论我国商业银行利率风险管理机制的构建

Study on Construction of Management Mechanism of Interest Rate Risk in Chinese Commercial Bank

随着我国利率市场化进程的加快,利率风险将逐渐上升为商业银行的主要风险之一,利率风险管理也成为商业银行资产负债管理的核心内容。但是,由于我国长期实行利率管制政策,商业银行普遍缺乏利率风险管理意识,利率风险管理水平比较低下,缺少科学完善的利率风险管理机制。如何应对利率市场化的新形势、加强利率风险管理、构建利率风险管理机制是当前我国商业银行应当重点关注并亟待解决的重要课题,因此研究我国商业银行利率风险管理机制具有十分重要的意义。文章从实际出发,探索研究了构建我国商业银行利率风险管理机制的问题。

With the process of interest rate liberalization, the interest rate risk that the commercial bank faces will raise gradually and become one of the main risks of commercial banks. The interest rate risk management will also become the core contents of the commercial banks＇ management of assets and liabilities. However, because of the long-existing interest rate controlling policy in our country, commercial banks haven＇t paid much attention to the interest rate management, the level of the interest rate risk management is more lowly, and run short of completely interest rate risk management system. How to reply the new situation of interest rate liberalization, strengthen the interest rate risk management, and set up the interest rate risk management mechanism is the focus and most important project for commercial bank in our country, and those needs to he solved urgently. Therefore the study of the interest rate risk management mechanism of commercial bank is very important. On the basic of this fact, the paper explores to set up the interest rate risk management mechanism for commercial bank in China.