In China, interest rates determined completely by government in past are decided continually by financial market, which makes interest rates fluctuate more frequently. For more Chinese banks, interest rate risk is becoming one of main risks, so how to prevent and manage interest rate risk will also become an important task. In this paper, using re-pricing gap model, we make empirical research on interest rate risk faced by Minsheng Bank, which may help Minsheng Bank grasp more accurately the interest rate risk so that it can formulate more accurate management strategy.
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