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The Empirical Analysis on the Interest Rate Risk of Listed Commercial Banks
Author(s): 
Pages: 25-29+39
Year: Issue:  7
Journal: Xi'an Finance

Keyword:  interest rate riskinterest rate sensitivity gapstate-owned commercial bank;
Abstract: Taking the annual report data of 16 listed commercial banks from 2007 to 2011 as the foundation, using RSG model,the paper makes the lateral analysis and longitudinal comparison, and draws the conclusion that China’s state-owned commercial banks are dropped behind the emerging joint-stock banks in the aspect of avoiding the interest rate risk, tend to continue the original financing gap, and have the problems of"borrowing for a short term and lending for a long term", which make state-owned commercial banks be subject to the large losses in the interest rate fluctuation. Therefore, the flexible gap management strategy of the joint-stock banks is worth using for reference.
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