Study On The Interest Rate Risk Of Chinese Commercial Banks Under The Background Of Interest Rate Marketization

The marketization of interest rate is an important part of the financial sector reformin China, it also has an important significance for the construction of China’s marketeconomy system. With the speeding up of the process of interest rate marketizationreform in China in recent years, interest rate risk of China’s commercial banks isbecoming increasingly prominent, so the level of interest rate risk management willbecome an important index to measure the commercial bank management ability. Thispaper elaborates on the interest rate risk of the commercial banks in our country underthe condition of interest rate marketization, and through the analysis on the overallperformance of China’s commercial banks, the paper points out that the pricing risk isthe main interest rate risk of China’s commercial banks. And then through the interestrate sensitive gap and duration perspective on the empirical analysis of the interestrate risk of Chinese commercial banks, the empirical results find out that interest raterisk of Chinese commercial banks can’t be ignored at the present stage and the interestrate risk of the commercial banks personally characteristics. Finally, based on the aboveanalysis, this paper proposes to improve the level of interest rate risk managementpolicy recommendations from two aspects of commercial banks internal managementand external environment.