China's Commercial Banks In The Interest Rate Market Interest Rate Risk Management Research,

In the background of the financial globalization,with China's economic system reform and financial system reform deepening, interest rate marketization reform has gradually entered the rapid rail.The future for a period of time will be financial marketization steadily stage. In the course of interest rate liberalization,with volatility amplitude and frequency of interest rate gradually increased, Interest rate risk will become our country commercial bank faced one of the important market risk. Although in recent years, our country commercial bank strengthened the interest rate risk management attention, but because our country for a long time implement control of interest rate, the interest rate risk for its lack of management is the effective means and tools, interest rate risk management ability and experience is still the advanced western commercial Banks have lag. Therefore, how to effectively measure and management interest rate risk become our country commercial bank issues that need to be resolved. This paper, starting from the problem is respectively by means of theoretical analysis and empirical analysis, qualitative analysis and quantitative analysis method and in combination with the developed national commercial bank interest rate risk measurement and management method in the process of interest rate marketization, facing the commercial Banks in China are analyzed, and the interest rate risk of interest rate risk management reveals the existing problems and defects. At last proposes strengthening our country commercial bank interest rate risk management the corresponding countermeasure and the suggestion, profound realistic significance.This article is divided into six parts: the first part of this paper mainly expounds the multiple-choice background, significance, literature review, full-text frame and main innovation; The second part in interest rate marketization and interest rate risk based on the theory of the liberalization of interest rate, according to our country, and points out that the interest rate marketization reform process of commercial bank interest rate risk effect; The third part in earnest relatively developed national commercial bank common interest rate risk measures and management methods on the basis of commercial Banks at present in China, using long period model of interest rate risk management feasibility analyses; The fourth part mainly utilizes the interest rate sensitivity analysis and duration analysis to our country commercial bank interest rate status empirical analysis, analysis and reveals the existing problems in management and insufficient. The fifth part from the interest rate risk management internal system and external environment in two aspects of interest rate risk management, aiming at the defects existing in the corresponding countermeasures and Suggestions. The sixth part is the conclusion: our country commercial bank should combine realistic constraint condition, pay attention to interest rate marketization of interest rate risk, intensifying after long period model to introduce interest rate risk management, and in interest rate risk measurement and management, implement comprehensive improvement for China's interest rate risk management methods.