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| Tekijä: | Xie, Chi Tian, Jin |
| Otsikko: | Views on commercial bank's management of interest rate risk (original in Chinese) |
| Lehti: | Management World (c)
1999 : 2, p.80-85 |
| Asiasana: | INTEREST RATES RISK MANAGEMENT COMMERCIAL BANKS |
| Kieli: | chn |
| Tiivistelmä: | The procedure of commercial bank's management of interest rate risk uaually includes 4 stages: identifying, judging, deciding and controlling. Interest rate risk is handled by means of acceptance with initiative, avoidance, distribution and transference. To calculate risk of interest rate, two models are often employed: one is "Sensitive Gap Model", the other is "A.C.Macaulay Model".At present, sensitive gap management technique and sustaining period management technique are the most widely employed in the managing interest rates risk of assets liability. At the moment, the most widely used fiscal derivative tool for risk of asset liability. At the moment, the most widely used fiscal derivative tool for risk of interest rate are: exploiting fiscal futures to manage risk of interest rate; exploiting optioo interest rate; interest rate exchanges. |
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