The Impact Of Interest Rate Operationsrisk On Commercial Banks

With the deepening of China’s reform and opening up, the operation of the market for financial reform calls for increasingly urgent, interest rate marketization has become inevitable proposition.Interest rate marketization is like a "double-edged sword", on the one hand, can improve the financial environment, the commercial bank from the traditional rely on spreads as the main benefit of business model, to develop the business outside the watch, intermediary business, to light assets Banks, gradually shift management pattern, abundant bank credit products, to launch a new settlement products, part of the business to the development of the Internet bank.At the same time, the guidance of macroeconomic policy that makes the market capital resour ces effectively configuration, give full play to the role of the financial liberalization.O n the other hand, in the process of marketization of interest rate, bank deposit interest rates to rise up the cost of capital, together with the advancement of fina ncial liberalization, make the cost of capital to rise the effect of rapid spread to lending rates, causes the bank loan interest rates rise, easy to cause adverse selection.Higher loan enterprise cost of capital, and must have the higher yield of projects and products to withstand the high bank interest on loans, causing risk, the bank’s non-performing loan ratio will rise.And spreads gradually narrowed, in the name of bank profit margins will be squeezed, rely on spreads as the main business income of the traditional business model of commercial Banks.Therefore, interest rate marketization can bring to a country’s economic development, but also brings to the commercial bank risk and challenges.Commercial Banks to deal with the negative effects of interest rate marketization, the need to vigorously develop intermediary business, and create light assets of Banks, commercial Banks rich products, promote talent tea m construction, improve the management system, etc.In this paper, the first chapter is the introd uction part, introduced the selected topic background and significance, research purpose and content, innovation and inadequate, combing the route of this study;The second chapter expounds the theory related to the interest rate marketization and combed the domestic and foreign related literature review;The third chapter from the definition of the commercial Banks operating risk, the generation and classification, this paper summarizes the present status of China’s market-oriented interest rate reform process and, analytical interest rate marketization of our country commercial bank management risk;In this paper, the fourth chapter of interest rate marketization of commercial Banks operating risk on the empirical analysis of the influence of the actual inter est rate differentials, bank size, asset growth, return on assets, and net interest income revenue proportion as explanatory variables, using non-performing assets ratio instead of commercial bank management risk as explanatory variables to establish econo metric model, analyzed the interest rate marketization of our country commercial bank management risk and the effect of using 17 Banks time series data of our country commercial bank interest rate marketization process actual carry on the management risk i s analyzed and the conclusion is given, the influence of the empirical results show that the actual interest rate differentials, asset growth rate and net interest income revenue proportion of operating risk are related, and the bank scale, asset return rate is negatively related to the management risk;Chapter 5 for the countermeasures and Suggestions, according to the result of the previous analysis, this paper argues that on the one hand, commercial Banks should develop intermediary business and off-balance-sheet business at the same time, improve the pricing mechanism, standardize the risk internal control mechanism, strengthen the construction of talent team of commercial bank, on the other hand, to play the financial regulatory functions, improve the ce ntral bank’s macro-control ability, for the efficient operation of commercial Banks to build a healthy external environment.