利率市场化进程中的我国商业银行风险管理

On China's Commercial Banks' Risk Management in the Process of Interest Rate Liberalization

我国在深化利率市场化改革的进程中,给予银行资金定价权的同时,也冲击了银行的经营活动,银行面临利率水平升高和利率波动所带来的独特风险。在对利率风险合理度量的基础上,借鉴国外的管理实践,我国应在机构建设、风险管理技术、产品定价、货币政策和金融市场方面不断完善,提升商业银行的风险管理水平。

In the process of deepening China＇s interest rate liberalization reform,bank＇s fund pricing right also imposes great impact on bank＇s business activities,which makes banks face a unique risk arising from interest rate increase and interest rate fluctuations. Based on a reasonable measurement of interest rate risk,drawing on the management practices in foreign countries,it＇s necessary for China to continue to make improvements on such aspects as institution building,risk management techniques,product pricing,monetary policy and financial markets,so as to enhance risk management of commercial banks.