analysis of chinas commercial banks to interest rate risk and its management（分析中国商业银行的利率风险及其管理）.docVIP

Analysis of China’s commercial banks to interest rate risk and its management [Abstract] With the advance of interest rate market, China’s commercial banks face interest rate risk has become increasingly prominent, and its risk management should adhere to the principle of prudence. China has long been the introduction of the People’s Bank’s interest rate policy, which means the interest rate market to accelerate the process, and the potential risks faced by banks also increased, how to reduce interest rate risk is China’s commercial banks at the present urgent problems. [Keywords] interest rate adjustment, interest rate risk management One of China’s commercial banks to interest rate risk types Since the reform and opening up, China People’s Bank by adjusting the interest rate structure and level of interest rates, continuous improvement of management system, strengthening the means of the use of interest rates, allowing interest rates to gradually become an important lever of control in recent years, rising prices for the domestic economy overheating and other issues, People’s Bank of China raised interest rates several times, each time to improve, to control inflation, curb investment in fixed assets have played a significant role, however, for China’s commercial banks, interest rates and interest rate policy uncertainty and variability, but also makes the risk factor increased sharply, to commercial banks a lot of risk, which have the following main forms. (1) re-pricing of risk. This risk also known as maturity mismatch risk is the most important and most common form of interest rate risk, the risk comes from the bank’s assets, liabilities and off-balance sheet business maturity (for fixed interest rates words) or re-pricing period (the floating rate in terms of) the existence of differences of this re-pricing of the asymmetry of the bank’s earnings or the intrinsic economic value will change as interest rates change, for example, if short