Author(s)

Zhang Tao ¹

Affiliation(s)

¹ School of Economics and Management, Guangxi Normal University, Guilin, Guangxi, 541000, China

Corresponding Author

Zhang Tao

ABSTRACT

With the development of China's economy, the financial market has become more and more prosperous, and all kinds of financial innovations have emerged like bamboo shoots after a spring rain, which has brought great benefits to China's economy. However, the arrival of opportunities is always accompanied by crisis, and there are risks lurking behind the financial market. In this case, China's commercial banks will put the market risk management in an important position. Through the research data, this paper finds that the risks faced by commercial banks mainly come from interest rate, exchange rate, stock price and commodity price, and the fluctuation of these factors is the focus of commercial banks. With the study of many articles and analysis of the industrial and commercial bank of China's public information data, the causes of the formation of market risk and its characteristic, have been further analyzed so as to make the commercial Banks timely identify risk type quickly when facing market risk to make corresponding countermeasures at the same time, its significance is to help our country perfect set up a set of "Chinese Mode " risk management system.

KEYWORDS

Commercial Banks, Market Risk, Risk Management, Basel Accord

CITE THIS PAPER

Zhang Tao, An Analysis of Market Risk Management in Commercial Banks. Financial Engineering and Risk Management (2024) Vol. 7: 36-42. DOI: http://dx.doi.org/10.23977/ferm.2024.070505.

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