利率市场化背景下我国商业银行贷款利率风险管理研究
发布时间：2018-07-22 16:51
【摘要】：风险管理是现代商业银行经营管理的核心之一。金融机构运营中所面临的风险大体可以概括为市场风险、信用风险和操作风险。由于利率是金融商品的价格，也是重要的货币政策工具，因此利率风险成为市场风险中最重要的组成部分。 利率市场化改革，使得我国的商业银行需要在结构上做一次很大的变革，才能适应利率市场化的发展。可见，利率市场化对于商业银行的发展起到了促进的作用。但与此同时，银行业的利率风险，尤其是贷款利率的风险也会进一步凸显。我国商业银行在利率市场化的形势下，，如何使商业银行更加主动的针对利率市场化进行有利于自身发展的改革加强对于贷款利率的风险管理，是摆在我国国有商业银行面前重要的现实问题。 本文通过研究国内商业银行贷款利率风险管理的模式和现状，借鉴国外商业银行贷款利率评估模型和管理方法，并在此基础上提出在利率市场化的背景下，我国的银行业应该怎样对贷款利率风险进行管理的建议。希望对我国商业银行提高抵御贷款利率风险的能力有所帮助。
[Abstract]:Risk management is one of the core of modern commercial bank management. The risks faced by financial institutions can be summarized as market risk, credit risk and operational risk. Interest rate is the most important part of market risk because it is the price of financial goods and the important tool of monetary policy. With the reform of interest rate marketization, commercial banks in our country need to make a great change in their structure in order to adapt to the development of interest rate marketization. Obviously, the interest rate marketization has played the promotion function to the commercial bank's development. But at the same time, the banking interest rate risk, especially the risk of loan rates will be further highlighted. Under the situation of the marketization of interest rate, how to make the commercial bank take the initiative to reform the interest rate marketization and strengthen the risk management of the loan interest rate. Is put in our country state-owned commercial bank in front of important realistic problem. By studying the model and present situation of domestic commercial bank loan interest rate risk management, this paper draws lessons from foreign commercial bank loan interest rate assessment model and management method, and on this basis puts forward the background of interest rate marketization. Suggestions on how to manage the risk of loan interest rate in China's banking industry. Hope to improve the ability of our commercial banks to resist the risk of loan interest rate.
【学位授予单位】：天津商业大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4
本文编号：2138121
[Abstract]:Risk management is one of the core of modern commercial bank management. The risks faced by financial institutions can be summarized as market risk, credit risk and operational risk. Interest rate is the most important part of market risk because it is the price of financial goods and the important tool of monetary policy. With the reform of interest rate marketization, commercial banks in our country need to make a great change in their structure in order to adapt to the development of interest rate marketization. Obviously, the interest rate marketization has played the promotion function to the commercial bank's development. But at the same time, the banking interest rate risk, especially the risk of loan rates will be further highlighted. Under the situation of the marketization of interest rate, how to make the commercial bank take the initiative to reform the interest rate marketization and strengthen the risk management of the loan interest rate. Is put in our country state-owned commercial bank in front of important realistic problem. By studying the model and present situation of domestic commercial bank loan interest rate risk management, this paper draws lessons from foreign commercial bank loan interest rate assessment model and management method, and on this basis puts forward the background of interest rate marketization. Suggestions on how to manage the risk of loan interest rate in China's banking industry. Hope to improve the ability of our commercial banks to resist the risk of loan interest rate.
【学位授予单位】：天津商业大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4
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