The Positive Analysis And Countermeasure Study Of Interest Rate Risk In City Commercial Banks Under The Interest Rate Marketization Reform

Interest rate marketization is a measure of a country’s financial marketdevelopment important sign of maturity and it is the only way for the furtherdevelopment of the banking systerm.Now the interest rate marketization reform hasbeen stepped into a critical stage, lending rates have been loosed restrictions.Frominternational countries which have been reformed the interest rate marketization, theprocess of the interest rate marketization caused a huge impact on the bankingsysterm, especially the small or medium city commercial banks,and the interest raterisk has also become one of the major risks faced by the commercial banks.Therefore,in the next interest rate market to further deepen the reform process, it is important forcity commercial bank to deal with the interest rate risk, the related strategies also hasimportant theoretical and practical significance.Firstly, we choose the United States,Japan,China Taiwan, Chile as representativecountries or areas which has been completed interest rate marketization reform.Fromcomparing the relevant background and the progress and the impact on the bankingsysterm, or the relevant solutions which coped with the interest rate marketizationreform, we can provide relevant experience for our city commercial bank; then weanalyzes and compares the three models currently in commercial bank interest raterisk management used: gap model, duration model, VaR model, and the model with agap and duration model has analyzed samples of the city avoid interest rate riskstrategy firm, and on this basis, our current city commercial bank presented theproblems; secondly from within the industry environment and the macroeconomicenvironment made relevant recommendations: to accelerate the establishment of adeposit insurance system and accelerate the market benchmark interest rate, andstrengthening city commercial bank regulation, and for the city commercial bank ’sown constructive ideas put forward: to establish and improve risk management ofinterest rate risk management model as the center, to accelerate the transformation ofdevelopment mode to improve the business.