利率市场化下我国商业银行的利率风险分析-金融学专业论文.docxVIP

华 华 中 科 技 大 学 硕 士 学 位 论 文 II II Abstract Interest rate marketization is a very important part of financial system reform in China. Interest rate marketization can improve the efficiency of the use of financial resource, guard against financial risks and stabilize the financial order . At present, Chinas market-oriented interest rate system has entered a crucial stage . With the full opening up of Chinas financial industry in 2007, a large number of foreign banks will enter Chinas financial market . In China, the Bank of China, China Construction Bank and Industrial and Commercial Bank have completed the IPO. With the advance of market-oriented interest rates , the interest rate risk and credit risk of Chinas commercial banks’ will surely be increased gradually .But, at present, the commercial banks’interest rate risk management skill in China is still poor, the banks have not established a complete system of risk analysis and decision-making , and with Chinas underdeveloped capital markets ,the management tools of banks have been badly constrained. The next stage, Chinas commercial banks need to learn how to be accustom to the challenges of a market-oriented interest rate system as quickly as possible. and to be stronger in a new environment. This is the key problem that Chinas commercial banks will have to be faced with . This paper analyzes the necessity for a market-oriented interest rate system in China,and introduces the relevant market-oriented interest rate theories. Through studying the case of market-oriented interest rate in different countries and regions, and analysing market risks of China’commecial banks, the paper offers some suggestions to the process of market-oriented interest rates in China.Meanwhile, in order to test the actual effectiveness of the risk control tools in the risk management of commercial banks , this paper uses Interest Rate Sensitive Gap and Duration to analynize the balance sheet of ICBC at the end of 2006. The results show tha