摘要自2014年以来，我国政府积极倡导经济新常态,并于2015年10月提出了创新、协调、绿色、开放、共享的新发展理念，为我国经济未来的发展指明了方向。随着利率市场化改革的不断推进，我国银行业在转型中所面临风险和不确定性日益增加，存贷款利差收入仍然是我国城市商业银行目前最主要的收入来源，相比于国有银行和大型商业银行，城市商业银行在金融市场上面临着更大的风险。城市商业银行基本上没有专职的利率风险管理部门，缺乏利率风险管理的理念，风险管理水平较低。因此，利率风险仍然是我国城市商业银行未来发展中所面临的主要风险之一，利率风险的管理也理应受到城商行更多的重视。51041

本文从利率市场化背景下我国城市商业银行的利率风险管理出发，分析了我国城市商业银行利率风险管理的优势及劣势，从资本充足率及资产负债率的角度分析了我国城市商业银行抵御利率风险的能力，结果表明：我国城市商业银行抵御风险的能力仍然较弱，无法适应经济形式的不断变化。采用利率敏感性缺口模型进行测量，发现在利率发生变化的情况下，城市商业银行很难做出适时地调整，仍面临着较大的利率风险。最后，针对经济新常态下如何提高城市商业银行抵御风险的能力、更好的实现自身的经营发展提出建议。

毕业论文关键词：利率市场化；城市商业银行；利率风险；风险管理

An empirical analysis on the interest rate risk management of urban commercial banks in China

Abstract

Since 2014, the Chinese government has actively advocated the new economic norm, and in October 2015, our government put forward the new concept of development ,innovation, coordination, green, open and sharing, this new conception find a new way for China's future economic development. With the constant promotion of interest rate market reform, China’s banking industry in transition are faced with more risks and uncertainties. Due to the loan interest income is still the main source of income of the commercial banks of our country. Compared to the state-owned banks and large commercial banks, city commercial banks face greater risks in financial market. China's commercial banks basically do not have the specialized departments to manage interest rate risk, lack of interest rate risk management philosophy and risk management. Therefore, interest rate risk is still one of the main risks faced by the city commercial banks in our country, the management of interest rate risk should also by city commercial banks more importance.

This paper discusses the background of the reform of interest rate marketization in China, analyze the advantages and disadvantages of China’s city commercial bank interest rate risk management. From the capital adequacy ratio and asset liability ratio to learn the ability to resist the interest rate risk of China’s urban commercial banks. The results show that, our country commercial banks to resist risk ability are still weak, unable to adapt to the changing economic situation. Using the interest rate sensitive gap model to measure, found that in the interest rate changes, the city commercial banks are difficult to make timely adjustments, still face a large interest rate risk. Finally, I put forward suggestions on how to improve the ability of city commercial banks to resist risks and to better realize their own business development.

Key Words: Interest rate marketization； City Commercial Bank；  interest rate risk；Risk management

摘要 I

Abstract II

一、引言 1

（一）研究背景与意义 1

（二）国内外研究文献综述