In The Process Of Interest Rate Marketization Of Our Country Commercial Bank Interest Rate Risk Management Research

Market-oriented reform of interest rate liberalization earliest dating back to 1996, the central bank interbank offered rate, the current reform has entered the most critical phase, mid-century will be fully realized interest rate market.Learn from the experience of developed market-oriented reform of interest rates, the interest rate market after the realization, the central bank on interest rates by the administrative control of the transition to indirect control, fluctuations in interest rates will increase, which will lead to interest rate risk into a commercial bank management in the face of The main risk. Because China has a long-term interest rates in the state under control, interest rate risk management of commercial banks prevention management consciousness, lack of proper internal bank risk control mechanism, resulting in our interest rate risk measurement and management tools, methods behind foreign banks.Therefore, how to effectively measure and manage interest rate risk to become commercial banks urgently need to be addressed. In this paper, this problem as a starting point, the use of qualitative analysis and quantitative analysis, historical research and logical analysis of the combination of methods to analyze interest rate risk and interest rate reform issues raised lead. In the method of measurement and the basis from Western countries to manage interest rate risk on the commercial banks in China in recent years, the interest rale risk faced by empirical analysis, analysis of the current situation on its interest rate risk management and problems with China’s specific national conditions and economic development, and finally explore the reasons put forward to improve our level of interest rate risk management of commercial banks suggestions, has far-reaching significance.On the structural arrangements, the paper is divided into six parts:The first part describes the research background, purpose and significance, literature review, research methodology framework and abroad related; second part elaborates the interest rate market and interest rates meaning and the corresponding theoretical basis risk is to start a detailed analysis below provides a solid theoretical guidance; third section reviews the history and current situation of China’s market-oriented reform of interest rates first, and then discuss the content of the interest rate risk faced by commercial banks, management status and problems; fourth part is from Western countries in the base model and measure the interest rate risk management methods, summed up the Enlightenment to China to manage interest rate risk; fifth part-depth analysis of the reasons for the problems of our interest rate risk management, both external macro-environmental factors, but also due to the bank’s own reasons; sixth part from the external environment and the bank’s internal system construction, proposed ways to enhance the level of commercial bank interest rate risk management measures recommended.