Advances in Economics, Management and Political Sciences
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Advances in Economics, Management and Political Sciences
Series Vol. 78 , 18 April 2024
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Risk Management of Commercial Banks under Interest Rate Marketisation
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Abstract
In recent years, various countries have embarked on the path of interest rate marketisation to enable the market to determine interest rates autonomously. This paper adopts the method of literature review and literature analysis to investigate the impact of interest rate marketisation on commercial banks and the risk management of commercial banks under interest rate marketisation. It is found that the marketisation of interest rates will directly affect the deposit and lending rates of commercial banks, thus affecting their asset-liability business and structure as well as net interest margin to facilitate business transformation. Meanwhile, the risk of interest rate marketisation can be classified into stage risk and everlasting risk according to the duration, the former is mainly from three aspects, namely, adverse selection risk, risk concentration risk and market competition risk, while the latter is classified into four types, namely, re-pricing risk, yield curve risk, benchmark risk and selective risk.
Keywords
Interest rate marketisation, Commercial bank, Risk management
References
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Data Availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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- Volume Title
- Proceedings of the 3rd International Conference on Business and Policy Studies
- ISBN (Print)
- 978-1-83558-379-1
- ISBN (Online)
- 978-1-83558-380-7
- Published Date
- 18 April 2024
- Series
- Advances in Economics, Management and Political Sciences
- ISSN (Print)
- 2754-1169
- ISSN (Online)
- 2754-1177
- DOI
- 10.54254/2754-1169/78/20241614
- Copyright
- 18 April 2024
- Open Access
- This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited