Topical issues of interest rate risk management (evidence from Chinese banks)
https://doi.org/10.38050/01300105202255
Abstract
Статья посвящена вопросам управления процентным риском в коммерческих банках на современном этапе, в статье делается акцент на действующих управленческих подходах, целью которых является рост стоимости компании. По мнению авторов, доступный инструментарий управления процентным риском в РФ и КНР используется в начальном объеме. Характеристики этапа развития денежно-кредитной системы РФ и КНР во многом схожи. В статье приводятся данные по основным группам банков КНР о размере принимаемого процентного риска, дана оценка инструментов управления процентным риском, а также приводятся примеры и возможные варианты снижения процентного риска при использовании отдельных схем управления активами и пассивами. Авторы полагают, что проведенные исследования практики управления процентным риском в сопоставлении с имеющимся инструментарием на развитых финансовых рынках позволяют сформулировать следующее заключение: коммерческие банки зарабатывают на принятии процентного риска, но на формирующихся рынках используют инструменты управления процентным риском в начальном объеме.
About the Authors
E. E. Avtukhova
Lomonosov Moscow State University
Russian Federation
Russian Federation
Moscow
Yu. Dong
Lomonosov Moscow State University
Russian Federation
Russian Federation
Moscow
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Review
For citations:
Avtukhova E.E., Dong Yu. Topical issues of interest rate risk management (evidence from Chinese banks). Moscow University Economics Bulletin. 2022;(5):82-109. (In Russ.) https://doi.org/10.38050/01300105202255
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