Abstract: Higher interest rates and interest rates for the irregular fluctuations are will gradually turn into one of primary risks being up against commercial banks.This paper,puts to use empirical methods,chooses five joint-stock commercial banks in China,from three key indicators,the capital adequacy ratio,asset-liability ratio,interest income accounted for operating income ratio to analyze the commercial banks interest rate risk.Analysis shows that China's commercial banks are at high-risk state.In the end,the article points out the way of interest rate risk prevention and circumvention.

Key words: interest rate liberalization, the risk of interest rate, joint-stock commercial banks, risk prevention

摘要： 利率升高和利率作不规则的波动是商业银行利率市场化的主要风险。本文用实证方法,选取了我国5家股份制商业银行,从资本充足率、资产负债率、利息收入占营业收入比率3个关键指标来分析商业银行的利率风险。分析表明,我国的商业银行处于高风险状态。本文最后指出了利率风险的防范和规避的途径。

关键词: 利率市场化, 利率风险, 股份制商业银行, 风险规避