Research On Commercial Bank’s Interest Rate Risk Management During The Process Of Interest Rates Marketization In China

Interest rate marketization research has been the focus of the financial sector.Since the1990s, our country gradually speeds up the reform pace of interest ratemarketization. In the reform process, interest rate movements will be more complexcompared with the control period. As the important roles of financial market,commercial banks must face the challenge of interest rate marketization. How tosystematically manage interest rate risk has become the concern of the academiccircle and the practice circle.The dissertation through induction, mathematical statistics, quantitative andqualitative analysis method to explore the applicability of the related theory andinterest rate risk management combined with our country commercial bank, and givesthe related suggestions. Firstly, the dissertation reviews reform process of the interestrate marketization in china, analyzes the influence with commercial Banks. Secondly,the dissertation analyses response ability of our country’s commercial banks facingthe current situation and the risk. And choices the management mode and technologyadapt to commercial Banks in China. Finally, the dissertation discusses our countrycommercial bank how to improvement interest rate risk management problems,explores the more feasibility of the interest rate risk management system.Studies have shown that interest rate marketization reform to bring interest raterisk is more and more obvious, the more suitable for our country commercial bankinterest rate risk control method is still based on Fund gap management, Net durationAnalysis is complementary, and the use of financial derivatives is still unable tobecome our country commercial bank interest rate risk management of the mainmeans.