CAJ | 학술논문

商业银行利率风险是指因利率变动而使商业银行的表内扣表外业务发生损失或收益的风险，是商业银行市场风险的重要组成部分。中国的利率市场化改革源于经济体制转型与金融制度变迁，这一方面有利于提高金融资源的配置效率，促进中国的经济增长方式由粗放型向集约型逐渐转换，但同时也使整个社会不同层面的经济主体暴露在不断增加的利率风险当中，如果不能够在宏观上做好相应的制度安排扣在微观上有良好的经营对策，则会给整体经济运行带来较大的影响。本文主要是站在商业银行经营的角度，从系统性扣局部性两个方面来分析中国利率市场化进程中商业银行应如何防范扣化解利率风险。
상업은행리솔풍험시지인리솔변동이사상업은행적표내구표외업무발생손실혹수익적풍험，시상업은행시장풍험적중요조성부분。중국적리솔시장화개혁원우경제체제전형여금융제도변천，저일방면유리우제고금융자원적배치효솔，촉진중국적경제증장방식유조방형향집약형축점전환，단동시야사정개사회불동층면적경제주체폭로재불단증가적리솔풍험당중，여과불능구재굉관상주호상응적제도안배구재미관상유량호적경영대책，칙회급정체경제운행대래교대적영향。본문주요시참재상업은행경영적각도，종계통성구국부성량개방면래분석중국리솔시장화진정중상업은행응여하방범구화해리솔풍험。
The interest-rate risk refers to the risk of loss or profit occurring on or off the balance sheet of commercial banks due to the fluctuation of the interest-rate. And interest-rate risk is an important part of the market risk for commercial banks. The market-oriented interest-rate reform in China roots in the transformation of the economic and financial system which will improve the allocation efficiency of financial resources as well as change the economic-growing-manner from extensive to intensive. But at the same time this will make the different economic units face the increasing interest-rate risk and may influence the running of the whole economy if we can not make a good macro-system arrangement and micro-working strategy. This article will analyze the interest-rate risk that exists in the Chinese banking and suggest how we can manage the risk correctly.