利率市场化与商业银行风险控制摘要随着我国利率市场化改革脚步的逐渐深入,商业银行怎样有效应对利率市场化背景下的风险成为了我国商业银行发展过程中必须严谨考虑的重要问题之一。利率市场化一方面给商业银行带来了经营风险，但另一方面也为其带来了进一步发展的机遇。因此,商业银行一方面要提升自己在利率市场背景下的风险抵御能力;另一方面,也需要将利率市场化作为银行发展的一个机遇。纵观国际与国内商业银行的发展,在当前利率市场化背景下所面临的挑战及风险主要有以下几方面:银行的业务转型、信贷增速放缓以及盈利能力不足等,为了进一步加强商业银行在利率市场化背景下的风险控制,有必要对我国当前商业银行的风险控制进行研究。本文以利率市场化背景下商业银行风险控制为话题，利用文献查阅法、对比分析法等方法从商业银行的资产负债以及盈利能力等两个方面来阐述利率市场化对商业银行的经营所带来的影响。得出了1、商业银行资产负债结构的稳定性呈现下降趋势；2、商业银行盈利能力也呈现下降趋势的结果。并以此为基础，进一步探讨了利率市场化背景下商业银行风险控制存在的问题，包括：1、资产负债管理中对利率风险控制不足；2、负债结构单一；3、对冲工具的缺乏；4、应对利率市场化的风险控制技术的缺乏等；最后从商业银行内部建立风险控制管理系统以及外部营造较为宽松的金融环境等两个方面探讨了商业银行在利率市场化背景下的风险控制策略。关键词：利率市场化；商业银行；风险控制；问题；策略利率市场化与商业银行风险控制AbstractWiththedeepeningofthereformofinterestratemarketizationinChina,howtoeffectivelydealwiththerisksunderthebackgroundofinterestratemarketizationhasbecomeoneoftheimportantissuestobeconsideredinthedevelopmentofcommercialbanksinChina.Themarketizationofinterestratebringsnotonlyoperationalrisksbutalsoopportunitiesforfurtherdevelopmenttocommercialbanks.Therefore,ontheonehand,commercialbanksshouldenhancetheirabilitytoresistrisksunderthebackgroundofinterestratemarket;ontheotherhand,theyalsoneedtotakethemarketizationofinterestrateasanopportunityforthedevelopmentofbanks.Throughoutthedevelopmentofinternationalanddomesticcommercialbanks,thechallengesandrisksfacedunderthecurrentinterestratemarketizationbackgroundmainlyincludethefollowingaspects:bankbusinesstransformation,creditgrowthslowdownandinadequateprofitability.Inordertofurtherstrengthentheriskcontrolofcommercialbanksunderthebackgroundofinterestratemarketization,itisnecessarytostudytheriskcontrolofcurrentcommercialbanksinChina.Thispapertakestheriskcontrolofcommercialbanksunderthebackgroundofinterestrateliberalizationasatopic,andusesliteraturereviewmethodandcomparativeanalysismethodtoelaboratetheimpactofinterestrateliberalizationontheoperationofcommercialbanksfromtheaspectsofassets,liabilitiesandprofitabilityofcommercialbanks.Theresultsareasfollows:1.Thestabilityoftheassetsandliabilitiesstructureofcommercialbanksshowsadownwardtrend;2.Theprofitabilityofcommercialbanksalsoshowsadownwardtrend.Onthisbasis,thispaperfurtherexplorestheproblemsofriskcontrolofcommercialbanksunderthebackgroundofinterestratemarketization,including:1.insufficientcontrolofinterestrateriskinasset-liabilitymanagement;2.singledebtstructure;3.lackofhedgingtools;4.lackofriskcontroltechnologytodealwithinterestratemarketization;finally,theestablishmentofriskcontrolmanagementsystemfromwithincommercialbanksandoutside.Thispaperexplorestheriskcontrolstrategiesofcommercialbanksunderthebackgroundofinterestratemarketizationfromtwoaspects:creatingamorerelaxedfinancialenvironment.Keywords:interestratemarketization;commercialbanks;riskcontrol;problems;str...
