摘要
今年年初受新冠疫情影响,央行货币政策宽松,大量资金涌入债市,推低债券收益率,我国中小商业银行面临着资产负债收益倒挂的挑战,LPR形成机制也将加速银行优胜劣汰。在上述背景下,我国商业银行资产负债管理的转型进一步加快。
Affected by COVID-19 at the beginning of this year,the Central Bank's monetary policy was loose,a large amount of funds poured into the bond market,and bond yields were pushed down.China's small and medium-sized commercial banks are facing the challenge of inverted assets and liabilities."Under the double pillar supervision of price-based monetary policy and prudent macrocontrol framework,the basis risk,interest rate risk and liquidity risk of China's commercial banks have been objectively amplified,their net interest margin has further narrowed and profitability has been under pressure.
出处
《中国银行业》
2020年第7期42-44,6,共4页
China Banking
