利率互换对商业银行的影响与对策

The Interest Rate Exchange Impacts on Commercial Banks and its Countermeasures

利率互换是交易双方在明确界定的条款下互换利息支付的合约,利率互换的使用有利于商业银行改善资产负债管理、积极参与国际竞争、防范金融风险、维护金融稳定,但同时也产生了新的风险。为发挥利率互换的作用,商业银行从降低市场准入门槛、提高利率互换的流动性、加快培育货币市场、完善利率互换产品等方面积极使用和拓展利率互换工具,并通过完善利率管理制度建设、利率定价与风险管理机制,规避使用利率互换工具而带来的风险。

Interest rate swap is such an agreement that both parties exchange interest bases on definite items ,which plays an important role in improving liability management, participating international competition, keeping away from financial risk. However, at the same time, coming up with new risks. To bring interest rate swap into play, commercial banks use and expand tools related to Interest rate swap in lowering doorsill to the market, raise fluidity, foster money market, perfect products, etc, and complete rate management institutional construction, the system of pricing of interest rate and risk management, and evade risks caused by using tools related to Interest rate swap.