中国商业银行利率风险的理论与实证

Theoretical and empirical analysis of interest rate risk in Chinese commerical banks

随着利率管制的放松,利率风险日益成为中国商业银行面临的重要风险,从理论和实践角度对中国商业银行的利率风险进行了研究,剖析了中国商业银行存在的诸多障碍,指出了商业银行风险管理中存在的问题,并提出中国商业银行利率风险管理建议。

With the loosening of the interest rate restriction , the in Chinese commercial banks. In this paper, the auther analyze risk of interest rate has become a more important risk the interest rate risk situation of Chinese commercial banks from both theoretical and empirical points and consider the obstacles and problems in managing interest rate risk. In the end, we propose some mesures.