| 基于Convexity模型的航空公司利率风险管理 |
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| 引用本文： | 金永利.基于Convexity模型的航空公司利率风险管理[J].中国民航学院学报,2005,23(5):1-6. |
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| 作者姓名： | 金永利 |
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| 作者单位： | 中国民用航空学院管理学院,天津300300 |
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| 基金项目： | 中国民用航空总局科技基金项目(MH026003) |
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| 摘 要： | 国际性特征日趋明显的中国航空公司正面临着金融市场上的诸多不确定性,其中利率风险日益凸显.将Convexity模型这一在西方发达国家较为成熟的风险管理工具引入中国,并将其应用到中国航空公司的风险管理实践,对利率风险进行了极为精确的量化评估,最后给出了相应的规避方法.
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| 关 键 词： | 风险管理 利率风险评估 Convexity模型 航空公司 |
| 文章编号： | 1001-5000(2005)05-0001-06 |
| 收稿时间： | 2005-05-24 |
| 修稿时间： | 2005年5月24日 |
Interest Rate Risk Management in Airlines Based on Convexity Model |
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| JIN Yong-li.Interest Rate Risk Management in Airlines Based on Convexity Model[J].Journal of Civil Aviation University of China,2005,23(5):1-6. |
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| Authors: | JIN Yong-li |
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| Institution: | Management College ,CA UC , Tianjin 300300,China |
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| Abstract: | As a result of increasingly international business connections and of the almost daily involvement in the fluctuations of the financial market,China's airlines is invariably confronting with a lot of uncertainties in terms of the interest rate risks,which becomes more and more prominent as the transaction volume grows bigger and bigger by the day.Convexity model,which has fully developed in west countries,is introduced into China and applied as a tool to interest rate risk management in China's airlines.It can give the most precisely quantitative evaluation of the interest rate risks to the benefit of the airlines.Finally,some relevant evading interest rate risk methods are formulated. |
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| Keywords: | risk management interest rate risk evaluation Convexity model airlines |
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