摘要
利率升高和利率作不规则的波动是商业银行利率市场化的主要风险。本文用实证方法,选取了我国5家股份制商业银行,从资本充足率、资产负债率、利息收入占营业收入比率3个关键指标来分析商业银行的利率风险。分析表明,我国的商业银行处于高风险状态。本文最后指出了利率风险的防范和规避的途径。
Higher interest rates and interest rates for the irregular fluctuations are will gradually turn into one of primary risks being up against commercial banks. This paper, puts to use empirical methods, chooses five joint-stock commercial banks in China, from three key indicators, the capital adequacy ratio, asset-liability ratio, interest income accounted for operating income ratio to analyze the commercial banks interest rate risk. Analysis shows that China＇s commercial banks are at high-risk state. In the end, the ar- ticle points out the way of interest rate risk prevention and circumvention.
出处
《经济理论与经济管理》
CSSCI
北大核心
2010年第3期57-61,共5页
Economic Theory and Business Management
关键词
利率市场化
利率风险
股份制商业银行
风险规避
interest rate liberalization
the risk of interest rate
joint-stock commercial banks
risk prevention
