| 商业银行资产负债利率风险的缺口管理 |
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| 引用本文： | 易远宏. 商业银行资产负债利率风险的缺口管理[J]. 广东行政学院学报, 2003, 15(5): 81-83 |
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| 作者姓名： | 易远宏 |
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| 作者单位： | 华南师范大学,经济管理学院,广东,广州,510631 |
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| 摘 要： | 基于我国利率市场化存在的问题,我国商业银行的利率风险管理也势在必行。在诸多的管理方法中,最重要最有效的方法就是缺口管理法。根据资产和负债对于利率变动的反应程度来确定相应的政策。同时面对入世,提出利率风险管理的几点政策建议。
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| 关 键 词： | 商业银行 资产 负债 利率风险 缺口管理 |
| 文章编号： | 1008-4533(2003)05-0081-03 |
| 修稿时间： | 2003-04-20 |
On Interest Risk Gap-management of Commercial Banks in China |
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| Abstract: | Based on the problems of the liberalizatin of interest rate in our country, it is a must for our countrys commercial banks to perform interest risk management. Among all kinds of methods, the most important and effectual one is gap management. We should set down reasonable policies according to the degree on which the assets and debts react to the change of interest rate. At the same time, this paper also gives a few pieces of policy advice on how to manage the risk of interest as a response to our countrys entry to WTO. |
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| Keywords: | commercial bank assets debts interest risk gap-management |
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