利率市场化进程中中国建设银行战略选择研究

发布时间：2018-05-25 16:05

本文选题：利率市场化 + 商业银行　；参考：《首都经济贸易大学》2015年硕士论文

【摘要】：利率市场化是市场经济发展的必然结果。自1996年至今,我国推进利率市场化已经过18年,当前已达到改革的核心——放开对存款利率上限和对贷款利率下限的管制。利率的市场化对我国商业银行的未来发展将会产生重大的影响。本文选取了美国花旗银行和摩根大通银行在利率市场化改革中的案例以及阿根廷改革失败的案例进行分析,再对中国建设银行在同业竞争中的竞争力优劣势进行分析,结果表明利率市场化改革会增大中国建设银行的风险,这其中主要包括主营收入降低的风险、利率风险及信用风险,但另一方面,利率的市场化会增强银行的经营的自主性并促使银行积极地进行产品创新。根据利率敏感性缺口模型的计算结果分析,可以看出建设银行在短期的缺口为负值且金额较大,即如果利率走势为上升,短期内的利息收入会受到较大影响。通过进行压力测试,如果存贷款利率的上涨是非对称的,中国建设银行的净利差收入将会大幅下降。本文在前文分析基础上,提出中国建设银行战略转型的方向,向集约化经营转型,调整银行业务结构,提高产品定价能力,完善利率风险管理体系,抓住改革中收购兼并的机会。
[Abstract]:Interest rate marketization is the inevitable result of market economy development. Since 1996, it has been more than 18 years since China pushed forward the marketization of interest rate. At present, it has reached the core of reform-to liberalize the upper limit of deposit interest rate and the control of lower limit of loan interest rate. The marketization of interest rate will have a great influence on the future development of Chinese commercial banks. This article selects the case of Citibank and JPMorgan Chase Bank in the interest rate marketization reform and Argentina reform failure case to analyze the competitive advantage and disadvantage of China Construction Bank in the same industry competition. The results show that the market-oriented interest rate reform will increase the risk of China Construction Bank, which mainly includes the risk of reducing the main income, the risk of interest rate and credit risk, but on the other hand, The marketization of interest rate will enhance the autonomy of bank management and encourage banks to innovate their products actively. According to the calculation results of interest rate sensitivity gap model, it can be seen that the short term gap of China Construction Bank is negative and the amount is large, that is, if the interest rate trend is rising, the short-term interest income will be greatly affected. Through stress tests, if deposit and loan rates rise asymmetrically, China Construction Bank's net interest margin income will fall sharply. On the basis of the above analysis, this paper puts forward the direction of China Construction Bank's strategic transformation, the transformation to intensive management, the adjustment of banking business structure, the improvement of product pricing ability, and the improvement of interest rate risk management system. Seize the opportunity of mergers and acquisitions in reform.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

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