论文部分内容阅读
所谓利率市场化的恒久性风险即通常讲的利率风险。与阶段性风险不同,利率风险源自市场利率变动的不确定性,即由于商业银行的利率敏感性,导致利率变动时银行的净利差收入产生波动。由于我国商业银行的存贷款期限失衡相对较为严重,因此,随着利率逐步市场化,在商业银行所面临的四类基本风险(信用风险、市场风险、流动性风险和操作风险)中,利率风险将逐渐成为最主要的风险。
The so-called enduring interest rate market-oriented risk that is usually the interest rate risk. Different from the staged risk, the interest rate risk arises from the uncertainty of the change of the market interest rate. That is, due to the sensitivity of the interest rate of the commercial bank, the net interest spread income of the bank fluctuates when the interest rate changes. As the unbalanced term of deposits and loans of commercial banks in our country is relatively serious, with the gradual marketization of interest rates, among the four basic risks (credit risk, market risk, liquidity risk and operational risk) that commercial banks are facing, interest rate risk Will gradually become the most important risk.