利率期权在当前商业银行风险管理中的应用初探

On the Application of Interest Rate Options in the Risk Management of Commercial Banks

银行间市场LPR利率期权业务的正式上线,进一步拓展和深化了利率衍生品市场的功能。文章介绍了利率期权产品的重要地位和功能,分析了其在当前商业银行风险管理中的应用,并探讨了当前我国利率期权市场的现状和未来发展。

The launch of LPR options in the interbank market has further expanded and deepened the function of the interest rate derivatives market.Based on the significance and function of interest rate options,the article analyzes their application in the current risk management of commercial banks,and discusses the status quo and future development of the market in China.