Discussion On Commercial Bank’s Interest Rate Risk Measurement And Management

The market-oriented reform of interest rate is a significant content in our financial reform. It is beneficial to give full play to the role of the market, it is conductive to optimizing the allocation of resources, it helps to improve the efficiency of economic operation. At present, China’s market-oriented interest rate reform has entered a critical period of the last step, and the government has taken many measures to complete this reform, such as establishing the deposit insurance system, issuing the Certificates of Deposit. The year of2015is a crucial year for comprehensive deepening reform, it is also a finish of China’s twelfth five year plan. As for the commercial bank, the reform will inevitably lead to the narrow of bank spreads and the lower of the interest income. At present, China’s economic growth rate is slowing down, it brings a big pressure to the commercial bank. In this period, how to effectively manage the interest rate risk and successfully completed the transformation become a major problem faced by the commercial banks.For a long time, interest income is the main part in commercial banks’operating income. The development of the market-oriented interest rate reform is beneficial to the market competition. It is good for the effective allocation of resources. But it also brings the interest rate risk to the commercial banks. So how to measure and manage the interest risk become the main challenge of the commercial banks. This article is try to use the interest rate sensitivity gap model to measure the interest risk of the commercial banks during the market-oriented interest rate reform. Moreover, it try to analysis the new backgrounds of our country’s economics and finally give out some suggestions to the commercial banks, the interest rate sensitivity gap model is widely used to measure the commercial bank’s interest risk, but it also has some defects. It cannot be used to predict the interest rate risk in the future, so we also need to make some improvements about it.