我国商业银行利率风险管理现状与对策

Current Situation and Countermeasures Concerning the Rate Risk Management of Commercial Banks in China

随着我国利率市场化的推进,利率风险逐渐凸现,但长期的利率管制使我国商业银行对利率风险只能被动应付,主动管理意识淡薄,利率风险管理能力也远不能适应形势发展的需要。利率市场化是一个渐进的过程而非一个时点的切换,目前,我国利率管制程度依然很高,但是,不可能等利率完全市场化之后才开始利率风险的管理。因此,我国商业银行必须对利率市场化进程中面临的利率风险及加强管理找出应对策略。

With the advance of the interest rate marketization of our country, the issue of interest rate risk is becoming increasingly prominent. However, as the interest rate has been controlled for a long time, the commercial banks can only deal with it in a passive way. Since there is only a weak awareness that interest rate risk should be managed in an active way, the ability to manage it cannot meet the needs of changing situation either. The interest rate marketization is a progressive course which cannot be changed overnight. At present, the degree of the interest rate controlling is still very high, but we cannot begin the management of the interest rate risk until the interest rate marketization is finished. So the commercial banks of our country must find out countermeasures to control and manage the interest rate risk prior to interest rate marketization.