摘要改革开放以来，我国经济发展发生了翻天覆地的变化，为了更快与国际接轨，我国加大了对利率市场化改革的力度。商业银行是我国经济发展重要的主体，它的经营管理自然也备受瞩目。商业银行无法避免地在利率市场化进程中面临巨大的挑战，采取什么措施来对利率风险进行管理成为金融业人士和学术界人士关注重点.43312

本文通过分析在利率自由条件下，阐明商业银行将会受到的积极或消极的影响。通过一系列研究可以看出利率变动对商业银行营业收入有着巨大影响，商业银行应该更加重视利率自由化带来的负面作用。并剖析了我国商业银行在对利率风险管理中不够完善甚至欠缺之处。最后从内部管理和外部管理两个方面探讨，如何在利率由市场决定的情况下，做好对利率风险的预防和管理。

毕业论文关键词：利率市场化；利率风险管理 

Under the Market of Interest Rate in Our Country Commercial Bank Interest Rate Risk Management Research

Abstract

Since China's reform and opening up, great changes have taken place in economic development in our country. In order to more in line with international standards, strengthen the interest rate market reform in our country. Commercial bank is the important main body of the economic development in our country, its operation and management of nature also. Commercial Banks inevitably faces huge challenges in the process of interest rate, what measures are taken to manage the interest rate risk to become financial executives and academics focus.

This article through the analysis under the condition of interest rate freedom, the commercial bank will be affected by the positive or negative. Through a series of research shows that interest rate changes have a huge impact on commercial Banks operating income, commercial Banks should pay more attention to the interest rate liberalization brings negative effect. And analyzed our country commercial bank interest rate risk management in the imperfect and even lack in place. Finally, from two aspects of internal management and external management, how to under the condition of the interest rate is determined by the market, completes the prevention and management of interest rate risk.

Key Words:  Interest rate market;  Interest rate risk management

目录 

一  导论 1

（一）研究背景和选题意义 1

（二）文献综述 1

（三）研究目标与内容 2

二  利率市场化概述 3

（一）利率市场化概念及内涵 3

（二）我国推进利率市场化发展的过程及程度 4

三  利率市场化条件对商业银行的影响 7

（一）我国利率市场化改革的原因 7

（二）利率市场化产生的积极影响 7

（三）利率市场化产生的风险及其影响因素 9

四、 利率市场化前提下我国商业银行利率风险管理 10

（一）我国商业银行利率风险管理现状 10

（二）利率市场化条件下我国商业银行利率风险管理存在的问题 12

（三）建立利率风险的评估体系 13

五  我国商业银行利率风险管理的对策与建议