文档介绍：摘要利率市场化是我国建设社会主义市场经济体制的重要环节,是我国金融体制改革的核心内容。1996年,银行间同业拆借市场利率管制的完全放开,标志着我国利率市场化的正式启动。近年来,我国的利率市场化改革扎实稳步推进,并且已经取得了阶段性的成果。我们应该认识到利率全面放开在给我国的商业银行带来自主定价权和诸多机遇的同时,也会带来很多的风险。由于我国长期实行利率管制,使得我国商业银行对利率风险的认识不够、利率风险管理意识不是很强, 并且缺乏完善的利率风险管理信息系统和工具。因此,在利率市场化的背景下, 研究我国商业银行面临的风险并且提出相应的对策建议具有十分重要的现实意义。本文首先介绍了利率市场化的基础理论以及我国的利率市场化实践,然后对我国商业银行面临的利率风险进行了介绍,对已有的三种利率风险计量和管理方法从不同角度进行了全面的优劣比较分析,对它们在我国商业银行风险管理中的适用性进行了讨论,最后提出了构建完善利率风险管理体系的政策建议。关键词:利率市场化,商业银行,利率风险,持续期模型,VaR Abstract China formally started interest rateliberalization in1996,andnow,we have gotsome is no doubt thattheliberalizationofthe interest rategenerated positive effects toC1lina’ we should also see interest rate rate deeply inChina,the interest ratewill fluctuatein alarger scope and willbring China’Scommereial banks some because of theinterestregulation in alongtime ’Scommercial bankslack theconsciousness ofinterest rate risk,and the technology ofinterest rate risk management stays in alow—levelwhich foCUS on proportion of asset andlabialitⅥ Under ’Simportantand urgency tostudy thetopicaboutinterest rate riskmanagement ofChina’Scommercial "firstintroduced theinterest rate risks which China’Scommercial banks face,thendiscussed the three major interest rateriskmeasurement models, Gap Model,Duration Gap Modeland例0 threemainmodels have differentmerits,ingsand applicability and thisPapel"analyzed pared these three mainimerest rate risk measuring models and finallyconcluded which isthebestchoiceof China’S interest rateriskmanagement underthebackground ofinterest rateliberalization mendations. Keywords:Interest Rate liberalization,Interest Rate Risk,Interest rate risk management,Interest-sensitive Gap,Duration,VaR ,我国利率市场化改革正式启动,经过十几年的稳步推进,已经取得了阶段性的成果。到目前为止, 我国国内债券市场利率、银行间同业拆借市场利率等都已经基本实现了市场定价,外币利率市场化已经基本完成,人民币存贷款利率也已经实现了一