中国商业银行利率风险分析与防范

Analysis of Interest-rate Risk of China's Commercial Banks and Its Prevention

商业银行利率风险是指因利率变动而使商业银行的表内和表外业务发生损失或收益的风险,是商业银行市场风险的重要组成部分。中国的利率市场化改革源于经济体制转型与金融制度变迁,这一方面有利于提高金融资源的配置效率,促进中国的经济增长方式由粗放型向集约型逐渐转换,但同时也使整个社会不同层面的经济主体暴露在不断增加的利率风险当中,如果不能够在宏观上做好相应的制度安排和在微观上有良好的经营对策,则会给整体经济运行带来较大的影响。本文主要是站在商业银行经营的角度,从系统性和局部性两个方面来分析中国利率市场化进程中商业银行应如何防范和化解利率风险。

The interest-rate risk refers to the risk of loss or profit occurring on or off the balance sheet of commercial banks due to the fluctuation of the interest-rate. And interest-rate risk is an important part of the market risk for commercial banks. The market-oriented interest-rate reform in China roots in the transformation of the economic and financial system which will improve the allocation efficiency of financial resources as well as change the economic-growing-manner from extensive to intensive. But at the same time this will make the different economic units face the increasing interest-rate risk and may influence the running of the whole economy if we can not make a good macro-system arrangement and micro-working strategy. This article will analyze the interest-rate risk that exists in the Chinese banking and suggest how we can manage the risk correctly.