利率市场化对国有商业银行利率风险的影响及对策研究

发布时间：2018-04-02 07:17

本文选题：利率市场化　切入点：国有商业银行　出处：《山东大学》2013年硕士论文

【摘要】：利率市场化是我国改善宏观调控的手段和效果的途径,同时也是深化金融改革的核心内容之一。利率市场化有助于改善金融环境,提高金融系统运行效率,促进经济发展的潜在能量发挥。国际利率市场化的经验表明,这是一个长期、曲折的过程,对于发展中国家来说,由于其经济基础较为薄弱,抗冲击能力较弱,想要推进利率市场化更具有风险性,尤其对国有商业银行的影响巨大。因此,在我国推进利率市场化的过程中,对国有商业银行利率风险的研究具有重要的理论价值和现实意义。本文首先对国内外关于利率市场化的研究现状进行阐述,分析研究改革过程中存在的一些问题；对国外利率市场化的实践进行分析总结；再结合国外的实践对我国的改革条件进行梳理,分析可能对我国商业银行造成的影响。利率市场化首先给商业银行带来的是利率风险,包括重新定价风险、收益曲线风险、基准风险和期权风险：利率市场化还会给商业银行带来其他方面的挑战,面对挑战,商业银行应重点采取以下措施：做好利率走势分析,优化资产负债结构；增强风险管理意识,加强对利率风险管理人才的培养；设立专门的风险管理机构,严格执行风险管理程序；建立健全利率风险内控机制,提高对利率风险的防范；积极推动金融期货、期权市场建设,加强同业的协调。另外还需要稳定的宏观经济环境、完善的金融监管和法律制度、提高利率政策的制定透明度、保持适度的外汇管理、推动金融市场进一步发展等配套措施来减少利率市场化对商业银行的不良影响。
[Abstract]:The interest rate market is the means and effect of our country to improve macro-control, but also the core content of deepening financial reform. The interest rate market will help to improve the financial environment, improve the efficiency of the financial system, promote the potential of economic development. The international interest rate market experience shows that this is a long term. The winding process for the developing countries, because of its weak economic foundation, anti impact ability, to promote the interest rate market is more risky, especially on the impact of state-owned commercial banks is huge. Therefore, in our country to promote the process of marketization of interest rates, has important theoretical value and practical significance of the research on state-owned commercial the bank interest rate risk.
Based on the domestic and foreign interest rate market on the research situation in this paper, analysis the existing problems of the reform process; the practice of foreign interest rate market were analyzed; then combing with practice abroad reform conditions in our country, may influence analysis on China's commercial banks caused by the interest rate market. First bring to commercial banks is the interest rate risk, including repricing risk, yield curve risk, basis risk and option risk: interest rate liberalization will bring other challenges to commercial banks, commercial banks face the challenge, the following measures should be focused on: the interest rate trend analysis, optimize the structure of assets and liabilities; strengthen risk management consciousness and to strengthen the cultivation of interest rate risk management personnel; the establishment of specialized risk management mechanism, strict implementation of the risk management process; establish and improve the interest rate The internal risk control mechanism, improve the prevention of interest rate risk; actively promote financial futures, options market construction, strengthen the coordination of the peers. It also needs a stable macroeconomic environment, improve the financial supervision and the legal system, improve the interest rate policy transparency, maintain foreign exchange management moderately, promoting the further development of the financial market supporting measures to to reduce the adverse effects of interest rate marketization of commercial banks.

【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F822.0

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