Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)

A Study of Commercial Banks Interest Rate Risk Management under Interest Rates Liberalization

Authors
Yun Zhou, Xiaosong Zheng
Corresponding Author
Yun Zhou
Available Online September 2017.
DOI
https://doi.org/10.2991/ictim-17.2017.70How to use a DOI?
Keywords
Interest rate marketization, commercial bank, interest rate risk, interest rate sensitive gap
Abstract

Interest rate risk emerges with the development of interest rate marketization in China, which makes rate risk management become more and more important. Interest rate risk sensitive gap is one of the most useful management tool to assess and control interest rate risk. This paper uses interest rate sensitive gap model to analyse several Chinese commercial banks' current interest rate risk level and their control over the risks. By conducting a study on four domestic banks in China, it is found that the risk level of state-owned banks is higher than that of joint-stock banks. However, their risk management is weaker comparing to that of the joint-stock banks.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)
Series
Advances in Economics, Business and Management Research
Publication Date
September 2017
ISBN
978-94-6252-405-7
ISSN
2352-5428
DOI
https://doi.org/10.2991/ictim-17.2017.70How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Yun Zhou
AU  - Xiaosong Zheng
PY  - 2017/09
DA  - 2017/09
TI  - A Study of Commercial Banks Interest Rate Risk Management under Interest Rates Liberalization
BT  - Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)
PB  - Atlantis Press
SP  - 905
EP  - 914
SN  - 2352-5428
UR  - https://doi.org/10.2991/ictim-17.2017.70
DO  - https://doi.org/10.2991/ictim-17.2017.70
ID  - Zhou2017/09
ER  -