Research On Challenge To And Strategy For Management Of DY Bank Interest Rate Risk

With China accelerated process of marketization of interest rates, commercial banks’ risk management focus has gradually shifted from the transfer of credit risk to interest rate risk, interest rate risk will become commercial banks coming period the main risks facing the world. But by the market environment, the cognitive level and the quality of personnel and other constraints, local small and medium financial institutions to interest rate risk awareness is still in a chaotic state. How to make local small and medium financial institutions understand interest rate risk, interest rate risk management, in the fierce market competition neutrality stable foothold is particularly important.This paper introduces the theory of interest rate risk management, including the concept of interest rate risk, interest rate risk of the kind of interest rate risk measurement methods and control; DY on the basis of commercial banks in interest rate risk management aspects of a systematic analysis of the current situation, pointed out that the bank interest rate risk management, the problems and to further analyze the main reasons contributing to this problem; then, combining DY commercial banks to its own characteristics, its interest rate risk management system has been re-built, specifically interest rate risk management objectives, establishment of management organizational structure, risk identification, detection and early warning, measurement and control, and to build interest rate pricing mechanism; Finally DY commercial banks on interest rate risk management analysis to summarize and further suggestions for improvement strategy, including clear interest rate risk management objectives, construction of interest rate risk management organizational structure, interest rate risk indicators for the identification, monitoring and early warning, as well as interest rate risk measurement and control management strategies. By DY commercial bank interest rate risk management analysis of the status quo, not only conducive to China’s commercial banks, especially the proven local small and medium banks in interest rate risk management deficiencies, but also on commercial bank interest rate risk management case study provides a framework for reference, either theoretically or in practice for enhancing China’s commercial banks interest rate risk rate risk management capabilities and has a positive meaning.