文档介绍：浙江工商大学金融硕士(MF)学位论文动为表征的长期银行账户利率风险存在较好的统一性;(3)我国城商行银行账户经济价值的利率风险状况不容乐观,并且城商行较为关注短期银行账户利率风险管理而忽视长期银行账户利率风险管理;(4) 目前,保持平衡型资产负债结构的城商行的银行账户利率风险相对较小。关键词:利率市场化:城市商业银行;银行账户:利率风险浙江工商大学金融硕士(MF)学位论文 MEASUREMENT OF INTEREST RATE RISK INTHE BANKING BOOK MERCIAL BANKS:AN ANALYSIS BASED ON THE BACKGROUND 0F INTEREST RATE LIBERALIZArION ABSTRACT The acceleration of interest rate liberalization has caused a great challenge tothe interest rate dsk management mercial banks in our arelatively special bank group,mercial banks willface a more severe banks especially mercial banks,most of theirbusinesses belong to thebanking book,the acceleration of deposit and lending interest rate liberalization willdefinitely highlight the interestrate dskof the banking ,systematically investigate the measurement and management of interestrate dsk inthe banking book of merciaI banks isverynecessary. Based on the above argument。this paper choose 10 sample mercial banks toinvestigate themeasurement ofinterest rateriskinthe banking book of our country’s mercial ,this paper analysis themajor kind ofinterest rate and defects of the interestrate dsk measurement method usually used inthe mercial banks now days;Secondly,this paper empidcally analysis the short-term and long—term interest rateriskinthe banking book ofthe 10sample mercial banks using mon interest-sensitive Gap modelmethod。the interest-sensitive Gap model methodmodified inthispaper and the standard Duration model ,based on theconclusion oftheempirical analysis,we put forward therelevant strategy and suggestion. 浙江工商大学金融硕士(MF)学位论文 The main conclusions ofthispaper asfollows:(1)The interest raterisk condition inthebanking book mercial banks varies frOm each other and ishardly relevant tothe sizeofthebanks:(2)Under differentinterestrate fluctuation situations,the short-term interest rateriskcondition inthebanking book have certain contradiction and thelong-term interestrate riskcon