建行麓山支行利率风险管理研究工商管理专业论文.docxVIP

Abstract Since the 1970s, with the collapse of the Breton Woods system, the implementation of deregulation, the liberalization of financial markets, and the increasing of the volatility of fixed income securities market, the interest rate risk has become one of the main difficulties encountered by international banking. With the development of the market-oriented reform of interest rate and the accession to the World Trade Organization, the interest rate risk faced by Yuelu Mountain Branch of China Construction Bank is also increasing. In this background, enhancing the interest rate risk management is of particularly importance to Yuelu Mountain Branch of China Construction Bank, and the research in the interest rate risk measurement and management has an important theoretical and practical value. Since 1996, our country also accelerated the pace of the market-oriented reform of interest rate. the market-oriented reform of interest rate is the inherent requirement of establishing and improving a Chinese-type socialist market economy system, and is an important step for our banking to adapt to economic globalization in the new situation of China’s entry into the WTO. Along with the advance of market-oriented interest rate, the interest rate risk will also become one of the most important risk faced by Yuelu Mountain Branch of China Construction Bank. However, at present, Yuelu Mountain Branch of China Construction Bank attach no significance to the interest rate risk management research. There are little theoretical research and practice in this area. Therefore, we should learn the advanced theory and technology of the interest rate risk management from the Western countries, which is of great importance to Yuelu Mountain Branch of China Construction Bank to improve the interest rate risk management standards, the overall efficiency and the international competitiveness. In this paper, we elaborate the theoretical foundations of the interest rate risk managemen