FRA在我国商业银行应用中的风险控制

摘要

本文从FRA自身可能产生风险的视角而非传统利率风险管理过程的角度，分析了FRA在制度设计、参考利率选择、报价品种等方面存在的诸多风险因素，并在此基础上提出加强对我国FRA风险控制的对策，避免商业银行应用FRA进行风险管理时遭受风险，提高风险管理水平。%This paper analyze the problems existed in the field of system design, selection of reference interest rate, offer variety in perspective of risks resulting from FRA itself, instead of traditional interest rate risk management. Based on the above analysis, the countermeasures on how to strengthen risk control of FRA are presented, to avoid risks suffered from FRA itself when commercial banks use FRA to risk management and ultimately enhance the risk management of China＇ s commercial banks.