摘要
本文旨在探讨利率市场化背景下，我国商业银行面临的利率风险及其优化策略。随着金融市场的不断开放和利率市场化的深入推进，商业银行在享受更多经营自主权的同时，也面临着日益加剧的利率风险。本文首先分析了利率市场化的基本概念及其对我国商业银行经营环境的影响，指出利率市场化使利率水平波动更为频繁，对商业银行的资产负债管理提出了更高的要求。针对商业银行在利率市场化过程中面临的利率风险，本文提出了若干优化策略。首先，商业银行应加强风险管理，建立完善的风险管理体系，加强对市场利率变动的监测和预测，制定有效的避险策略。其次，商业银行应优化资产负债结构，通过差异化定价、多元化资金来源和流动性管理等方式降低利率风险和流动性风险。此外，商业银行还应提升自身定价能力，重视风险防控，积极发展金融服务，提升中间业务比重，并通过金融创新发展特色业务，以增强市场竞争力，利率市场化对商业银行而言既是机遇也是挑战。商业银行应积极探索适应利率市场化的经营策略，有效管理利率风险，实现稳健经营和可持续发展。
关键词：利率市场化；商业银行；利率风险
Abstract
This paper aims to discuss the interest rate risk and optimization strategy of China's commercial banks under the background of interest rate liberalization. With the continuous opening of the financial market and the deepening of interest rate liberalization, commercial banks are also facing increasing interest rate risks while enjoying more operational autonomy. This paper first analyzes the basic concept of interest rate liberalization and its impact on the operating environment of commercial banks in China, and points out that the interest rate liberalization makes the interest rate level fluctuate more frequently, and puts forward higher requirements for the asset and liability management of commercial banks. For the interest rate risk faced by commercial banks in the process of interest rate liberalization, this paper proposes several optimization strategies. First of all, commercial banks should strengthen risk management, establish a sound risk management system, strengthen the monitoring and prediction of market interest rate changes, and formulate effective hedging strategies. Secondly, commercial banks should optimize the structure of assets and liabilities, and reduce the interest rate risk and liquidity risk through differentiated pricing, diversified capital sources and liquidity management. In addition, commercial banks should also improve their pricing power, pay attention to risk prevention and control, actively develop financial services, increase the proportion of intermediary business, and develop characteristic businesses through financial innovation to enhance market competitiveness. Interest rate liberalization is both an opportunity and a challenge for commercial banks. Commercial banks should actively explore the operation strategy to adapt to the interest rate liberalization, effectively manage the interest rate risk, and realize the steady operation and sustainable development.
Keywords：Interest rate liberalization; commercial bank; interest rate risk
目 录
摘要 I
Abstract II
一、绪论 1
（一）研究背景及意义 1
（二）研究目的和内容 1
（三）国内外研究现状 1
二、利率市场化相关概述 3
（一）利率市场化的概念 3
（二）利率市场化的理论基础 3
（三）利率市场化与商业银行风险管理的关系 3
三、商业银行利率风险的类型 5
（一）重新定价风险 5
（二）收益率曲线风险 5
（三）基差风险 6
四、利率市场化下商业银行利率面临的挑战 7
（一）存贷利差收窄 7
（二）利率风险上升 7
（三）业务竞争压力加大 7
五、利率市场化下商业银行利率风险的优化策略 9
（一）发展非利息收入 9
（二）运用金融衍生工具 9
（三）加强区域化和特色化经营 9
结 论 11
参考文献 12
