Statistical Research On Commercial Bank Interest Rate Risk

With the development of world economy, the development of global economic integration has formed a wave of development of the financial liberalization also continue to strengthen. Now, with the change in this economic environment, many countries have developed a market-oriented interest rate, which is the role of the global economy is very large.Financial markets, a currency supply and demand relationship important factor is the level of interest rates, especially in a market economy through interest rate market,we can achieve efficient allocation of monetary resources, which can revitalize the capital market precipitation, increase vitality of economic development. For China’s financial reforms, the interest rate market is a very important step, become the focus of financial reform. From the current situation, China has achieved the first step in market interest rates, loan interest rate that is opening up in 2014 when Zhou Xiaochuan has said before, China’s deposit rates in the market within two years time expand. China is one of the world’s largest economy, the interest rate market interest rates will be affected by fluctuations in the market, but also will increase its volatility,and fluctuations in interest rates will affect the interest rate as the operating target business development of commercial banks with to interest rate risk as the market development of Chinese economy, far from mature stage, so China implemented a rate control, which can effectively control the fluctuations in interest rates, thereby reducing the potential risk of commercial banks, in the case of financial interest rate management and control, many commercial banks are not in the interest rate management of specialized personnel, appropriate risk prevention mechanism is relatively weak, and studied the interest rate market to solve practical problems is very helpful.This paper is divided into six parts. The first part describes the research background and significance, carding summarized existing theoretical literature, and introduced the idea on the basis of research, innovation and inadequate summary. The second part is the theoretical analysis provides information on the interest rate marketand interest rate risk, interest rate risk species highlights the market interest rates of commercial banks, and for several different interest rate risk measurement models are introduced and evaluated. The third chapter of the commercial bank interest rate risk analysis and avoidance system form study focuses on the mechanism of interest rate risk and avoidance mechanisms, as well as interest rate risk measurement model building. The fourth chapter is empirical part Va R, by the risk of Shanghai interbank interest rates to indirectly measure the interest rate risk faced by the reaction of commercial banks. The fifth part analyzes the causes for the interest rate risk, mainly through the analysis of the data used to dig out the reason commercial bank interest rate risk suffered. The sixth part is mainly based on the empirical results of the two parts, to find effective measures to avoid the risk of commercial bank interest rate from the bank itself and the external environment in two ways.