Our Country Commercial Bank Interest Rate Risk Management Model Research

The market-oriented interest rate reform in our country has accelerated its process since 1993.As the state council announced ?Deposit Insurance Regulations?on May 1 in 2015, the interest rate of our country has entered a critical stage.Brought by the reform of interest rate risk should not be underestimated, preventing and dissolving the risk has become the common issue that our country's banking industry faces.This paper starts with the background of the market through the elaboration of related concepts and relevant literature,introducing the research methods of interest rate risk management of commercial banks at domestic and abroad. By using the comparative analysis method to study the influence of the international and China's banking industry,and analyzing the current situation of the interest rate risk management of commercial banks in our country.Through the empirical analysis method,taking the 2015 Pudong Development Bank and China's 16 listed banks in the 2011 and 2015 annual report data as an example and using the interest rate sensitivity gap model to analyze the cut and rise interest rate in the process of the management measures and the existence of the interest rate risk.It is concluded that the banking industry in China has gradually adapted to the impact of interest rate risk,and the performance of the medium and small scale commercial banks is better than that of the large commercial banks.Finally,the paper puts forward some targeted management countermeasures,as fostering a healthy interest rate market environment,perfecting supporting systems, accelerating the transformation and development,improving the internal management ability,laying solid foundation.