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Interest Rate Derivatives and Interest Risk Management of Commercial Bank

Author: FanBingBing
Tutor: WangJing
School: Southwestern University of Finance and Economics
Course: Financial
Keywords: Interest rate risk Risk Management Financial derivatives
CLC: F830.33
Type: Master's thesis
Year: 2009
Downloads: 126
Quote: 0
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Abstract


With the November 27, 2006 full liberalization of China's financial markets , China's monetary policy by the international impact of monetary policy will be more and more, changes in interest rates and changes in the international market interest rates will greatly increase interactivity . At the same time , China also accelerated the process of marketization of interest rates , and thus , our various market players in particular, commercial banks are facing will greatly increase the interest rate risk . For traditional method for managing interest rate risk because the assumed conditions, its operability and effectiveness has been greatly reduced. In order to effectively manage interest rate risk , as the country is necessary to study the main international financial markets of financial derivatives hedging instruments in interest rate risk management application . This article from a commercial bank to start interest rate risk causes and classification , a comparative analysis of financial derivative instruments to manage interest rate risk characteristics and advantages. Then analyzes the characteristics of various derivative financial instruments , as well as hedging interest rate risk management function in the role . The book is divided into three chapters : the first chapter introduces the analysis of the commercial bank 's interest rate risk and its management of the status quo, raised its interest rate derivatives and risk management capabilities, and a comparative analysis of its more traditional management approach advantage. Chapter -depth analysis of the use of interest rate derivatives to manage interest rate risk mechanism , starting with theoretical analysis and comparison of different interest rate derivatives hedging function to play their respective advantages and disadvantages of the mechanism , and then introduced the foreign commercial banks in interest rate risk interest rate derivatives used in managing the situation . Chapter III combines the first two parts of the analysis, and the existing commercial banks to the current interest rate derivatives such as interest rate swaps, bonds and other long-term usage analysis , and put forward specific operation strategy.

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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Financial organizations, banks > Commercial bank
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