Interest Rate Marketlization Of Our Country Commericial Bank Credit Risk

The market-oriented interest rate reform is a hot topic in the current economic operation,that is,it is a product that adapts to economic development,and it is also an inevitable requirement for financial system reform.With the liberalization of interest rates on deposits and loans,interest rate liberalization has had an impact on the traditional commercial banking system.Since the 12 th Five-Year Plan period,the process of marketization of interest rates in China has been significantly accelerated and will have an important impact on commercial banks.According to the practical experience of developed countries in the West,the change in the beneficiary model of interest rates on deposits and loans is a result of market-oriented interest rate reforms.With the intensification of competition,profit margins have been further squeezed.In order to increase profits and raise deposit interest rates to attract deposit customers,the cost of commercial banks has increased.In order to make up for this part of the cost,assets with higher risks are also more preferred.Therefore,how to effectively prevent credit risk of commercial banks under the background of interest rate liberalization has become a topic that needs serious research.Based on this reality,this article first sorts out the mechanisms that affect the two mechanisms.First,this article elaborates concepts such as interest rate liberalization and commercial bank credit risk.The causes of credit risk of commercial banks were analyzed through four aspects: asymmetric information,weak internal control,incomplete credit system,and excessive local government intervention.Secondly,in conjunction with the process of reform,creatively put forward the path of interest rate marketization on the credit risk of commercial banks,so as to have a clearer understanding of the relationship between the two,and enrich the current research results.And selecting the latest data has great practical significance for studying the relationship between interest rate liberalization and commercial bank credit risk and its future development trend.This paper chooses to measure the credit risk with loan provision ratio and non-performing loan ratio,and uses the GDP growth rate interest rate,real interest rate,deposit and loan spread,asset size,non-interest income share,and marketization index as explanatory variables to establish a panel data model.,And choose random effects for empirical research in stochastic models,mixed regression models,and fixedregression models.The results of the study show that interest rate liberalization has a significant impact on the credit risk of commercial banks.Finally,according to the results of the fixed-effect regression model,the interest rate market index and real interest rate are inversely proportional to the credit risk of commercial banks.The smaller the deposit-loan difference,the greater the credit risk of commercial banks.This proposed that interest rate management be incorporated into the management process,talents should be introduced,the integration of production,study and research should be promoted,the structure of assets and liabilities should be adjusted,and the pricing capability of products should be improved;the financial supervision system should be improved and the bad behaviors should be strengthened.