巴塞爾新資本協(xié)議與我國(guó)商業(yè)銀行利率風(fēng)險(xiǎn)控制研究.pdf

1、In recent years, with China's entry into WTO and the globalization of economy and finance, our banking industry will face unprecedented development chances and challenges. At the meantime, banking interest rate risk will

2、 be increased by the gradual opening up of the finance industry and by advancing the interest rate market with steady steps. In this article, besides the conclusion of the banking interest rate risk, the author with the

3、reference of "Basel Ⅱ", also analyses the status in quo of the banking interest rate risk and then puts forwards some proposals for the establishment of the mechanism of the controlling of the banking interest rate risk.

4、 This article is composed of 6 chapters. The first chapter is the introduction, in which the author analyses the background of writing this paper. The second chapter makes a general research about the interest rate r

5、isk. The author especially focuses on the introduction to the concept, creation, developments, aims & principles of the management & supervision of interest rate risk, as well as the influence of the interest rate risk t

6、owards the commercial banking system. Further more, in this part the author also illustrates and analyses some relevant models of it. The fourth chapter deals with our state's undergoing circumstances in management of in

7、terest rate risk & countermeasures,in this part the writer concentrates on the existing problems of interest rate risk of commercial banks, the forms of interest rate risk of our nation & our nation's interest rate marke

8、t. In the illth chapter, according to the previous analyses & the requirement of "Basel Ⅱ" complied by Basel committee in July, 2004 & puts forward the flame of forming & shaping our nation's organism of the management t

9、owards the issue, interest rate risk of china's commercial banks. Chapter 6 is the conclusion. The author acknowledges that in china, the market-driven interest rate risk already achieved dramatically and steadily, a

10、nd that banking interest rate risk has already become the main risk for commercial banks. To strengthen the forecast of the market interest rate, to consummate the measurement, the inspection and supervision system of in