The Study Of Interest-Rate Risk Managemengt In China' S Commercial Banks

These days, not only Center but also Commercial Bank in china has paid much attention to credit-loan risk management. The interest-rate risk .especially the influence to commercial bank's profit under the changeful interest rate , draws little attention. Therefore, how to avoid the interest-rate risk of China's commercial bank , and search for a more safe way to solve the problem is very urgent.This thesis is focused on how to manage the interest-rate risk of China's commercial bank .On the basis of study in the form and reason of interest-rate risk China's commercial bank, it is to study how to measure and manage the interest-rate risk by analyzing the applicability of those methods by western commercial bank .At last, it puts forward some suggestions on how to construct the interest-rate risk management system in China.First, to recognize the interest-rate risk . The article describes the concepts, the form and the reason of interest-rate risk , and analyses the types of interest-rate risk in the commercial banks face in China. Secondly the article focuses on how to establishing the model to measure the interest-rate risk.Then, it puts up assets and liabilities management by adjust the interest-sensitive gap and duration gap. Another way develops the intermediate business and derivatives to offset the net interest income when the interest rate fluctuates. Last the article concentrates on the effective risk management system of interest-rate risk, including organizationg system, function system and risk management to ensure the risk management measure can be actually implemented.I expected that above-mentioned ideas and methods will produce positive influence to the risk management of interest rate.