摘要
本文结合目前我国商业银行普遍存在的资产负债期限结构错配的现状,分析了产生流动性风险和利率风险的可能性,并认为利率风险是因流动性风险而派生出的风险。在此基础上,提出了商业银行流动性管理的三种方法:期限匹配法、资产组合法和综合法。
This paper analyses the probability of liquid and interest rate risks based on the actual situations of unmatched period structure of assets and liabilities widely exiting in Chinese commercial banks.This paper also expatiates that the interest rate risks are related with liquid risks ,and then puts forward three types of liquid management method for commercial banks,including period matching method,assets combination method and integration method.
关键词
资产负债期限结构错配
流动性风险
利率风险
the unmatched period structure of assets and liabilities
liquid risk
interest rate risk
