Interbank Offered Interest Rate Risk Measurement Based on Embedded Sensor Network

Abstract

Interbank lending rate is the main benchmark interest rate in the domestic currency market, looking for an appropriate financial time series model to describe its stochastic fluctuation process, and choosing an appropriate risk measurement method to measure the domestic interbank lending interest rate risk. The risk management of the interest rate market has great theoretical and practical significance. This article is aimed at studying the interbank interest rate risk measurement based on the embedded sensor network and proposes the key technology of sensor network, sensor network MAC layer protocol, LEACH energy model, and other methods in the article. Related experiments have been carried out on the interbank interest rate risk measurement. The experimental results show that the interbank interest rate risk measurement model based on the embedded sensor network is much more efficient than the traditional interest rate risk measurement model. This has reduced the bank’s loss of interest rate by at least 7%.