Interest Rate Risk Management Study Of Urban Commercial Bank In A Provinces

The tone of the reform of economic system is the main theme Chinese of economic development.The financial system is also undergoing profound changes and structural adjustment,and the interest rate market is an important aspect of financial reform.Along with the process of China's interest rate market near the end,and China's interest rate marketization is nearing completion.The interest rate market impact to the traditional banking is great,especially based on traditional deposit and loan business of commercial banks influence even more.Among these,Inner Mongolia city commercial banks due to the late start,on a smaller scale,business category is limited,can use to hedge interest rate risk financial instruments are less,which means that the impact of interest rate risk on its impact is more intense,so,Inner Mongolia city commercial banks more urgent need to strengthen the scientific and effective management of interest rate risk.This paper summarized the experience,theory and literature,believes that the overall interest rate risk in China is in control,but at the regional level,to Inner Mongolia City Commercial Bank as an example,think to some extent of fluctuations in interest rates(interest rate sensitive assets and liabilities)has negative spillover effect,that is,during the period of interest rate volatility,the commercial banks in different cities do not have effective(interest rate sensitive)asset liability management,which indirectly indicates that the effect of interest rate risk management is not good,at the same time,the high level of debt,profit space narrowing,self capital profit inefficient mean interest rate risk probability increases,and the four largest city commercial bank interest rate risk management is ineffective,obviously difficult to meet the reality of the interest rate risk management capacity requirements;On the other hand,found in Inner Mongolia city commercial bank through the balance sheet and income statement of interest rate risk dispersion,transfer,avoidance ability is limited,inadequate for the overall performance of the interest rate risk resisting ability,within the industry in the domestic industry of the city bank of the bottom of the food chain.Finally,based on this,puts forward the Inner Mongolia autonomous region city commercial Banks after the marketization of interest rates close to how to raise their risk prevention and risk of specific policies and Suggestions.