Measurement On The Interest Risk Of The Small And Medium-sized Commercial Banks In China Under The Background Of Interest Rate Marketization

The reform of interest rate marketization in China has been accelerating since 1996. Commercial banks are required to pay attention to improve the management ability of interest rate risk, perfect the interest rate management mechanism, emphasize the finance innovation and the development of the new products and new services, reduce the net interest income percent in the main business revenue under the condition of the continuing rising of the interest rate level and fluctuation caused by the tight monetary policy in recent years.Now in China, the small and medium-sized commercial banks founded not long ago is far away from the large state-owned commercial banks in the depth and breadth of the clients, the types and scopes of the business, the scale and structure of the assets and liabilities and the ability of ant-risk. At the same time, their financial innovation also has to be constrained because of the monopoly position owned by the large state-owned commercial banks. With the deep-going of the reform on interest rate marketization, the small and medium-sized commercial banks will face more rigorous market risk. The small and medium-sized commercial banks are taken small and as the object of study in this thesis. The author adopt the interest rate risk measuring model, in combine with the operate characteristics of the medium-sized commercial banks, to analyze its interest rate risk and explore the problems exits in its management, then put forward the suggestions based on the analyze results.The main conclusions in the thesis includes:(1) the risk of interest rate exposure is easily presented with the operating model of heavily depending on the interest difference during the reform process of interest rate marketization. (2) it brings great challenge to the medium-sized commercial banks by the trend of the deposit interest rates increasing and the loan interest rates decreasing. (3) duration management by the medium-sized commercial banks is prior to the large business banks considering the structure of the assets and liabilities. (4) the risk value of the medium-sized commercial banks show a increasing trend. Once the fluctuation range of the interest rate increase, the medium-sized commercial banks will face more risk.According to the above conclusions, the advices on the control of interest rate are: adjust the business construction and client construction, create malposition competes, establish interest rate management system, set up the long-term capital supplement mechanism, etc.