利率市场化背景下商业银行利率风险管理

Interest Rate Risk Management of Commercial Banks under the Background of Interest Rate Marketization

随着利率市场化的推进,我国商业银行面临的利率风险日益凸显。本文分析提出商业银行应进一步加强对利率风险的识别、度量和管理。还同时分析利率风险和信用风险之间的关系,并指出利率风险和信用风险都影响着银行的经营,应纳入银行的全面风险管理之中。

As the marketization of interest rate, commercial banks of China will face more and more interest rate risks. In this paper, we present that commercial hanks should emphasize more on the identification, measure and management of interest rate risk. We draw the conclusion that interest rate risk and credit risk have negative correlations. We also point out that interest rate risk and credit risk affect commercial bank＇s management, and they should be simultaneously brought into comprehensive risk management of commercial banks.