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1、AnalysisofChina’scommercialbankstointerestrateriskanditsmanagement[Abstract]Withtheadvanceofinterestratemarket,China’scommercialbanksfaceinterestrateriskhasbecomeincreasinglyprominent,anditsriskmanagementshouldadheretotheprincipleofprudence.Chinahaslongbeentheintroductio
2、nofthePeople’sBank’sinterestratepolicy,whichmeanstheinterestratemarkettoacceleratetheprocess,andthepotentialrisksfacedbybanksalsoincreased,howtoreduceinterestrateriskisChina’scommercialbanksatthepresenturgentproblems.[Keywords]interestrateadjustment,interestrateriskmanag
3、ementOneofChina’scommercialbankstointerestraterisktypesSincethereformandopeningup,ChinaPeople’sBankbyadjustingtheinterestratestructureandlevelofinterestrates,continuousimprovementofmanagementsystem,strengtheningthemeansoftheuseofinterestrates,allowinginterestratestogradu
4、ally10becomeanimportantleverofcontrolinrecentyears,risingpricesforthedomesticeconomyoverheatingandotherissues,People’sBankofChinaraisedinterestratesseveraltimes,eachtimetoimprove,tocontrolinflation,curbinvestmentinfixedassetshaveplayedasignificantrole,however,forChina’sc
5、ommercialbanks,interestratesandinterestratepolicyuncertaintyandvariability,butalsomakestheriskfactorincreasedsharply,tocommercialbanksalotofrisk,whichhavethefollowingmainforms.(1)re-pricingofrisk.Thisriskalsoknownasmaturitymismatchriskisthemostimportantandmostcommonformo
6、finterestraterisk,theriskcomesfromthebank’sassets,liabilitiesandoff-balancesheetbusinessmaturity(forfixedinterestrateswords)orre-pricingperiod(thefloatingrateintermsof)theexistenceofdifferencesofthisre-pricingoftheasymmetryofthebank’searningsortheintrinsiceconomicvaluewi
7、llchangeasinterestrateschange,forexample,ifshort-termbankdepositsAsalong-termfixed-rateloanfinancingsources,wheninterestratesrise,10loaninterestincomeisstillfixed,buttheinterestpaymentsondeposits,butitwillincreaseasinterestratesrise,soreducingthebank’sfutureearningsandec
8、onomicvaluereduced.(2)BasisriskBasisriskisgenerallythecostofinterestincomeandinterestrateadjustmentmech
