DY银行利率风险管理存在的问题及对策研究
发布时间：2019-05-30 11:12
【摘要】：随着中国利率市场化进程的加快，商业银行的风险管理重点也逐渐从信贷风险向利率风险转移，利率风险将成为商业银行今后一段时期所面对的主要风险之一。但受市场环境、认知水平和人员素质等条件限制，地方中小金融机构对利率风险的认识还处于混沌状态。如何让地方中小金融机构认识利率风险、管理利率风险，在激烈的市场竞争中立稳脚跟显得尤为重要。 本文首先介绍了利率风险管理的相关理论，包括利率风险的概念、利率风险的种类、利率风险的计量方法及其控制；在此基础上对DY商业银行在利率风险管理方面的现状进行了系统分析，指出该行在利率风险管理方面所存在的问题，并进一步分析造成上述问题的主要原因；接着，结合DY商业银行自身特点，对其利率风险管理体系进行了重新构建，明确利率风险管理目标，建立管理组织架构，进行风险识别、检测及预警、计量与控制，并建设利率定价机制；最后对关于DY商业银行的利率风险管理分析进行总结，，并进一步提出改进策略，包括明确利率风险管理目标，建设利率风险管理的组织架构，对利率风险指标的识别、监测及预警，以及利率风险的计量与控制等管理策略。 通过对DY商业银行利率风险管理现状的分析，不仅有利于探明我国商业银行尤其是地方性中小银行在利率风险管理方面存在的不足，也对商业银行利率风险管理的案例分析提供了框架借鉴，无论是从理论上还是从实践上对于提升我国商业银行的利率风险管理能力和防范利率风险都具有积极的意义。
[Abstract]:With the acceleration of the process of interest rate marketization in China, the focus of risk management of commercial banks has gradually shifted from credit risk to interest rate risk, and interest rate risk will become one of the main risks faced by commercial banks in the future. However, limited by the market environment, cognitive level and personnel quality, the understanding of interest rate risk by local small and medium-sized financial institutions is still in a chaotic state. How to make local small and medium-sized financial institutions understand interest rate risk, manage interest rate risk, in the fierce market competition to maintain a stable foothold is particularly important. This paper first introduces the related theories of interest rate risk management, including the concept of interest rate risk, the types of interest rate risk, the measurement method of interest rate risk and its control. On this basis, this paper makes a systematic analysis of the present situation of DY commercial banks in interest rate risk management, points out the problems existing in interest rate risk management, and further analyzes the main causes of the above problems. Then, combined with the characteristics of DY commercial banks, the interest rate risk management system is rebuilt, the objectives of interest rate risk management are defined, the management organizational structure is established, risk identification, detection and early warning, measurement and control are carried out. And the construction of interest rate pricing mechanism; Finally, the analysis of interest rate risk management of DY commercial banks is summarized, and the improvement strategies are further put forward, including clear interest rate risk management objectives, construction of interest rate risk management organizational structure, identification of interest rate risk indicators. Monitoring and early warning, as well as interest rate risk measurement and control and other management strategies. Through the analysis of the present situation of interest rate risk management of DY commercial banks, it is not only helpful to find out the shortcomings of Chinese commercial banks, especially local small and medium-sized banks, in interest rate risk management. It also provides a framework for the case analysis of interest rate risk management of commercial banks, both in theory and in practice, which is of positive significance to improve the ability of interest rate risk management and prevent interest rate risk of commercial banks in China.
【学位授予单位】：中国石油大学（华东）
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
本文编号：2488788
[Abstract]:With the acceleration of the process of interest rate marketization in China, the focus of risk management of commercial banks has gradually shifted from credit risk to interest rate risk, and interest rate risk will become one of the main risks faced by commercial banks in the future. However, limited by the market environment, cognitive level and personnel quality, the understanding of interest rate risk by local small and medium-sized financial institutions is still in a chaotic state. How to make local small and medium-sized financial institutions understand interest rate risk, manage interest rate risk, in the fierce market competition to maintain a stable foothold is particularly important. This paper first introduces the related theories of interest rate risk management, including the concept of interest rate risk, the types of interest rate risk, the measurement method of interest rate risk and its control. On this basis, this paper makes a systematic analysis of the present situation of DY commercial banks in interest rate risk management, points out the problems existing in interest rate risk management, and further analyzes the main causes of the above problems. Then, combined with the characteristics of DY commercial banks, the interest rate risk management system is rebuilt, the objectives of interest rate risk management are defined, the management organizational structure is established, risk identification, detection and early warning, measurement and control are carried out. And the construction of interest rate pricing mechanism; Finally, the analysis of interest rate risk management of DY commercial banks is summarized, and the improvement strategies are further put forward, including clear interest rate risk management objectives, construction of interest rate risk management organizational structure, identification of interest rate risk indicators. Monitoring and early warning, as well as interest rate risk measurement and control and other management strategies. Through the analysis of the present situation of interest rate risk management of DY commercial banks, it is not only helpful to find out the shortcomings of Chinese commercial banks, especially local small and medium-sized banks, in interest rate risk management. It also provides a framework for the case analysis of interest rate risk management of commercial banks, both in theory and in practice, which is of positive significance to improve the ability of interest rate risk management and prevent interest rate risk of commercial banks in China.
【学位授予单位】：中国石油大学（华东）
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
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