• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文会议>International Conference on Education Science and Economic Management >Research on the Interest Rate Risk Management of Commercial Banks in China under Interest Rate Liberalization
【24h】

Research on the Interest Rate Risk Management of Commercial Banks in China under Interest Rate Liberalization

机译：利率自由化下中国商业银行利率风险管理研究

获取原文
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

As the liberalization of interest rate is basically completed, interest rate risk becomes a major risk of commercial banks. Based on the interest rate risk management model, this paper combines interest rate theory with practice and uses GAP model and GARCH model to analyze the interest rate risk management. Empirical evidence shows that commercial banks in China have actively managed short-term GAP values in the face of interest rate risks. Meanwhile, the yield sequence has the characteristic of long-term memory. Finally, this paper puts forward reasonable suggestions for commercial banks from five aspects.
机译：随着利率自由化基本完成，利率风险成为商业银行的主要风险。基于利率风险管理模式，本文将利率理论与实践相结合，采用差距模型和加入模型分析利率风险管理。经验证据表明，中国商业银行面对利率风险积极管理短期缺口价值。同时，产量序列具有长期记忆的特性。最后，本文提出了从五个方面提出了商业银行的合理建议。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号