China's Commercial Banks To Interest Rate Risk Management

These days, not only Center Bank, but also Commercial Bank in China has paid much attention to financial risk management. But they still focused on credit-loan risk. The interest-rate risk, especially the influence to commercial bank' s profit under the changeful interest rate, draws little attention .Thus , how to manage the interest-rate risk of China' s commercial bank is a very practical task.This thesis is focused on how to manage the interest-rate risk of China's commercial bank. It analyses the method used by western commercial bank about how to recognize, measure and manage the interest-rate risk. It still objectively analyses the applicability of those methods to China. This thesis also researches the form and the reason of interest-rate risk of China's commercial bank. On the basis of above study, it puts forward some suggestions on how to construct the interest-rate risk management system in China.There are four chapters in this thesis. Chapter one defines some concepts on interest-rate risk and analyses the new development on interest-rate risk management of international banking. Chapter two mainly introduces the methods on how to measure and manage the interest-rate risk in theory. Based on the study in the first two chapters, the last two chapters research how to manage and control the interest-rate risk of China's commercial bank.