本科论文摘 要现阶段，我国的利率市场化已经改革完成，但由于央行对商业银行利率长期的管制，商业银行缺乏利率管理的方法和技术，无能力去应对愈加频繁的利率变动，对利率风险的抵御能力不足。本文着重从商业银行利率的敏感性进行分析，通过使用简单易测的计量方法计算利率变动趋势，并且对如何借助利率变动来提高商业银行收益的研究方向及思路进行展望，这对商业银行建立和完善利率风险防范制度或策略具有重要意义。全文共有五部分构成，一是主要介绍论文的研究背景以及国内外的研究成果；二是主要对商业银行利率敏感性相关理论进行介绍；三是构造了敏感性分析的框架；四是论述了当前在利率敏感性上存在的问题；五是从多个角度上提出来应对的措施。关键字：商业银行，利率风险，敏感性分析AbstractThe interest rate market of our state has been reformed for the time being, whereas owing to the long-term govern of the interest rate of merchant banks by the central bank, 本科论文merchant banks are wanting in the means and technique of interest rate management, must not handle the more frequent interest rate undulates, and have adequate condition to interest rate risks. Proceeded form the sensation analysis of the interest rate of merchant banks, this paper uses a simple and easy-to-measure method to calculate the trend of interest rate change, and looks forward to the research direction and ideas of how to improve the income of commercial banks by means of interest rate change.This paper consists of five parts, first ,it largely recommends the research backdrop and domestic and foreign research results;second,it largely recommends the theory of interest rate sensitivity of merchant banks;third, constructs the framework of sensitivity analysis; fourth, it discusses the present-day matter in interest rate sensitivity; and the fifth part, puts forward countermeasures from many angles.Key words: Commercial banks, Interest rate risk, Sensitivity analysis...
