A Study On Management Mechanism Of Interest Rate Risk In Chinese Commercial Bank

With the process of interest rate liberalization, gradually the interest rate risk that the commercial bank faces will also raise quickly, the interest rate risk will become one of the main risks of commercial banks; the interest rate risk management will also become the core contents of the commercial banks' management of assets and liabilities. However, because of the long-existing interest rate controlling policy in our country, commercial banks haven't paid much attention to the interest rate management; the level of the interest rate risk management is more lowly, the short of completely interest rate risk management system. How to reply the new situation of interest rate liberalization, making use of foreign experience, strengthen the interest rate risk management, and set up the interest rate risk management mechanism is the focus and most important project for our country commercial bank that needs to be solved urgently, therefore the studying of the interest rate risk management mechanism of our country commercial bank is very important. On the basic of this fact, the paper adopts the following research method: theories and fulfillment combine together, qualitative analysis and quantitative analysis combine together etc, analyzed the interest rate risk that our country commercial banks may face during the process of interest rate liberalization, and studies western commercial bank interest rate risk management mechanism, it is aimed at that the existent problem of our country commercial bank in the interest rate risk management, then explores to set up our country commercial bank interest rate risk management mechanism.The whole paper is divided into six parts: the first part mainly analyzes the research background and significance, carries on research literature review, puts forward the main research contents and method of this paper, analyzes the innovation and shortage of this paper.The second part introduces the interest rate risk,the source of the interest rate risk,the interest rate risk management,the interest rate risk management mechanism etc. theories. The third part looks back our country interest rate liberalization progress, and analyzes our country commercial bank interest rate risk through a great deal of data. The Fourth part gives an detailed introduction of the western commercial bank interest rate risk management mechanism include organization system, the technique of the interest rate risk measurement and management, the list price of product etc. The fifth part makes an analysis on the existent problem of the interest rate risk management in our country commercial bank. The sixth part puts forward the principle and concrete measures to develop our country commercial bank rate risk management mechanism.