The Research Of Ningbo Bank Interest Rate Risk Management Under The Background Of Interest Rate Marketization

Interest rate marketization is the top priority of financial reform, since the western developed countries interest rate marketization, the commercial bank under the background of interest rate marketization of interest rate risk management has received the attention from all walks of life. On July 20, 2013, the people bank of China open a limit on the loans of financial institutions, financial institutions may, according to capital market supply and demand to decide the loan interest rates. Despite the current benchmark lending rate is still published by the people’s bank of China, but the move is largely promoted the process of the market-based reform of interest rates, interest rates gradually shifting from the government to the market pricing power. As commercial Banks, in the face of the market-oriented interest rate reform process, will no doubt face enormous interest rate risk? Many well-known, commercial Banks is low capital operation, the principle of caution is the first criterion of its operation and management, in the face of the future under the background of interest rate risk, commercial Banks should how to manage risk, this is a very important topic.This article is divided into six parts in Ningbo bank interest rate risk management issues studied, mainly by the following aspects conclusions: First, the current Bank of Ningbo, there is a big interest rate risk, specifically reflected in the re-pricing of risk, basis risk, four aspects of the yield curve risk and options risk. Second, by making the status of Ningbo Bank interest rate risk management analysis and found that there are many problems with the lack of performance in the income structure simplification, the business is too concentrated; capital adequacy ratio is not high, low core competitiveness; risk management system is not perfect, financial product pricing mechanism is not established; the relative lack of interest rate risk tools; consciousness, lack of risk management personnel; external supervision system is imperfect and so on six aspects. Third, this article proposes the corresponding countermeasures and suggestions.