Study On The Interest Rate Risk Of Commercial Banks In China In The Context Of The Credit Rate Marketization

In our country, commercial bank interest income generated by the credit business has been the source of profits, but in the influence of various factors such as the economic environment, loss of interest or principal loss has been associated with the credit business. So the management of credit risk in commercial banks is one of the most important issues need to be considered, it is of vital importance in relation to the commercial bank, can be said, in western countries,most commercial bankruptcy, credit risk is one of the main causes of bankruptcy. Especially since the outbreak of the financial crisis in 2008 USA, In 2011 the European debt crisis and the outbreak of the debt crisis, The weak economy is hit, in such an unstable economic environment, the risk of commercial banks more attract our attention, especially the credit risk. So research on the credit risk of commercial banks has important theoretical significance and practical value.China is currently in the financial opening environment, the economy is rapid developing, The interest rate marketization continues to advance including the end will both bring profound influence to the commercial bank. The interest rate marketization makes commercial banks face more complex economic environment, more competitive environment, it will change the commercial banks risk-taking behavior, it also will spread to the entire banking system stability. So under the background of the interest rate, research on the credit risk of commercial banks in China is very necessary.The article mainly uses the method of combining theoretical analysis and empirical analysis, uses the 16 listed commercial banks in China as the research object. In the theoretical analysis, the article first analyzes the adverse selection and under the interest rate marketization, commercial banks of our country face the moral hazard and the adverse choice risk, that will Leads to a further increase of credit risk. And the qualitative analyzes the mechanism of the effect of the commercial banks’ credit risks in China,under the background of interest rate marketization; in the empirical research, mainly is carries on the regression analysis based on panel data. The results showed that, in the interest rate marketization will lead to the credit risk of commercial bank in china increase, and the credit risk of state-owned commercial banks is more prominent. Finally, based on theoretical and empirical analysis, according to the situation of our country, in our country, as the liberalization of interest rate.Commercial banks in China should be how to control the credit risk to give advice.