商业银行分支机构利率风险控制研究

Interest Rate Risk Control by Branches of Commercial Banks

我国利率市场化改革和国内利率调整频率的进一步加快,客观上已经对商业银行的净利息收入、经济价值产生了重要影响。然而,这些影响并没有引起商业银行及其分支机构的足够重视,现阶段国内商业银行及其分支机构对利率风险的识别、计量、防范和控制能力还相当脆弱。笔者在深入分析研究后认为,国内商业银行及其分支机构必须在充分认识利率风险的基础上,尽快采取诸如建立健全利率风险的管理流程、利率风险的工作机制,以及采取灵活的经营策略和技巧等一系列措施,力争将利率风险对商业银行的危害降至最低程度。

Domestic rate marketization reform and frequent rate adjustment have significantly affected net interest income and economic value of commercial banks. However, domestic commercial banks and their branches are not sufficiently aware of such influence; and hence they are very weak in identifying, quantifying, preventing and controlling rate risk. Based on thorough analysis and research, it is indicated that domestic commercial banks and their branches should be fully aware of rate risk and lose no time to take a serious of measures to minimize the harm of rate risk on commercial banks. Specifically speaking, they should improve the management flow and working mechanism of rate risk and adopt flexible operational strategy and skills.