| As of July2013, China’s market-oriented interest rate reform has a major breakthrough,the reform has brought our country commercial bank comprehensive and profoundinfluence, there are both positive role and negative risks, including interest rate risk is themain risk, the bank of the theory and methods of risk management is a lack of enoughknowledge and understanding, the measure of the interest rate risk and management alsohas the very big gap compared with western developed countries. Therefore, acomprehensive grasp facing our country commercial bank interest rate risk, interest raterisk measurement method to study the western developed countries, choose the suitablemethod to measure, and accords with the practice of our country commercial bank interestrate risk management system, is an urgent and important research subject.This paper analyzes the various influences to our country commercial bank interestrate marketization, illustrates the different types of interest rate risk, the comparativeanalysis of the interest rate risk measurement method of the different with the reality of ourcountry make a reasonable choice. Choose different kinds of commercial bank as anempirical analysis samples, the results show that the interest rate marketization ofcommercial Banks in China traditional profit model to produce shock, commercial bank isfacing greater interest rate risk, interest rate risk management mechanism to be perfect, theexternal environment remains to be improved. From interest rate risk managementorganization system, function system, information system and guarantee system fromseveral aspects such as establishing a set of suitable for China’s commercial Banks is theactual interest rate risk management of interaction between organic system, and introducesthe included in the balance sheet management, off-balance-sheet management to the assetsecuritization, including a variety of effective interest rate risk prevention measures. |
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