利率市场化与我国商业银行的利率风险管理：问题与对策

发布时间：2018-02-11 08:29

本文关键词： 利率市场化利率风险利率风险管理　出处：《苏州大学》2013年硕士论文　论文类型：学位论文

【摘要】：利率市场化是我国金融体制改革的核心内容之一，它有助于改善我国的经济金融环境，提高金融系统的运行效率，充分发挥市场中“看不见的手”的作用，推动经济向更高方向发展。然而，由于我国金融市场起步较晚，基础薄弱，商业银行又长期处在利率管制下缺乏自主管理能力，在推进利率市场化的过程中存在着很多问题和难点。随着我国金融体制改革的不断深化和利率市场化进程的不断推进，利率风险在我国商业银行的经营过程中扮演着更为重要的角色，如何应对利率形势的变化，提高自身利率风险管理的水平，就成为了当前的一项紧迫任务。本文将在此背景下，从利率市场化和利率风险的理论基础出发，，借鉴国外商业银行利率风险管理的先进经验和方法，并结合我国利率市场化中的实际情况和问题，用多元线性回归模型及利率敏感性缺口模型，对相关的利率指标进行分析，研究利率市场化对于我国商业银行的收益及风险究竟有何影响。通过分析目前我国商业银行在应对利率市场化过程中存在哪些问题和难点，提出有针对性的对策和建议。
[Abstract]:Interest rate marketization is one of the core contents of our country's financial system reform. It can help to improve our country's economic and financial environment, improve the efficiency of the financial system, and give full play to the role of "invisible hand" in the market. Promote the development of economy in a higher direction. However, due to the late start of our financial market and its weak foundation, commercial banks have long been in a lack of independent management ability under interest rate control. There are many problems and difficulties in the process of promoting the marketization of interest rate. Interest rate risk plays a more important role in the management of commercial banks in China. How to cope with the change of interest rate situation and improve the level of interest rate risk management has become an urgent task. Under this background, starting from the theoretical basis of interest rate marketization and interest rate risk, this paper draws lessons from the advanced experience and methods of interest rate risk management of foreign commercial banks, and combines the actual situation and problems in the interest rate marketization in our country. By using multiple linear regression model and interest rate sensitivity gap model, the relevant interest rate indicators are analyzed. This paper studies the influence of interest rate marketization on the profit and risk of commercial banks in China. By analyzing the problems and difficulties existing in the process of dealing with the marketization of interest rate, this paper puts forward some countermeasures and suggestions.
【学位授予单位】：苏州大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F822.0;F832.33

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