2002Zhongyang Caizheng Jinrong Xueyuan xuebaoRequires access

Theoretical and Empirical Analysis of Interest Rate Risk in Chinese Commerical Bank

XU Zhen-nan

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Abstract

With the Ioosening of the interest rate restriction, the risk of interest rate has become a more important risk in Chinese commercial bank. In this paper ,the auther analyzed the interest rate risk situation of Chinese commercial bank from both theoretical and empirical point and consideed the obstacles in managing interest rate risk.

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With the Ioosening of the interest rate restriction, the risk of interest rate has become a more important risk in Chinese commercial bank. In this paper ,the auther analyzed the interest rate risk situation of Chinese commercial bank from both theoretical and empirical point and consideed the obstacles in managing interest rate risk.

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Available abstract

With the Ioosening of the interest rate restriction, the risk of interest rate has become a more important risk in Chinese commercial bank. In this paper ,the auther analyzed the interest rate risk situation of Chinese commercial bank from both theoretical and empirical point and consideed the obstacles in managing interest rate risk.

Key concepts: Interest rate, Interest rate risk, Economics, Monetary economics

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