利率市场化对银行利率风险影响.doc

PAGE PAGE 39 利率市场化对银行利率风险影响 摘要：现在看来，利率市场化在我国已经进入到关键性的阶段，利率市场化是形势所趋，是市场经济发展到某个阶段的产物，在中国是金融体制改革不可避免的发展环节。本文首先论述了利率市场化的背景与研究利率市场化之下利率风险的意义，然后交代了本文的主要思路内容、研究方法与创新点。在分析利率市场化之下利率风险管理之前，先解释了利率市场化的含义，说明我国利率市场化的进程，可以看出我国现阶段利率市场化发展的程度。本文中给出了利率风险的以及利率风险的主要种类，是重新定价风险、基准风险、选择权风险、收益率曲线风险。在实证分析中，根据我国国有商业银行的年报数据，分析了国有商业银行近几年的利率敏感性缺口，说明了利率风险对盈利的影响大小。我国商业银行存在的问题主要有：资产负债结构不合理、利率风险管理机制不完善、风险管理人才缺乏、利率风险意识淡薄、金融定价体系不健全、国有商业银行产权制度不完善等。根据这些问题，提出了几个改善措施，如调整业务结构与收益多元化、建立先进的利率风险信息管理系统、完善利率定价机制。 关键词：利率市场化商业银行利率风险 Impact of interest rate liberalization on?bank interest rate risk Abstract：It now appears that market interest rates of in our country has entered a critical stage, the interest rate market is the trend of the situation, development of the market economy to a certain stage of the product, in China is the development aspects of the financial system reform is inevitable.?This paper first discusses the background of interest rate liberalization and the significance of interest rate risk under the interest rate market, and then explain the main ideas, research methods and innovation points of this paper..?Before the analysis of the interest rate market under the interest rate risk management, to explain the meaning of the interest rate liberalization, the process of liberalization of interest rate of our country that can be seen in our country at the present stage of interest rate liberalization degree.?This paper gives?the main types of interest rate risk and interest rate risk,?which is the risk of re pricing risk, benchmark risk, option risk and yield curve risk..?In the empirical analysis, according to the annual report of Chinas state-owned commercial banks, the interest rate sensitivity gap of state-owned commercial banks in recent years is analyzed, and the impact of interest rate risk on earnings is analyzed..?Main problems existing in the commercial banks of our country are: unreasonable structure of assets and liabilities,?interest rate risk management mechanism is not perfec