论我国商业银行资产负债利率风险管理

Interest Rate Risk Management of Assets & Debts of Commercial Banks in China

认为利率风险管理是我国商业银行资产负债管理的核心内容之一 ,在此基础上考察了我国利率变化状况 ,探讨了利率风险的衡量方法 ,并提出了加强利率灵敏性管理 。

This paper states that interest rate risk management is the core of asset and debt management of commercial banks in China. Based on this point, this paper looks into the situation of changing interest rate in China, probes into the methods measuring interest rate risks, puts forward the strength of flexible management of interest rates and the practical measures to reduce interest rate risks.