[1]翟敏,吴胜.利率市场化进程中城商行利率风险度量及应对——以浙江省为例[J].金融教育研究,2015,(04):31-38.
　ZHAIMin,WUSheng.City Commercial Banks’Interest Rate Risk Measurement and Response in the Process of Marketization of Interest Rates---A Case Study of Zhejiang Province[J].,2015,(04):31-38.
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利率市场化进程中城商行利率风险度量及应对——以浙江省为例()
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《金融教育研究》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2015年04期
页码:
31-38
栏目:
出版日期:
2015-07-31

文章信息/Info

Title:
City Commercial Banks’Interest Rate Risk Measurement and Response in the Process of Marketization of Interest Rates---A Case Study of Zhejiang Province
作者:
翟敏;吴胜;
浙江金融职业学院,浙江杭州,310018
Author(s):
ZHAIMin; WUSheng
关键词:
城市商业银行; 利率市场化; 对称分析; 非对称分析; 利率风险; 利率衍生工具; 资金定价
Keywords:
city commercial banks;  marketization of interest rates;  symmetry analysis;  asymmetric analysis;  in-terest rate risk;  interest rate derivatives;  capital pricing
分类号:
F832.1
文献标志码:
A
摘要:
城商行的资产负债配置在利率对称调整的情况下具有一定的抗风险能力,但在利率非对称调整条件下,其净利息收入将受到重大冲击。新兴金融业务应成为城商行的转型着力点,可选择适合的业务发展方式和经营模式,并借助地方政府的支持。加强对存贷款定价机制的研究,采用总行集中的模式构建内部资金转移定价体系,为内部资金的合理定价和有效资产配置奠定基础。发挥城商行服务中小企业的优势,走差异化的特色发展道路。提高利率风险管理意识,投入研发银行账户利率风险管理系统,建立完善的账户利率风险管理机制,合理预测利率变化,提前安排自身的资产负债结构,有效规避风险,并运用多种利率衍生工具规避利率风险。
Abstract:
The commercial banks’allocation of assets and liabilities under symmetric adjustment of interest rates has a certain ability to resist risks,but under the conditions of asymmetric adjustment of interest rates,there will be a significant impact toward its net interest income. With the support of the local government,the city com-mercial banks should focus on emerging financial services,and should choose the suitable business development and management mode. The commercial banks should strengthen the research on deposit and loan pricing mechanism, and adopt the head office of the centralized mode to construct the internal funds transfer pricing system in order to lay the foundation for the reasonable pricing of internal funds and asset allocation. City commercial banks should play the advantages of small and medium enterprises,taking the road of characteristic development,and should raise awareness of interest rate risk management and invest more on R&D of bank account interest rate risk management system,establish a perfect account interest rate risk management mechanism,forecast the interest rate changes rea-sonably,arrange their assets and liabilities structure effectively to avoid risks in advance,and use a variety of inter-est rate derivatives to hedge interest rate risk.

参考文献/References:

[1]巴曙松,严敏,王月香.我国利率市场化对商业银行的影响分析[J].华中师范大学学报(人文社会科学版),2013(07).
[2]李颖.利率市场化条件下的利率风险及其压力测试[J].金融论坛,2012(02).
[3]郭奔宇.商业银行利率风险识别实证研究[J].金融研究,2005(11).
[4]刘湘云等.商业银行利率风险暴露-基于中国的银行数据的实证分析[J].广东金融学院学报,2009(05).

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备注/Memo

备注/Memo:
浙江省教育厅2014年度科研项目“利率市场化对浙江省城市商业银行影响的实证分析”(Y201432291)
更新日期/Last Update: 1900-01-01