我国商业银行个人理财产品市场风险防范研究

发布时间：2018-03-15 20:23

本文选题：商业银行　切入点：个人理财产品　出处：《云南财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：近年来，我国个人理财业务发展迅速，各家商业银行为抢占理财市场，争先恐后的推出形形色色的理财产品。在商业银行和个人获取收益的同时伴随着个人理财产品的风险随之而来，加重了银行、监管机构和投资者风险防范的负担。在个人理财产品面临的诸多风险中，市场风险最为突出、影响最为重大，因此研究商业银行个人理财产品的市场风险并对其进行防范就显得尤为重要。本文第一章分析了选题背景和研究意义，对个人理财产品市场风险防范相关的国内外文献进行了综述，并给出了文章的整体框架。第二章首先对风险的含义做了简单界定并对个人理财产品从不同角度进行了分类。重点从银行方面、监管方面、个人投资者方面和宏观经济方面对我国商业银行个人理财产品市场风险防范中存在的问题进行了系统的分析。在第三章中，本文将个人理财产品的市场风险识别为：利率风险、汇率风险、股票价格风险以及商品价格风险，并对各类风险的驱动因素进行了分析。论文第四章，首先介绍了度量个人理财产品市场风险的两种方法，即：VAR模型法和修正久期度量法；并在第二节运用了修正久期度量法对个人理财产品的利率风险进行了量化分析，并总结了修正久期、市场利率、到期收益率及到期期限之间的关系；在第三、第四节中运用了历史模拟法分别对个人理财产品的汇率风险和商品价格风险进行了度量；第五节对个人理财产品的股价风险进行了定性分析。文章第五部分，，基于银行、监管机构、投资者等不同角度，给出了防范商业银行个人理财产品市场风险的政策建议。并在文章第六部分，对全文进行了总结和展望，分析了文中存在的问题和不足。
[Abstract]:In recent years, personal finance business in China has developed rapidly. In order to seize the financial market, Competing to launch a variety of wealth management products. While commercial banks and individuals earn profits, the risks of personal financial products come with them, aggravating the banks. The burden of risk prevention for regulators and investors. Among the many risks faced by personal financial products, the market risk is the most prominent and the most significant impact. Therefore, it is very important to study the market risk of personal financial products of commercial banks and prevent them. The first chapter analyzes the background and significance of the topic, summarizes the domestic and foreign literature on market risk prevention of personal financial products, and gives the overall framework of the article. The second chapter firstly defines the meaning of risk and classifies personal financial products from different angles. In the aspect of individual investors and macroeconomics, the problems in the market risk prevention of personal financial products of commercial banks in China are analyzed systematically. In the third chapter, the market risk of personal financial products is identified as interest rate risk, exchange rate risk, stock price risk and commodity price risk, and the driving factors of all kinds of risks are analyzed. In Chapter 4th, we first introduce two methods to measure the market risk of personal financial products, namely: VAR model method and modified duration measure method. In the second section, we use the modified duration measure method to quantify the interest rate risk of personal financial products, and summarize the relationship between the revised duration, market interest rate, maturity rate and maturity period. Section 4th uses the historical simulation method to measure the exchange rate risk and commodity price risk of personal financial products, and section 5th carries on qualitative analysis to the stock price risk of personal financial products. Part 5th, based on the different angles of banks, regulators and investors, gives the policy suggestions to prevent the market risk of personal financial products of commercial banks. In part 6th, the paper summarizes and looks forward to the full text. The problems and shortcomings in the paper are analyzed.
【学位授予单位】：云南财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.2

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