Commercial Bank Interest Rate Risk Management Research Under Interest Rate Marketability Reform

After entering the WTO,our country finance industry to foreigncountries opening up will enter a new time, the finance industry melted into to the global finance service competition.Our country's.Commercial bank is about to launching directly and zero distance comprehensive competition with the foreign capital bank. The western nation basically has all realized the interest rate market. The commercial bank has all experienced the interest rate market baptism.In our country, in order to meet the finance industry to foreign countries comprehensive opening up need, the economic restructuring and the monetary system reform is unceasingly thorough, the interest rate market reform gradually advanced. However, under the conditions of market-oriented interest rates, the level of interest rate shows a greater volatility and uncertainty. Interest rate risk of China's commercial banks will become the main risk. Because China's long-term practice of interest rates, commercial bank interest rate risk management awareness, a lack of corresponding means and the interest rate risk measurement tools, commercial banks for interest rate risk management capability and experience lag far, compared to the advanced Western commercial banks . If China's commercial banks as soon as possible are not to raise the level of interest rate risk management, with foreign banks in the next competition in the market, China's commercial banks will be placed in a disadvantageous position.It is not conducive to the stable and healthy development of China's financial industry. In such a historical background and practical background, in keeping with China's commercial banks interest rate risk management systems and the management strategy is particularly important. This article is under such condition, attempts to carries on the systematic research to the commercial bank interest rate risk management ,under the model international advanced commercial bank interest rate risk management foundation, using the methods which are the theoretical analysis and the real diagnosis analysis. Facing the interest rate risk characteristic and the interest rate change,we analyse the influences to our commercial bank. Discuss the establishment of our country commercial bank interest rate risk management system as well as the interest rate risk strategy choice. Then our country commercial bank carrying on the interest rate risk management system and strategy.The full text is divided into five parts altogether:...