利率市场化进程下我国商业银行利率风险研究-金融学专业论文.docxVIP

重庆工商大学硕士学位论文 重庆工商大学硕士学位论文 ABSTRACT C叭心伍RC认L B肘ⅨS INTEREST R ATEⅪSK RESEARCH IN THE PROCES S OF INTEREST RATE MARKETIZATION IN OUR COUNTRY ABSTRACT Financial deepening reform has began at eighties of the 20th century in countries and regions around the world，interest rate marketization is the core of the reform，the reform results show that the measure to optimize allocation of resources，improve the ability of financial innovation，the respect such as the competitive edge of the banking sector has played a pivotal role，it has an important significance for the economic and financial development of countries and regions．China’S market-oriented interest rate reform has steadily for 20 years，in the process of reform，interest rate risk of commercial banks in China face a state of constant change．Up to now,the degree of marketization of interest rate has been high in our country,interest rate risk，under the background of this research is helpful to improve the understanding of interest rate risk of commercial bank，strengthen the attention to the interest rate risk，improve its management strategy,enhance the level of management technology． In the process of interest rate liberalization，this paper studies and analyzes the interest rate risk of commercial Banks in China．By sorting and summing up of literature found that．a lot of research interest rate risk under the interest rate marketization is deeper at home and abroad．But can also be found that the key is really on the theoretical study,for different types of Banks in interest rate risk management did not do the distinction between，countermeasures and Suggestions to be partial to theory，is not comprehensive and system．This paper will try to solve this problem，the first is to use the common sensitivity of gap model，the commercial Banks can be divided into three categories．collected data from 2006 to 20 1 4，the sensitivity of the gap value， respectively