Title :
The impact and implication of interest rate adjustment to risk management for Chinese commercial banks: Based on interest rate sensitivity model
Author :
Xue, Yingying ; Yang, Zhirong
Author_Institution :
School of Pubilc Administration, Fuzhou University Fuzhou, China, 350108
Abstract :
Under the background of economic globalization, interest rate risk has become one of the most important risks for commercial banks in China. However, Chinese commercial banks are not sensitive to changes in interest rates because of the long-term control of interest rate. With the development of the process of marketization of interest rates, the interest rate risk of Chinese commercial banks will increase. Based on the interest rate sensitivity gap model, we analyze the interest risk of the commercial bank which is brought by rate adjustment in China. Then we make some recommendations for risk management.
Keywords :
Analytical models; Benchmark testing; Economic indicators; Risk management; Sensitivity; Interest adjustment; interest rate risk; interest rate sensitivity gap model; risk management;
Conference_Titel :
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location :
Shanghai, China
Print_ISBN :
978-1-4244-8691-5
DOI :
10.1109/ICEBEG.2011.5882244