利率的频繁变动，给我国商业银行经营带来了很大的风险。
我国在利率风险管理方面存在诸多问题，提高利率风险管理水平，增强抵御风险能力是商业银行迫切需要解决的课题。在描述现代商业银行利率风险和利率期货的基础上，总结了我国银行利率风险管理现状、存在的问题和成因，并提出了空头和多头套期保值规避利率风险的管理方法，同时，从利率期货市场宏观、微观两方面控制我国商业银行利率风险管理这两方面提出了具体对策。
关键词：利率风险；利率期货；空头套期保值；多头套期保值
Abstract
The frequent movements of the interest rate bring too much risk to commercial banks, and China’s commercial banks have many problems on the management of the interest rate risk. It is an urgent task for us to improve the level of the management of interest rate risk and to enhance the ability to reduce the whole risk. In describing the modern commercial bank interest rate risk and interest rate futures on the basis of the summary of interest rate risk management in our country the status quo, existing problems and causes of the problem and put forward a short and long hedging to avoid interest rate risk management methods, at the same time, from the interest rate futures market macro-, micro-control of two of China's commercial banks to interest rate risk management of these two specific measures proposed.
Key words：Interest rate risk; interest rate futures; short hedging; long hedging
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