摘要
利率风险控制是利率风险管理的重要环节,也是识别、衡量利率风险工作的归结。按照是否涉及到资产负债表表内的项目,可将利率风险控制分为资产负债表内控制和资产负债表外控制。本文主要对资产负债表外控制策略进行分析,希望能为有效控制商业银行利率风险提供借鉴作用。
The interest rate risk control is an important link in management of interest rate risk, and it is also the conclusion of recognizing, weighting the interest rate risk. According to whether involves to the projects that in property debt table, the interest rate risk control can be divided into the control of property debt in table and control of outside property debt table. This article mainly analyzes the control strategy to the property debt outside the table, and aims to provide some suggestions for controlling risk of commercial bank interest rate effectively.
出处
《西安财经学院学报》
2006年第1期92-96,共5页
Journal of Xi’an University of Finance & Economics
关键词
利率风险
套期保值
金融衍生工具
Interest rate risk
keep value in a set of time
tool appeared with the finance