长安银行债券业务风险管理体系优化设计

发布时间：2018-03-16 03:36

本文选题：债券投资　切入点：风险管理　出处：《西北大学》2013年硕士论文　论文类型：学位论文

【摘要】：我国商业银行的经营目标是如何控制和管理风险来实现股东价值最大化,也即满足“三性”：安全性、流动性和盈利性的要求。随着我国债券市场的成熟发展,债券投资业务的管理在商业银行资产管理中的重要性不断提高,债券投资业务成了各家银行最具灵活性和主动性的资产业务之一。长安银行成立三年以来,随着业务规模的发展壮大和全行资产负债结构的调整,债券投资业务所占的比重日渐提高,已经成为长安银行非常重要的资产业务之一。长安银行要如何控制和管理债券风险、优化风险管理体系成为既有实践意义又急需解决的课题。本篇文章的核心内容是研究长安银行债券业务风险管理体系的现状及存在的问题并提出优化风险管理体系的解决方案。文章先系统阐述了债券概论、风险管理相关理论以及近年来我国商业银行债券业务风险管理的相关研究；再阐述了长安银行的发展历程、债券业务的发展现状,并从组织架构、制度体系、风险管理方法、风险评估四个方面介绍了长安银行债券业务风险管理体系的现状,在此基础上提出了目前风险管控存在的五方面问题；从组织机构完善、内控体系优化、风险控制流程的整合、风险量化指标的完善、信息系统健全、建立有效的投资组合管理机制、人员素质提升七个方面对已有的风险管控体系进行重新设计和优化；并通过先进风险管理文化的培育、债券业务基础管理工作的完善、绩效评估体系的建立为长安银行债券业务风险管理体系的顺利实施提供保障。本文的写作意义为在债券市场发展的大背景下,结合笔者的实际工作经验,从债券投资者的视角出发,对本银行债券业务的风险管理体系进行了详细梳理,设计出适合本银行的债券业务风险管理体系,为提高本银行债券业务的风险管理水平奠定了制度与流程基础。
[Abstract]:The management goal of commercial banks in China is how to control and manage risks to realize the maximization of shareholder value, that is to say, to meet the requirements of "three properties": security, liquidity and profitability. The management of bond investment business is becoming more and more important in the asset management of commercial banks. Bond investment business has become one of the most flexible and active asset businesses of banks. With the development of business scale and the adjustment of the structure of assets and liabilities of the whole Bank, the proportion of bond investment business is increasing day by day, which has become one of the most important asset business of Chang'an Bank. Optimizing risk management system has become a practical and urgent problem. The core content of this paper is to study the present situation and existing problems of the risk management system of the bond business of Changan Bank, and put forward the solution to optimize the risk management system. The related theory of risk management and the related research of risk management of commercial bank bond business in China in recent years, then elaborated the development course of Chang'an Bank, the present situation of bond business development, and from the organizational structure, system system, risk management method, This paper introduces the present situation of the risk management system of the bond business of Changan Bank in four aspects, and then puts forward five problems existing in the risk control system, including the perfection of the organization, the optimization of the internal control system and the integration of the risk control process. The improvement of risk quantification index, the sound information system, the establishment of effective portfolio management mechanism, the improvement of personnel quality, the redesign and optimization of the existing risk management system, and the cultivation of advanced risk management culture, The perfection of the basic management of bond business and the establishment of the performance evaluation system provide the guarantee for the smooth implementation of the risk management system of the bond business of Chang'an Bank. The writing significance of this paper is that under the background of the development of the bond market, combined with the author's practical work experience, from the perspective of bond investors, this paper makes a detailed combing of the risk management system of the bank's bond business. The risk management system suitable for the bank's bond business is designed, which lays the foundation of the system and process for improving the risk management level of the bank's bond business.
【学位授予单位】：西北大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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