利率市场化进程中城商行利率风险度量及应对——以浙江省为例

City Commercial Banks' Interest Rate Risk Measurement and Response in the Process of Marketization of Interest Rates——A Case Study of Zhejiang Province

城商行的资产负债配置在利率对称调整的情况下具有一定的抗风险能力,但在利率非对称调整条件下,其净利息收入将受到重大冲击。新兴金融业务应成为城商行的转型着力点,可选择适合的业务发展方式和经营模式,并借助地方政府的支持。加强对存贷款定价机制的研究,采用总行集中的模式构建内部资金转移定价体系,为内部资金的合理定价和有效资产配置奠定基础。发挥城商行服务中小企业的优势,走差异化的特色发展道路。提高利率风险管理意识,投入研发银行账户利率风险管理系统,建立完善的账户利率风险管理机制,合理预测利率变化,提前安排自身的资产负债结构,有效规避风险,并运用多种利率衍生工具规避利率风险。

The commercial banks＇ allocation of assets and liabilities under symmetric adjustment of interest rates has a certain ability to resist risks,but under the conditions of asymmetric adjustment of interest rates,there will be a significant impact toward its net interest income. With the support of the local government,the city commercial banks should focus on emerging financial services,and should choose the suitable business development and management mode. The commercial banks should strengthen the research on deposit and loan pricing mechanism,and adopt the head office of the centralized mode to construct the internal funds transfer pricing system in order to lay the foundation for the reasonable pricing of internal funds and asset allocation. City commercial banks should play the advantages of small and medium enterprises,taking the road of characteristic development,and should raise awareness of interest rate risk management and invest more on R D of bank account interest rate risk management system,establish a perfect account interest rate risk management mechanism,forecast the interest rate changes reasonably,arrange their assets and liabilities structure effectively to avoid risks in advance,and use a variety of interest rate derivatives to hedge interest rate risk.