2005Unpublished venueRequires access

Analysis on Conmmercial Bank's Interest Rate Risk and the Countermeasure's

Xiaofeng Liu

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Abstract

With the development of the interest rate marketing,the interest rate risk is increasing greatly.In our country,the commercial hank,which is mainly depending on interest,is facing more and more risk about interest rate.So,it is very important for us to analyse the management of interest rate risk.This paper reports a study on the four main interest rate risks commercial bank faces now,and have an analysis on the traditional interest rate elastic- ity model and duation model.In the end,some possible measures that our commercial banks can take now are sug- gested.

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What this paper is about

With the development of the interest rate marketing,the interest rate risk is increasing greatly.In our country,the commercial hank,which is mainly depending on interest,is facing more and more risk about interest rate.So,it is very important for us to analyse the management of interest rate risk.This paper reports a study on the four main interest rate risks commercial bank faces now,and have an analysis on the traditional interest rate elastic- ity model and duation model.In the end,some possible measures that our commercial banks can take now are sug- gested.

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Available abstract

With the development of the interest rate marketing,the interest rate risk is increasing greatly.In our country,the commercial hank,which is mainly depending on interest,is facing more and more risk about interest rate.So,it is very important for us to analyse the management of interest rate risk.This paper reports a study on the four main interest rate risks commercial bank faces now,and have an analysis on the traditional interest rate elastic- ity model and duation model.In the end,some possible measures that our commercial banks can take now are sug- gested.

Key concepts: Interest rate, Interest rate risk, Net interest margin, Covered interest arbitrage, Countermeasure, Business, Economics, Actuarial science

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