Methods of forecasting interest rate risk and tools for effective management of IT

The article analyzes the interest rate risk of the domestic banking sector, determines its relevance for Russian banks, and identifies the possibility of implementing interest rate shocks of varying urgency in the financial market. The study proposed an econometric model for predicting future interest rate risk in the financial market, which is recommended as a solution to the problem of improving the quality of interest rate risk management in commercial banks, established by the Bank of Russia.