The Analysis Of Interest Rate Sensitive Risks And Structural Risk Of The Commercial Banks Under The Situation Of The Interest Rate Marketization

With the interest rate liberation, the interest rate control right to base the interest rate on Bench Mark fluctuate freely as the market supply-demand relationship changes.But, it should be noted that during the interest rate marketization, due to the unperfected market mechanism, the unfinished reform of the property right, the unadvanced financial, and their poor adaptability, it is possible that commercial banks could lose spread income as well as the market value. As the interest rate fluctuates with the macro and micro environment under the situation of the interest rate marketization, the risks of rate sensitive liability and rate construction become increasingly threatening, and commercial banks will face the interest rate risk. Thus their ability and level to control the interest rate will determine their survival and competence. The Western commercial banks have done a great deal of work in the techniques of interest rate risk management to avoid the interest rate risk In contrast, because of long interest rate control in China, there is little effect of interest rate fluctuation on its commercial banks. And Chinese commercial banks have long ignored the management and study of interest rate risk, the risks of rate sensitive liability and rate construction receiving insufficient attention.The interest rate sensitive risks and the interest rate structural risks are basest and most important risks. The two risk as the breakthrough point, using the interest sensitive gap model analysis of commercial bank interest rate risk, structural risk caused by changes of deposit and loan interest rate changes, dynamic analysis of interest rate risk and structural risk using the duration and convexity model. Based on related studies and combined with the practice of Chinese commercial banks, this thesis tries to offer some strategies to help the native commercial banks avoid the risks of rate sensitive liability and rate construction and resist the risks and enhance competitiveness.