Interest Rate Risk Management Of Commercial Banks In China

From the seventies onwards, some of the major countries of the world interest rate marketization reform of interest rate fluctuations resulted in the expansion of the amplitude and frequency of commercial banks in business management when faced with an increasing interest rate risk. But, however, China’s commercial banks to interest rate risk level of awareness is limited, its degree of concern enough; Moreover, China’s commercial banks in terms of interest rate risk is not great progress, and China’s banking industry to adapt to interest rate risk management approach still relatively short. Therefore, strengthening of commercial bank interest rate risk management research, not only has important theoretical significance, but also for the commercial interest rate risk management practices to provide intellectual support.Text is divided into five parts. The first chapter introduces the background and significance of writing, a brief review of domestic and foreign scholars on commercial bank interest rate risk management issues of the case and to summarize. The second chapter, a brief introduction to commercial banks connotation, from both external and internal aspects of commercial bank interest rate risk causes. Chapter Ⅲ, from interest rate risk identification, measurement and control of the three aspects of a comprehensive analysis of commercial bank interest rate risks. Chapter Ⅳ describes the three major commercial bank interest rate risk measurement methods namely:sensitivity gap analysis, duration analysis, simulation analysis, on this basis, the three methods were compared. Chapter Ⅴ, reviewed the recent case of interest rate adjustments, from an empirical point of view of the major Chinese commercial banks face interest rate risk and its characteristics. From the establishment of the internal control system, strengthen asset and liability management, and vigorously battle intermediary business, accelerate the pace of financial innovation and the training of senior management personnel and other five put forward to commercial banks to strengthen risk management.