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金融衍生产品在我国商业银行利率风险管理中的应用

Finance derivative product's application in China commercial bank interest rate risk management
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摘要 利率市场化以及金融市场的开放,使我国商业银行面临的利率风险大大增加。为了有效地管理与控制利率风险,有必要研究金融衍生产品在利率风险管理中的应用。本文介绍几种金融衍生产品,并分析强化我国商业银行运用金融衍生产品进行利率风险管理的对策。 The marketlization of interest rate and the opening up of the finacial market have increased the interest rate risk for commercial banks in China. In order to manage and control the interest rate risk effectively, it is necessary to explore the appliation of financial derivative products in the interest rate risk management. This paper introduces several financial derivative products and analyses the measures to strengthening the interest rate risk management using financial derivative products in our commercial banks.
作者 彭正宇
机构地区 嘉应学院财经系
出处 《特区经济》 北大核心 2008年第8期298-299,共2页 Special Zone Economy
关键词 利率风险管理 商业银行 金融衍生产品 Interest rate risk management Commercial bank Financial derivative products
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