利率市场化下我国商业银行的利率风险管理（终稿）(2)

西安交通大学本科毕业设计（论文）

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ABSTRACT

ABSTRACT

Finance is the core of modern economy, and commercial banks are the core of finance. The safety of commercial banks’ management affects the hole national economy. The factors affecting the safety are credit risk、market risk and operating risk. In the background of the interest rate marketization, interest rate risk is undoubtedly the most important kind of market risk that commercial banks are facing. How to deal with the interest rake risk? This paper attempts to answer this question.

This article was written in the background of the interest rate marketization. Aiming at the existing problems of demestic commencial banks’ risk management during this present period, and combining the latest information of commercial banks’ management, this article builded a some full framework for interest rate management, which was comprised of interest rate forecast、rate risk measure and rate risk control. To turn this framework ture, this paper also gave some proposals. I hope that this article will benefit to the theory reserch and practical application.