我国商业银行利率风险和其防范.pdfVIP

Abstract Chinese Commercial Banks’Interest Rate Risk and Its Prevention In the contemporary world，economic globalization and international finance liberalization evolve more and more intensively,most countriesfinance deepening and finance innovation emerge enormously,and entire world finance situation become complicated and uncertain。While our finance opening up and interest rate market—oriented reform at present raise severe challenge to our commercial banks’ operation．This paper is just under this macro background to analyze Chinese commercial banks’interest rate risk(IRR)formation and its prevention． Tllis papor consists of6 parts： Introduction briefs backgrounds and significance of topic selection,sumnlal_y of literature，research methods and paper structure． Section 1 mainly analyzes statusquo of Chinese commercial banks’IRR,reveals diversity and complication of its appearance，and also Inquires into its me椰emem and emphasizes effectiveness ofmany me娜es combination． Section 2 classifies the IRR,which include not only the four basic types：price reset risk,income curve risk,benchmark risk and option risk but also Chineso specific system risk．Then deeply analyze也eir caBses offormation,such硒unbalance of the structure of assets and liabilities，non-equilibrium of deposits and credit interest rates variation，non-uniform of interest mte option，policy factors and commercial banks’other factors． Section 3 analyzes deficiency of risk management，emphasizes the necessity and urgency of risk prevention，and then probe into the construction of Chinese IRR prevention system respectively from the two angles of commercial banks and central bank． Section 4 analyzes specific measures for risk prevention，from macro including to intensify risk tendency analysis and predict,strengthen matching of assets and liabilities，improve organizations and mechanism of risk management,perfect commercial banks’pricing mechanism and internal control mechamsm of IRR,from micro including to better basi