摘要
随着我国金融创新发展和金融业对外开放进程的不断加快,衍生产品业务逐渐成为金融机构管理业务风险、提高创新能力、增强市场竞争力的重要手段。对于中小银行来说,将利率互换等衍生工具纳入投资组合,对于管理债券业务的利率风险、保证盈利的持续性具有重要意义。文章尝试探讨利率互换在债券套期保值业务中的应用并提出相关建议。
With the continuous acceleration of financial innovation and the opening-up of the financial industry to the outside world,derivatives business has gradually become an important means for financial institutions to manage their business risks,improve innovative abilities,and enhance market competitiveness.For small and medium-sized banks,incorporating IRS and other derivatives into their investment portfolio is of great significance for managing the interest rate risk of bond business and ensuring sustained profitability.The article attempts to explore IRS application in bond hedging and puts forward relevant suggestions.
出处
《中国货币市场》
2020年第9期42-45,共4页
China Money
