Research On Small And Medium-sized Commercial Bank’s Interest Rate Risk Management Under The Condition Of Interest Rates Marketization In China

In this paper, the small and medium-sized banks risk management was as theresearch main content. By using induction, mathematical statistics, quantitative andqualitative analysis method, expounds the present situation of small andmedium-sized banks interest rate risk management and the ability to deal with interestrate risk indicators, and discusses the adaptability of interest rate risk measurementmodel in small and medium-sized banks. Also shows that small and medium-sizedbanks response to interest rate risk management ability in recent years has achieved acertain success through the empirical analysis. However, the deviation of medium andlong-term sensitivity ratio remains positive and high, faced by a lot of interest ratesunder the reduction of interest trends. Finally, from the perspective of small andmedium-sized banks’ own characteristics and external financial environment putforward strategy recommendations of the small and medium-sized banks and relatedgovernment agencies response to interest rate risk.Researches have shown that small and medium-sized banks in against interestrate risk management, due to its small asset scale, especially compared with the largecommercial banks, the local small and medium-sized banks are relatively flexible; themethod of interest rate risk control they should adopt is still the interest rate sensitivegap management at the present stage. On this basis, improving the accounting andstatistical information system construction gradually, and trying to bring in theduration gap management.