Commercial Bank Interest Rate Risk Management Analysis

For a long time, the high degree of centralism and unifonnity of rate management system is implemented in our country, the structure of interest rate is stable and distorted. The system can inflect the true price and the relation between supply and demand in financial commodity, to a great extent, the macro adjustment and control to financial markets are out of control , and great difficulty is caused to the operation of commercial banks. This thesis propositions on anagement of interest rate risk of commercial banks ? and aims at introducing the basic principles, main methods and experience of management of interest rate risk of commercial banks in western developed countries, through the analyzing to the influence of the interest rate structure of our country to commercial bank and to he existing conditions of the management of interest rate of commercial bank, to depict the general trends of adopting the management of interest rate risk of commercial banks, and further to draw on the management strategy of interest rate risk of commercial banks in west, and to pose assumes of the management of interest rate risk of commercial banks in our country, for the purpose of alleviating the operation risk of the banks and raising the economic efficiency to make the beneficial structure of the banks get rid of the traditional form of interest rate spread of deposit and loan, and play a role in the diversification of development This thesis is divided into three major parts, the train of thoughts is the introducing of basic principles of the management of interest rate risk, the analyzing to the necessity and the existing conditions, drawing on experience and posing management assume. The first part concerns the establishment of the management system of interest rate risk of commercial banks. It introduces the management system of interest rate risk in western banks, poses drawing on the management experience of interest rate risk of western banks, conducts standardized management operation of interest rate risk. The second part concerns the posing and analyzing to the existing conditions of the management of interest rate risk of commercial banks in our country. It depicts the implementation inevitability of market-realization of interest rate and the restricting &cton in the practicing of market-realization of interest rate, analyzes the negative influence of the existing structure of interest rate in our country to the operation efficiency of commercial banks. It points our that the top priority task of commercial banks is to implement the management of interest rate in the light of the existing structure of interest rate on the base of their own operation situations. The third part concems the assumes to the interest rate risk of commercial banks in our country. It points out that, with the practicing and improving of the reform and open of our country, commercial banks should draw on the management experience of interest rate risk of foreign commercial banks, completely make use of financial markets and financial tools, to realize the interest rate evading and mastering.