Study on Application of Financial Derivatives in Interest Rate Risk Management

DOI

10.2991/etmhs-16.2016.44How to use a DOI?

Keywords

Interest Risk; Financial Derivatives; Management

Abstract

Since December 27, 2006 with the full liberalization of China's financial currency market, China's monetary policy influenced by international monetary policy has become increasingly large. Changes in interest rates and changes in the international interactive market interest rates have greatly increased. At the same time, China has also accelerated the process of marketization of interest rates, and thus, each of the market players, especially the interest rate risk faced by commercial banks will be greatly increased. Traditional methods for interest rate risk management on the assumptions due to the limitation of its operability and effectiveness had been greatly reduced. In order to effectively manage interest rate risk, it is necessary to study our country as an international financial market, mainly hedge derivative financial instruments used in interest rate risk management. This paper studies the characteristics of financial derivatives in interest rate risk management application, demonstrated the effectiveness of financial derivatives in interest rate risk management.

Copyright

© 2016, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Hongmei Zhang
PY  - 2016/01
DA  - 2016/01
TI  - Study on Application of Financial Derivatives in Interest Rate Risk Management
BT  - Proceedings of the 2016 2nd International Conference on Education Technology, Management and Humanities Science
PB  - Atlantis Press
SP  - 199
EP  - 202
SN  - 2352-5398
UR  - https://doi.org/10.2991/etmhs-16.2016.44
DO  - 10.2991/etmhs-16.2016.44
ID  - Zhang2016/01
ER  -