The Research Of The Interest Rate Marketability Risk Control In Our Country

With the market-based reform of interest rate, the financial risks that the commercial bank faces will become very outstanding. This text was regarded as guidance with the relevant basic theories of market-based interest rate. Because the forms of expression of financial risks are different from characteristic, i.e. in initial stage of interest rate marketization and financial risks that overall interest rate marketization faced are different, so, the size of duration of financial risks of the main foundation divides the financial risks that the market-based reform of interest rate bring to our country's institute into the phased risk and permanent risk.Phased financial risks displayed in initial stage of the marketization of interest rate, the level of the true rate of interest rose, make risk, morals risk and mobile risk of " reverse choice " aggravate, in addition the interest rate fluctuates irregularly, difficult to predict, therefore form the serious challenge to the existence of the commercial bank. Permanent financial risks mainly stem from the uncertainty of the market interest rate change, it has chronic to be and systematicness, it include mainly: Risk of fixing the price again, basic risk, the curve risk of the income and risk of right to choose.So, after the financial risks while market-based of this text to the interest rate of our country are through research and analysis of the system, obtain and tackle and pursue the measure of financial risks that the market-based reform of interest rate cause followingly:Strengthen the control on phased financial risks: 1, Our country should strengthen the control of the central bank money in the market-based course of interest rate; 2, Strengthen and set up the financial discretion supervision that adapted to our country; 3, Improve the efficiency of financial market, coordinate the financial market to develop. 4, Really realize running an enterprise on a commercial in the bank and enterprise's marketization, advance the shareholding system transformation including banks, set up and amplify the corporate governance structure of the banking institution progressively, internal control system,etc., make appropriate risk management policy and procedure, set up interest rate risk to discern, early warning system of interest rate risk, interest rate risk process system, fund pricing mechanism etc..Strengthen the control on permanent impatient financial risks: 1, Establish the basic procedure of risk management of the interest rate. 2, Construct the market-based interest rate model of our country, predict the interest rate of market accurately, enable the commercial bank to make the judgement to the tendency of the interest rate according to the situation changed in time; 3, Raise each commercial bank right because interest rate market-based reform produce understanding and reaction speed of financial risks, make it can adjust the well one's own fund shortfall, in order to reduce the losses caused by financial risks, strengthen the management of proportion between assets and liability and application in the risk management of the interest rate of financial derivative, thus the market-based reform of interest rate of the steady our country of promotion.During the process of studying, this text launches studying through the method of combining qualitative analysis and quantitative analysis. Analyze the method to combine together after adopting chart analysis, model analysis and real example, make the question clearer through drawing the chart, and has carried on mathematics and measured the technology of analyzing through using software package Eviews 3.1 software of econometrics, if unit root examining, Grainger's cause and effect examining, association's whole theory,etc., to construct relevant economic models.