A Study of Commercial Banks Interest Rate Risk Management under Interest Rates Liberalization
- 10.2991/ictim-17.2017.70How to use a DOI?
- Interest rate marketization, commercial bank, interest rate risk, interest rate sensitive gap
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.
- © 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 - 10.2991/ictim-17.2017.70 ID - Zhou2017/09 ER -