An Research Base On The Analysis In The Perspective Of Interest Rate Sensitivity Gap By GuangXi BEIBUWAN GULF Bank Interest Rate Risk Management

In recent years,the business focus of commercial banks gradually transforms from traditional loan business into a more diversified business portfolio because of the fierce industry competition and increasing process of interest rate marketization.The commercial banks are also required to control their risk at an acceptable level.However,the interest rate regulation has been carried out in China for a long time,which makes the interest rate risk management of commercial banks is still at a low level in both theoretical knowledge and experience accumulation.Compared with large and medium-sized banks,the city commercial banks are still weak in scale,capital and talent.The vast majority of city commercial banks haven't set up effective risk prevention and management mechanism yet.Therefore,the biggest problem in the theory and practice of our country's banking industry is how to apply the advanced risk management technology to the interest rate risk management of commercial banks in our country,strengthen and improve the interest rate risk management of commercial banks.Taking the interest rate marketization reform as the background,this paper aims to improve the interest rate risk management of commercial banks in China.Literature research,comparative analysis,data analysis and other research methods are used in the thesis.Based on the practice of Guangxi Beibu Gulf Bank in the interest rate risk management,the paper analyzes the interest rate risk management environment,the interest rate risk management measures,the interest rate risk management effect and weakness of it,and elaborates the status quo of the interest rate risk management,trying to reveal its defects.Suggestions are put forward toward the improvement of interest rate risk management of Guangxi Beibu Gulf Bank according to the analysis and reference of the advanced experience in the domestic and international interest rate risk management.