scholarly journals Interest Rate Risk Management for Commercial Banks in Kenya

2014 ◽  
Vol 4 (1) ◽  
pp. 11-21 ◽  
Author(s):  
James Ngalawa ◽  
◽  
Philip Ngare
Keyword(s):  
Risk Management ◽  
Interest Rate ◽  
Commercial Banks ◽  
Interest Rate Risk ◽  
Rate Risk ◽  
Interest Rate Risk Management

Research on the Interest Rate Risk Management of Commercial Bank Based on F-W Duration Convexity Model

2014 ◽  
Vol 644-650 ◽  
pp. 5825-5827
Author(s):  
Feng Liu ◽  
Ping Zou
Keyword(s):  
Risk Management ◽  
Interest Rate ◽  
Interest Rates ◽  
Commercial Banks ◽  
Interest Rate Risk ◽  
Rate Risk ◽  
Interest Rate Risk Management ◽  
The Interest Rate ◽  
Marketization Reform ◽  
Management Capabilities

With the pace of interest rate marketization reform accelerates, interest rate risk faced by commercial banks increasingly prominent, so a higher demand for its interest rate risk management capabilities is required. This article describes the type of interest rate risk, then use F-W Duration Convexity model to make an empirical analysis in five large commercial banks. The results show: the five large bank duration and convexity gap are all positive, when interest rates rise, the five bank NV will be reduced, interest rates decline, then increased. According to ΔNV/PA, ICBC CCB and ABC faced the biggest interest rate risk, BOC followed, BCM minimum.

scholarly journals Management of interest risk in a commercial bank under the conditions of the modern market

2018 ◽  
pp. 53-56
Author(s):  
N. V. Magzumova ◽  
V. V. Naydenova
Keyword(s):  
Risk Management ◽  
Interest Rate ◽  
Interest Rates ◽  
Commercial Bank ◽  
Commercial Banks ◽  
Interest Rate Risk ◽  
Global Changes ◽  
Political Situation ◽  
Rate Risk ◽  
Interest Rate Risk Management

In the economy of our country, under the influence of the wave of economic crisis, a situation has developed that has significantly affected the activities of commercial banks that are participants in the financial market. In recent years, there has been a consistently high amplitude of global changes in financial markets, due to the crisis and instability of the political situation in the country. All this affects the functioning of commercial banks, especially in the regulation of interest rates. The banking sector is constantly faced with all sorts of risks. Interest rate risk is rightly recognized as the most important bank risk. According to the Central Bank of theRussian Federation, interest rate risk is the risk of financial losses (losses) that arise as a result of an unfavorable change in interest rates on assets, liabilities and off-balance sheet instruments. Interest rate risk management in commercial banks has become complicated due to the current economic and political situation in our country, as well as the instability of market conditions. The development of practical recommendations aimed at improving the interest rate risk management system in a commercial bank is an urgent task for any commercial bank. 

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