Research On Credit Risk Management Of Commercial Banks Under The Condition Of Interest Rate Liberalization

With the advance of the interest rate market,China's central bank to strengthen the use of interest rate instruments,frequent interest rate adjustments.Changes in interest rates will cause significant economic entities in China and shocks,the impact on financial institutions most directly.Changes in the deposit rates of the commercial bank deposit size and interest expenditure;loan interest rate changes affect the commercial bank loans,credit risk and interest income,because the central bank deposit loan interest rate adjustment is not synchronous adjustment,so will exist in the deposit loan difference fluctuations.The greater the gap between deposit and loan interest rates,commercial banks tend to ease credit conditions,easy to produce more credit risk.That deposit interest rates of the size of China's commercial banks credit policy produced effects can not be ignored,the credit policy and credit risk.So it is necessary and realistic to study the sensitivity of commercial banks to interest rate changes.This paper first describes the meaning of interest rate policy,review the past years from 2010 to 1991,the rate changes in the past 20 years,on the basis of the analysis of the factors affecting the interest rate changes.The third chapter mainly carries on the bank credit analysis,including the bank credit source and its application channel,the credit situation analysis and the influence commercial bank credit factor.The fourth chapter is the key chapter of this thesis,which mainly analyzes the influence of interest rate fluctuation on the loan amount,loan structure,non-performing loan and loan interest rate income in four aspects.Analysis results show that the effects of deposit rates and lending rates on loans is not obvious,the impact of interest rates on loans mainly in the loan rate;deposit is the deposit rate effect of total loans is an important transfer factor;in terms of loan structure,the same effect on the structure of loan spreads are not necessarily significant;relationship between interest rate and bank credit quality,the risk impact of interest rate on bank loans to form part of the market risk can be eliminated by some effective measures;loan spreads narrowing limits the growth in net interest income,only in the loan in accordance with the corresponding ratio of growth,net interest income would remain unchanged.At the end of this paper,from six aspects,put forward to improve the quality of China's Bank credit business of the reference,including the advance of interest rate market,strengthening the role of the interest rate policy guidance,optimization credit structure,introducing finemanagement of loans,increase the intermediary business income and the establishment of risk prevention mechanism.