我国目前主流的住房抵押贷款利率定价方法是以央行的基准利率进行上下浮动并随基准利率的调整而调整。随着我国未来利率市场化进程的进一步深化,以及市场对利率的敏感性进一步提高,银行面临的利率风险、隐含期权风险等相关风险将逐步显现出来。本文结合目前较流行的贷款定价及资产负债管理方法,从我国金融市场实际情况出发,建立了基于资产负债管理的住房抵押贷款定价与管理模型,从而当市场发生利率变化、违约、提前偿付等情况时,银行仍可以通过调整资产负债结构实现风险最小化。 At present, China’s mainstream mortgage pricing method is based on the central bank’s benchmark interest rates fluctuate up and down with the adjustment of the benchmark interest rate adjustment. As China’s future marketization of interest rates further deepens and the market’s sensitivity to interest rates further increases, risks such as interest rate risk and implied option risks faced by banks will gradually emerge. In this paper, the current more popular loan pricing and asset liability management methods, starting from the actual situation of China’s financial markets, the establishment of asset-liability management based on the mortgage pricing and management model, so when the market interest rates change, default, prepayment and so on , The bank can still minimize the risk by adjusting the asset and liability structure.