基于资金流网络的商业银行利率风险分析方法探讨

The Discussion on Commercial Bank Interest Rate Risk Analysis Method Based on Capital Flow Network

商业银行各种不同方式、不同渠道的资金来源与资金运用构成了一个资金流网络 ,资金流网络上的资金流有各自的数量、利率、时期等特性 ,而这些特性可以用来分析银行的利率风险。基于此 ,本文对资金流网络在商业银行利率风险分析方面的应用进行了探讨。

Different kinds and channels of capital resources and capital uses constitute a Capital Flow Network(CFN).Different capitals on CFN have different characters of quantity,interest rate and period,which can be used to analyze the interest rate risk of commercial bank.This paper makes some research on the application of CFN in the analysis of commercial bank interest rate risk.