商业银行利率市场化的风险管理

国家金融市场将逐步全面放开,利率市场化改革开始加快推进,商业银行会面临利率市场波动、资产负债期限不相匹配、基本点制约、客户选择期权等因素产生的市场利率风险。商业银行要充分认识这种形势的急迫性,全面提升银行的综合管理水平,利用到期、有效期、重定价等模型预测预估风险程度,采取制定应对政策,选择债券发行种类、调整期限结构、构建商业性贷款定价机制及应用金融衍生工具等措施规避利率市场风险。

With the wider of finance marketing in China, the reform of marketing of interest rate is more faster, commercial bank will faced change in marketing of interes,assets and liabilities are not matching ,basic factors,customers choice option etal. risks, commercial bank promote management level in an all - round of bank, using mature,term of validity renew fixed piece etal. model pattern,estimate risk degree, adop formulate a policy,choice bond kinds,make up commercial loan fixed price mechanism and using finance methods etal. evade analysis of marketing of interest rate.