监管部门健全风险管理监督体系、格外注重中小银行利率风险水平监测,商业银行提高金融衍生品利用率、提升利率风险监测识别能力、拓宽经营业务以及实施差异化经营战略。The reform of Loan Prime Rate(LPR)can effectively reduce the financing cost of real economy and improve the efficiency of interest rate transmission,which is an important measure to promote the process of China’s liberalization of interest rate.In the downward period of interest rate,the continuous promotion of the reformed LPR(LPR new mechanism)will increase the interest rate risk of commercial banks in the short term,and the risk pricing ability will be further tested.Based on this,after briefly analyzing the current situation of LPR new mechanism and its interest rate risk,this paper puts forward relevant policy suggestions for interest rate risk control from two angles:supervision department and commercial bank.The angle of supervision includes perfecting the supervision system of risk management,paying special attention to the monitoring of interest rate risk level of small and medium-sized banks.The angle of commercial banks mainly includes improving the utilization of financial derivatives,improving the ability of interest rate risk monitoring and identification,broadening business operations and implementing the differentiated management strategy.

关 键 词：LPR新机制 利率市场化 商业银行 利率风险 

分 类 号：F832.2[经济管理—金融学]