利率市场化对广发银行的影响分析
发布时间：2019-01-07 12:53
【摘要】：利率市场化改革是中国金融市场的一场重大变革,它给商业银行带来机遇的同时,也蕴藏了风险。商业银行由于具有各自的管理经营模式,受到的风险暴露程度也不同,有必要根据自身特点制定出有效的对策和措施,以便抓住利率市场化带来的机遇,并将损失降到最低。 本文首先在绪论部分对金融自由化在西方发达国家的发展历史作了阐述,并对相关理论成果进行了梳理。论述的切入点是利率,它是重要的宏观经济变量和货币政策的操作手段,是宏观经济分析的核心。接着,阐述了自1973年麦金农和肖提出金融自由化以来的国内外理论发展轨迹及相关理论观点。 第二部分进入正文,主要探讨了中国金融市场的利率市场化改革背景。 第三部分开始了以广发银行作为案例的研究,对其受利率市场化的影响进行探讨并提出建议。 首先,对广发银行从两方面进行现状分析：经营管理方面主要涉及资产负债规模、盈利能力、资产质量、业务结构。关于利率管理,广发银行开始着手从监管指标、发展模式、风险管控等方面探索适应利率市场化改革的道路。 其次,运用相关理论,从利率风险、利润结构、信用风险、经营管理四个方面分析了利率市场化对广发银行造成的影响,重点分析了利率市场化对其造成的利率风险。在分析利率风险时,主要运用了敏感性缺口分析和久期缺口分析法对广发银行的财务数据进行估算；在利润结构方面从构成银行主要利润的存贷差入手,对存贷利率的调整造成的影响进行分析；信用风险方面主要指出利率市场化给银行带来的逆向选择、道德风险；经营管理方面主要从管理理念、组织架构及发展模式上进行分析。 最后,参照西方商业银行的先进管理模式,探讨了广发银行应对利率市场化的基本思路。利率风险管理方面：设立以利率敏感性指标为主体的利率风险限额体系,规划建立市场风险管理的完整框架,增强风险识别、计量、监测和管控能力等。并尝试运用衍生金融工具规避利率风险。利润结构方面：把发展中间业务作为业务转型的突破点,做好特色金融产品,继续研发新产品。应对信用风险：进一步完善风险管理体系和高效合理的风险管理架构,做好重点领域的风险管控等。经营管理方面：推动战略转型,推进精细化管理。 本文将利率市场化改革和广发银行利率管理实际结合起来进行研究,既有理论依据,又有实证内容,具有较强的针对性和实践意义。在应对利率市场化方面,本文对广发银行具有建议作用,同时对国内的商业银行也有参考价值。
[Abstract]:The reform of interest rate marketization is an important reform in Chinese financial market, which brings opportunities to commercial banks and also contains risks. Because commercial banks have their own management modes and different exposure to risks, it is necessary to formulate effective countermeasures and measures according to their own characteristics in order to seize the opportunities brought by the marketization of interest rates and reduce the losses to the minimum. In the introduction part, this paper expounds the development history of financial liberalization in western developed countries, and combs the relevant theoretical achievements. The entry point is interest rate, which is an important macroeconomic variable and a means of operation of monetary policy, and the core of macroeconomic analysis. Then, it expounds the development track of domestic and foreign theories and related theoretical viewpoints since McKinnon and Shaw put forward financial liberalization in 1973. The second part enters the text, mainly discusses the Chinese financial market interest rate marketization reform background. The third part begins with the case study of Guangfa Bank, which is influenced by the marketization of interest rate and puts forward some suggestions. First of all, the paper analyzes the current situation of Guangfa Bank from two aspects: management mainly involves the scale of assets and liabilities, profitability, asset quality, business structure. On interest rate management, Guangfa Bank began to explore ways to adapt to the reform of interest rate marketization from the aspects of supervision index, development model, risk management and so on. Secondly, this paper analyzes the impact of interest rate marketization on Guangfa Bank from four aspects: interest rate risk, profit structure, credit risk and management, and focuses on the interest rate risk caused by interest rate marketization. In the analysis of interest rate risk, sensitivity gap analysis and duration gap analysis are mainly used to estimate the financial data of Guangfa Bank. In the aspect of profit structure, the author analyzes the influence caused by the adjustment of deposit and loan interest rate from the difference of deposit and loan that constitutes the main profit of bank, and points out the adverse selection and moral hazard brought by marketization of interest rate to the bank in the aspect of credit risk. Management mainly from the management concept, organizational structure and development model analysis. Finally, referring to the advanced management mode of western commercial banks, this paper discusses the basic ideas of Guangfa Bank to deal with the marketization of interest rate. Interest rate risk management: set up the interest rate risk quota system with interest rate sensitivity index as the main body, plan to establish the complete frame of market risk management, strengthen the ability of risk identification, measurement, monitoring and control, etc. And try to use derivative financial instruments to avoid interest rate risk. Profit structure: to develop intermediary business as the breakthrough point of business transformation, to do a good job of financial products, continue to develop new products. To deal with credit risk: further improve the risk management system and efficient and reasonable risk management framework, do a good job of risk control in key areas. Management: to promote strategic transformation, to promote fine management. This paper combines the reform of interest rate marketization with the interest rate management of Guangfa Bank, which has both theoretical basis and empirical content, and has strong pertinence and practical significance. In the aspect of interest rate marketization, this article has the suggestion function to the Guangfa Bank, at the same time also has the reference value to the domestic commercial bank.
【学位授予单位】：贵州财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
本文编号：2403681
[Abstract]:The reform of interest rate marketization is an important reform in Chinese financial market, which brings opportunities to commercial banks and also contains risks. Because commercial banks have their own management modes and different exposure to risks, it is necessary to formulate effective countermeasures and measures according to their own characteristics in order to seize the opportunities brought by the marketization of interest rates and reduce the losses to the minimum. In the introduction part, this paper expounds the development history of financial liberalization in western developed countries, and combs the relevant theoretical achievements. The entry point is interest rate, which is an important macroeconomic variable and a means of operation of monetary policy, and the core of macroeconomic analysis. Then, it expounds the development track of domestic and foreign theories and related theoretical viewpoints since McKinnon and Shaw put forward financial liberalization in 1973. The second part enters the text, mainly discusses the Chinese financial market interest rate marketization reform background. The third part begins with the case study of Guangfa Bank, which is influenced by the marketization of interest rate and puts forward some suggestions. First of all, the paper analyzes the current situation of Guangfa Bank from two aspects: management mainly involves the scale of assets and liabilities, profitability, asset quality, business structure. On interest rate management, Guangfa Bank began to explore ways to adapt to the reform of interest rate marketization from the aspects of supervision index, development model, risk management and so on. Secondly, this paper analyzes the impact of interest rate marketization on Guangfa Bank from four aspects: interest rate risk, profit structure, credit risk and management, and focuses on the interest rate risk caused by interest rate marketization. In the analysis of interest rate risk, sensitivity gap analysis and duration gap analysis are mainly used to estimate the financial data of Guangfa Bank. In the aspect of profit structure, the author analyzes the influence caused by the adjustment of deposit and loan interest rate from the difference of deposit and loan that constitutes the main profit of bank, and points out the adverse selection and moral hazard brought by marketization of interest rate to the bank in the aspect of credit risk. Management mainly from the management concept, organizational structure and development model analysis. Finally, referring to the advanced management mode of western commercial banks, this paper discusses the basic ideas of Guangfa Bank to deal with the marketization of interest rate. Interest rate risk management: set up the interest rate risk quota system with interest rate sensitivity index as the main body, plan to establish the complete frame of market risk management, strengthen the ability of risk identification, measurement, monitoring and control, etc. And try to use derivative financial instruments to avoid interest rate risk. Profit structure: to develop intermediary business as the breakthrough point of business transformation, to do a good job of financial products, continue to develop new products. To deal with credit risk: further improve the risk management system and efficient and reasonable risk management framework, do a good job of risk control in key areas. Management: to promote strategic transformation, to promote fine management. This paper combines the reform of interest rate marketization with the interest rate management of Guangfa Bank, which has both theoretical basis and empirical content, and has strong pertinence and practical significance. In the aspect of interest rate marketization, this article has the suggestion function to the Guangfa Bank, at the same time also has the reference value to the domestic commercial bank.
【学位授予单位】：贵州财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
【参考文献】
相关期刊论文 前3条
1 易纲;;中国改革开放三十年的利率市场化进程[J];金融研究;2009年01期
2 张开宇;利率敏感性缺口与持续期缺口的差异[J];中国金融;2005年03期
3 周小川;;关于推进利率市场化改革的若干思考[J];中国总会计师;2011年01期
，本文编号：2403681
本文链接：https://www.wllwen.com/guanlilunwen/bankxd/2403681.html
