The Research Of Interest Rate Risk Management Of Our Country's Commercial Bank Under The Condition Of Marketization Of Interest Rate

On July 20,2013, China's central bank decided to open up lending rates, this symbolized our country commercial bank interest rate marketization reform took a key step. But the experience and lessons of marketization of interest rate in foreign countries, during the period of interest rate marketization of susceptible to interest rate risk, such as maturity mismatch risk, basis risk, yield curve risk, etc. So this article mainly at home and abroad with the help of theory of marketization of interest rate and interest rate risk management results and practical experience to the commercial bank risk management method was studied systematically.In advancing the key interest rate marketization background conditions and objective analysis of interest rate marketization, based on the reality in our country, to strengthen the interest rate risk management as the breakthrough point, based on the historical analysis method, comprehensively discusses the marketization of interest rate in our country and the evolution of the path; Based on the research of the mechanism of interest rate risk, and fully reveal the accident rates fluctuate, the commercial bank assets and liabilities structure mismatch, imperfect financial system. and financial crisis will be a important impact on the interest rate risk; Through the correlation study of marketization of interest rate and interest rate risk, interest rate marketization and repricing risk, yield curve risk, basis risk, option risk and operation risk associated. In advancing, Interest rate marketization is often caused by debt structure change, asset quality deterioration a rise in risk appetite and interest rate risk. Through the analysis of the interest rate risk management of domestic and foreign general methods, such as asset liability sensitive gap, duration gap management, value at risk model to analyze the current our country commercial bank interest rate risk guard against the problems existing in the process. Finally, according to the Basel III involved in steady interest rate risk of commercial bank management strategy, from the constructing of diversified management system, perfecting the interest rate risk management as the center of assets and liabilities management system, Strengthing the cultivation of the talents of interest rate risk management and so on.