面对利率市场化,商业银行如何进行利率风险管理

Interest Rate Risk Management Under Market Econorwy

利率市场化即将成为我国央行今后改革的重中之重 ,我国商业银行除了面临传统的经营风险外 ,还要进一步认识利率风险及其管理的重要性。而且央行连续 7次降息已经对我国商业银行的经营提出了巨大的挑战 ,本文通过对我国商业银行利率风险管理的实践考察 ,指出存在的一些问题和相应的建议。

With the Libralization of interest rate being of the first priority in the future financial reform of China,which will present interest rate risk to China's commercial banks in additional to traditional risks,it becomes urgent for china's commercial banks to acquire a thorough knowledge about interest rate risk and its management.Besides,China's commercial banks have already received great challenge when central bank consecutively reduced interest rate for seven times.Based on the observation and study on the risk management of China's commercial bank,the paper points out the existing problems and comes up with corresponding solation to those problems.