商业银行的利率风险管理

The Risk Management of Interest Rate in the Commercial Banks

随着我国的利率市场化改革的大力推进 ,利率风险管理将成为商业银行资产负债的重点和难点。商业银行应从科学地预测利率、熟练运用利率风险管理的技术和工具、完善利率风险内控机制等方面防范与化解利率风险。

With the great advance of market-led interest rate reform in China, the risk management of interest rate will become the focus and a difficulty point of risk management for the commercial banks because they are facing with the interest rate risks like the sensitivity indentations, the structure alteration, the pre-paid loans by the loanees, the pre-drawing deposits by the depositors, the price risk in the bond investment, and the re-investment risk. It is of significance to be on guard and to solve the problem of interest rate risk by means of predicting interest rate scientifically, exerting the technology and tools of interest rate risk management skillfully, perfecting the internal control mechanism of interest rate risk.