论商业银行的抗利率风险能力——广州案例研究

Commercial banks' resistance to interest-rate risk: Case study of Guangzhou

本文以广州市国有商业银行为案例,实证分析了商业银行抗利率风险能力的现状。文章认为,商业银行的利率敏感性缺口类型与当前利率的走势具有正向的相容性,并且从其在利率浮动过程中的控制能力和风险管理方法的运用来看,商业银行已具备了一定的抗利率风险的能力。但永久性缺口和贷款的中长期化问题仍应在风险管理中加以关注。

Based on the case of state-owned commercial banks in Guangzhou, this paper analyzes the status quo of commercial banks' ability to withstand interest rate risk. The paper holds that the type of banks' interest rate sensitivity gap is compatible with the current interest rate trend. Judging from their control ability and their application of risk management methods during interest rate floating, commercial banks have boasted certain resistance to interest rate risk. Nevertheless. the problems of perpetuity gap and the long-term trend of loans require more attention focused on risk management.