Abstract
With proper application of science research methods to reach the research objectives, the paper has addressed some significant issues such as: systemize the basic theories about interest rate risk management, clarify the situation of interest rate risk management, evaluate and suggest some solutions to improve interest rate risk management in the Vietnam Joint Stock Commercial Bank for Industry and Trade. The results show that there are some problems in the interest rate risk management of the bank: measurements are so simple that it is impossible to determine the specific losses, using derivatives to prevent from interest rate risk and forcast the interest rate has some shortcomings.
Key words: Sensitive interest rate gap, interest rate risk management, Vietinbank.
JEL classification: G; G21; G24.
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Ban biên tập Tạp chí Kinh tế & Quản trị Kinh doanh
Phòng 514, Nhà điều hành, trường Đại học Kinh tế & Quản trị Kinh doanh
Địa chỉ: Phường Tân Thịnh, thành phố Thái Nguyên
Email: tapchikt-qtkd@tueba.edu.vn; Điện thoại: 0208.3903373
