Identifying And Measuring Of The Interest Rate Risk Of Commercial Bank During The Interest Marketing

Following the progress of financial innovation and the transformation of the economic environment, our state has gradually quit the currency deliverability oriented medium target. Instead the interest rate has been put to use as the medium target, which is accompanied by risk of interest rate. According to the modern bank theory, the financial enterprises are facing three kinds of external risks. They are risks of interest rate, price and exchange rate. With the constant development of our state's interest rate marketing, the effect of the interest rate risk on the business of commercial bank is expanding day by day. Taking into consideration of the above mentioned situation, it will be of great practical meaning, if we study the theory about interest rate, master the risk management technology of interest rate and then put them into practice in the risk management at our commercial banks.Starting with the essential meanings of the interest rate marketing, this paper has showed us the general goals, basic principles, progress of our state's interest rate marketing, and interest risk types under this marketing. Based on the general introduction, it has systematically analyzed the influence of the emergence of interest rate risk on the financial situation of commercial banks from a micro side. At the same time, it has thoroughly expatiated on the risk measuring methods, such as the measurement of the asset debt scale, the analysis and report about gap, measurement of gap of long period etc.. Furthermore, it has put forward the problems which should be emphasizes and avoided by performing the interest rate risk management during the interest rate marketing, with the demonstration of the risk management facts at commercial banks by the measuring methods.The marketing of interest rate is an inevitable result of our state's economy development. And the study of the interest rate risks will also be an important topic for our commercial banks for a long time. They are the very goals of managers of all commercial banks to affront the risks correctly, to acknowledge and identify the risks from all sides, to pick up and use the scaling technology masterly, to analyze and judge the ability to carry the risk of a commercial bank accurately, to work out strategy against the risk effectively, to solve and to avoid interest rate risks successfully.