Study On Agricultural Bank Of China Interest Rate Risk Management In The Context Of Interest Rate Market

Since the1970s, countries gradually in order to promote financial deepening economic development, financial deepening interest rate market as the core of national development has become the main trend of the financial markets. With the deepening of China’s reform and opening up, financial reform is imminent, the interest rate market has become inevitable proposition. With the development process of China’s market-oriented interest rates, market forces determine the effect of increasing interest shown, the resulting uncertainty is having an enormous impact on the transition from the planned economy model comes Agricultural Bank of China, and a profound changing the living environment and its Code of Conduct. As the main micro financial markets, the Agricultural Bank of China will inevitably face the challenges of the interest rate market, due to the level of interest rates showed uncertainty and variability, interest rate risk will be the main risks of Agricultural Bank of China. How to manage interest rate risk systems, a problem academia and financial industry concern.In this paper, the interest rate reform as the research background, first introduced the basic theory of the interest rate market, the impact of domestic interest rate market and the historical process of marketization of interest rates of commercial banks. Subsequently, the interest rate risk is defined around, types, causes and methods to measure and manage the system described. On the basis of comparison from international commercial banks interest rate risk measurement maturity model, the use of interest rate sensitivity gap model, the interest rate market to the Agricultural Bank of China to bring the interest rate risk associated with impact indicators empirical analysis. Through empirical analysis, the matching of assets and liabilities of more than one year of the Agricultural Bank of China is not balanced, faced with greater long-term interest rate risk, interest rate risk is not flexible enough in terms of prevention, there is a "short-long loan borrowing" phenomenon. Finally, through the analysis of the Agricultural Bank of China insufficient risk management status and interest rate risk management, and put forward relevant proposals.