The Influence Of Capital Account Liberalization To Commercial Bank’s Interest Rate Risk Analysis

With the deepening of financial globalization and the internationalization of the RMB voicerising, China’s capital account liberalization process also will continue to push forward.while capital account liberalization and marketization of interest rates along with the interestrate changes often induce instability commercial banking business crisis, Therefore, a gooddegree of opening of the capital of commercial banks interest rate risk impact analysis is ofgreat significance.This paper is divided into eight parts, the first part introduces research background,significance and abroad on capital account liberalization of commercial banks to interest raterisk literature review, research methodology and innovation; second part describes opencapital impact of interest rate risk four main transmission mechanism; third part describesthe rate of inflation, money supply, economic growth, exchange rates and other factorsaffect the interest rate risk of the transmission mechanism; fourth section describes themeasure of the degree of capital account liberalization approach. The fifth part describes thevarious interest rate risk measurement methods; sixth part of capital account liberalizationon interest rate risk and other factors affecting the empirical analysis; Part VII of theopening of the capital raised interest rates under conditions risk management strategies andmeasures; eighth part of the inadequacies of this article.This stepwise regression method and the state-space models empirical study, we draw thefollowing conclusions: Openness of capital projects to commercial banks most affected,experiencing shock reflection is large; Second, the degree of openness of capital projectspositive impact on the interest rate risk, indicating an open capital account, the bank’s netinterest income increased, indicating that banks use to actively manage interest ratesensitivity of interest rate risk management approach. Third, the impact of capital accountopenness coefficient fluctuations, but also affect the coefficient has changed between thesign, indicating that interest rate fluctuations imponderables big banks have not fully predictthe direction of interest rates, a simple sensitive sexual interest rate management approach isdifficult to meet the current commercial bank interest rate risk management.