商业银行是现代经济的核心,是金融机构的发展中最具有代表性的。2000年以后,我国的利率市场化进行了一次改革,使之进入了一个新的快速发展的阶段,此后,利率波动的频率和幅度都在逐渐的加大,所以,现阶段我国商业银行面临的主要风险之一就是利率风险。虽然我国商业银行利差收入在营业收入中所占的百分比在逐年的下降,商业银行也逐渐的重视起对于利率风险的管理,但是由于长期的利 Commercial banks are the core of the modern economy and the most representative of the development of financial institutions. Since 2000, the marketization of interest rate in our country has undergone a reform so that it has entered a new phase of rapid development. Since then, the frequency and magnitude of interest rate fluctuations have been gradually increasing. Therefore, at this stage, China’s commercial banks are facing One of the main risks is interest rate risk. Although the percentage of China’s commercial bank’s differential income in operating income declines year by year, commercial banks also pay more attention to the management of interest rate risk. However, due to the long-term profit