Research On Interest Rate Risk Management Of Domestic Commercial Banks

Credit risks, market risks and operating risks are the three main risks of the banking industry. To bank, interest rate risks are the main resources from which to arise the market risks. Interest rate risks can deeply affect commercial banks from many aspects. During long term research, the western commercial banks have gradually formed a scientific model to manage interest rate risks. Because for a long time, interest rate control is executed in our country, the interest rate risk management consciousness of the native commercial banks is blur, the enthusiasm to study the interest rate risk management methods is not high, all these make the ability of the native commercial banks to resist the interest rate risk weak.Our country' s financial reform has gradually been deepening from all aspects: the interest rates' marketization has achieved initial success, the system on financial rules and regulations has been improving step by step, the supervisory and management system has been strengthening at large, the state-owned commercial banks' re-construction to joint-stock companies has been getting boosts, various levels of market system has been constructing. All these situations mentioned above have brought about interest rate risks to the domestic commercial banks in reforming, and have also been challenging them in interest rate risks management. Hence, intensifying the interest rate risk management has been an important project to be emergently solved for domestic commercial banks.Based on such backgrounds mentioned above, this thesis combining with...