摘要
利率市场化将会造成存贷利差的收窄。我国利率市场化的过程中,商业银行将主要面临收益曲线风险、基准风险、重新定价风险、选择权风险、政策性风险。因此商业银行要高度重视利率风险管理,完善利率风险治理结构,完善商业银行的定价机制,加强资产负债匹配管理,做好利率走势研判分析,实施业务多元化的发展战略。
The marketization of exchange rate may narrow deposit-to-loan spreads.In the process of the marketization of exchange rate in China commercial banks will be mainly confronted with such risks as yield curve risk basic rate risk re-pricing risk option risk and policy risk.Therefore commercial banks have to attach vital importance to the management of exchange rate risk improve the governance of exchange rate risk and better their pricing mechanism.Also they are required to intensify the matching management of assets and liabilities do well in judging and analyzing the exchange rate trend and implement the development strategy of business diversification.
出处
《金融理论与实践》
北大核心
2005年第7期46-48,共3页
Financial Theory and Practice
关键词
商业银行
利率市场化
利率风险
管理意识
commercial banks the marketization of exchange rate exchange rate risk management consciousness
