银行“换锚”后的利率风险管理——LPR对账簿利率风险的挑战及衍生品策略

The Effect of LPR Reform on Interest Rate Risks

LPR改革对我国商业银行银行账簿利率风险管理带来了深刻的影响。为便于管理银行账簿利率风险,我国积极推进LPR挂钩的衍生品应用。本文通过分析LPR改革下银行账簿利率风险管理应对策略,探索LPR利率互换在利率风险管理中的实际运用方式,并对LPR衍生品发展方向及银行账簿利率风险管理提出建议。

The Loan Prime Rate(LPR)reform has had a profound impact on the management of interest rate risk on the books of China’s commercial banks.In order to facilitate the management of interest rate risk,China has actively promoted the application of derivatives linked to the LPR.This paper analyzes the countermeasures of interest rate risk management under the LPR reform.It also explores practical applications of LPR interest rate swaps in interest rate risk management and offers suggestions for the future development of LPR derivatives and interest rate risk management.