Inflationary Conditions Of Commercial Bank Interest Rate Risk Management

In recent years, with the global monetary policy implementation, the depreciation of the dollar and strengthen macro data published, inflation continues to be the market aggrandizement, commodity prices, especially vegetable, oil price turns up, which not only seriously affect people’s living standard, but also lead to the Commercial Bank of our country actual interest rate long-term in a state of negative interest rates. The people’s Bank of China in February 15,2012 published" in 2011 fourth quarter monetary policy report" pointed out, the country adopted a series of macroeconomic policy effect has been gradually emerging, prices rises generally maintained a stable situation, but the risk of future inflation still can not be let down. Can foreknow, the central bank may subsequently be tougher to restrain inflation to rebound, the adjustment of interest rate has been the government to regulate the national economy is one of the important means, and with the advancement of marketization of interest rate is advanced in the round, the interest rate risk increase stage by stage, our country basically relies on interest income to obtain the proceeds of state-owned commercial banks will be greater exposure to interest rate risks, therefore, the interest rate risk management for China’s commercial banking business development and survival becomes more and more important. To 2008since the global financial crisis, the government in order to deal with the complex situation at home and abroad to strengthen our country economic stability of the financial system development, frequent adjustment of interest rate change trend, causes our country commercial bank assets and liabilities structure increased the instability of the Commercial Bank of our country, whether to take effective measures to deal with inflation rate risk management under the background of rapid market interest rate fluctuation phenomenon, gradually developed into accord with the situation of our country modernization commercial bank, not only relates to its own survival and development, but also determines the financial system of our country can be stable and healthy operation.This paper reviews since the reform and opening up our country experienced inflation cycle as the starting point, through the analysis and research of current our country faces economic situation and market status quo, in2012China’s economic operation and the prospects of development trends, thus obtains our country future interest rate changes, the interest rate risk and interest rate risk management financial theory on the basis of analysis, the Commercial Bank of our country faces the main interest rate risk and interest rate risk management in the defects and deficiencies, and then through the examples of two positive and negative interest rate risk management aspects of the case to explain further interest rate risk management of commercial bank business development is very important, in the empirical analysis, on the scale of our country different interest rate risk management of commercial banks through interest rate sensitivity gap model analysis comparative study. According to the results of empirical analysis on China’s commercial banks and regulators raised the interest rate risk management measures and suggestions.