The Study On Credit Risk Management Of Commercial Banks Under The Condition Of Interest Rate Marketization

With the deepening of the interest rate marketization reform,interest rate fluctuations may lead to a decrease in the loan-to-deposit spread of commercial banks,and bring uncertainty to the bank’s operations,reduce bank liquidity,and aggravate the credit risk of commercial banks.In order to further explore the impact of interest rate liberalization on the credit risk of commercial banks,this paper uses the panel data of 23 listed commercial banks in China from 2007 to 2017,using panel regression model and panel threshold model to study the interest rate fluctuation under the condition of interest rate marketization.On the basis of the impact of bank credit risk,the countermeasures for improving credit risk management of commercial banks are further explored.The research in this paper finds that under the condition of interest rate marketization,the uncertainty of interest rate increases,which exacerbates the credit risk of commercial banks.Secondly,the improvement of commercial bank’s profitability can help commercial banks mitigate the impact of interest rate fluctuations,and the interest rate wave action is used for commercial bank credit.There is a threshold effect of risk;under the short-term and long-term interest rate fluctuations,the impact of different bank profitability on the credit risk of commercial banks is different.The stronger the profitability of commercial banks,the ability to resist credit risk under interest rate fluctuations.The stronger.Finally,this paper proposes corresponding policy recommendations.The government should have a reasonable assessment of the impact of interest rate liberalization on commercial banks and strengthen supervision of commercial banks;banks should strengthen their own business conditions,use the development of Internet technology to enhance the level of refined management,and strengthen their own risks.Control and control ability to deal with credit risks that may arise from interest rate fluctuations.