Research On Interest Rate Risk Management Of Urban Commercial Banks

With the constant improvement of China's interest rate liberalizing,in future,the fluctuation of market interest rate also increases,this is not only to challenge large state-owned Banks and joint-stock Banks to interest rate risk management unprecedentedly,it also gives the urban commercial banks a tough test.This paper first introduces the status of urban commercial banks and the current situation of interest rate risk management.From the net interest income to the proportion of operating income in three aspects,the capital adequacy ratio and the asset-liability ratio,large commercial banks and some listed commercial banks have fully implemented the majority of urban commercial banks using the traditional interest rate sensitivity gap model,lagging urban commercial The bank has not yet adopted the interest rate sensitivity gap model.The current situation part summarizes the problems of high net interest income,interest rate risk management awareness and risk resistance of Chinese city commercial banks and lack of professional talents.Then we discuss three kinds of interest rate risk models,and expound the advantages and disadvantages of the three models.Combined with the development status of northwest city commercial banks,the degree of data disclosure and the processing capacity of technology,it is considered that the model applied by Northwest City Commercial Bank is the interest rate sensitivity gap model.Then,according to the interest rate sensitivity model and annual data of five Northwest Commercial Banks in 2010-2015,empirical study was conducted on the interest rate risk management gap of interest rate,gap rate and deviation degree in northwest China.Commercial banks,respectively,Compared with commercial banks,interest rate risk management of Northwest commercial banks is not sensitive to interest rate risk management.Interest rate forecast is lagging behind the market and tends to traditional gap management.Finally,according to the conclusions and conclusions,one is to improve the interest rate forward-looking ability,accurately grasp the market interest rate,improve the interest rate management system conclusions,improve the risk management talent introduction rate;Second,the use of table management and off-balance sheet management risk management methods;Increase night operating income,to diversify business model,get rid of the traditional business model.