商业银行应对利率市场化风险的策略研究

The Research on Commercial Banks' Strategy Responding to Interest Rate Liberalization Risk

本文主要以利率市场化和商业银行经营风险为研究对象,选取部分具有代表性的商业银行经营数据作为样本,通过计量模型分析变量之间关系,利用利率敏感性缺口计算商业银行利率敏感比,针对性地提出商业银行规避利率市场化风险、高效平稳运行的应对方法和政策建议。

Taking the interest rate liberation and commercial banks operation risks as the research object,the paper systematically elaborates relevant theoretical basis by using the qualitative analysis,selects some representative commercial banks’operation data as samples,uses econometric model to analyze the relationship between variables,and uses the interest rate sensitive gap to calculate the interest rate sensitive ratio of commercial banks.Finally,the paper presents the ways and policies for commercial banks to avoid the interest rate liberation risk and develop efficiently and stably.