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Dissertation On Interest Rate Risk Management Of Commercial Bank

Posted on:2004-10-13Degree:MasterType:Thesis
Country:ChinaCandidate:N HeFull Text:PDF
Abstract/Summary:PDF Full Text Request
Under the condition of interest rate regulation, It is easy to forecast the interest rate, which is not the most important risk comparing with other risks. So interest rate management is not the main task of commercial bank management. But after the interest rate liberalization, commercial bank will have to operate according to the market rules. So it will become difficult for us to forecast the change of interest rate. Interest rate liberalization make interest rate become the main risk of commercial bank.At present, the regulation and management of interest rate risk is still a weak respect for us. Based on the reality and reform of china, through using the advanced experiences for reference, this thesis gives some suggestion to our commercial bank since they will have to face the market environment in the future. The article includes three parts.The first part is a theoretical analysis for the interest rate risk management, which includes four chapters. In this part, I follow the basic thought of risk management, and make a detailed introduction for the technology and method in the interest rate management.The second part includes a positive fact analysis for the present situation of interest rate risk management in our country, which makes us have a comprehensive understanding for the present situation.In the third part, there is a detailed analysis for the market environment faced by the commercial bank, and also give the tactics which should be taken by them.
Keywords/Search Tags:Interest rate risk management, Risk discernment, Risk measurement
PDF Full Text Request
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