Interest Rate Liberalization?Ownership Structure And Bank Risk Level

According to the requirements of?Basel III?,the risk of commercial banks is divided into credit risk,interest rate risk,liquidity risk,operational risk and so on.This paper is dedicated to differentiate risk management guidance for different ownership banks under the framework of comprehensive risk management.At present,interest rates have been basically liberalized from the policy level,which leads to the more complicated business environment faced by commercial banks.This paper first research the impact of interest rate liberalization on the risks of commercial banks in China;Secondly,I research the difference of credit risk,interest rate risk,liquidity risk and comprehensive risk commitment of different ownership commercial banks.Study shows that in the process of interest rate liberalization,the credit risk of commercial banks is gradually decreasing;the interest rate risk gradually increases firstly and decrease after there;liquidity risk and comprehensive risk are not significantly affected by interest rate liberalization.Go further,different ownership commercial banks' risk exposure is different.State-owned commercial banks face the greatest credit risk,joint-stock commercial banks face the second greatest credit risk,City commercial banks face the lowest credit risk;At the same time,City commercial banks face the greatest interest rate risk,joint-stock commercial banks face the second greatest interest rate risk,state-owned commercial banks face the lowest interest rate risk;Joint-stock commercial banks face the highest comprehensive risk-taking,followed by city commercial banks,state-owned commercial banks lowest.Based on the above study,I analyze the causes of the differences and provides differentiated risk management models for different ownership commercial banks.