利率市场化进程中我国商业银行利率管理研究

发布时间：2018-01-09 05:28

本文关键词：利率市场化进程中我国商业银行利率管理研究　出处：《天津财经大学》2014年硕士论文　论文类型：学位论文

【摘要】：20世纪90年代以来,我国加快了利率市场化的步伐,随着利率市场化程度的不断加深,我国的国民经济也受到了很大的影响。同时,我国的商业银行作为金融市场中重要的微观主体,也同样受到了影响,利率由政府管制转变为由市场决定,在给银行带来利率风险的同时也对我国商业银行利率风险管理的水平提出了很大的挑战,而我国商业银行当前的利率风险管理水平不高且存在很多不足和缺点,所以研究如何提高商业银行利率风险管理的水平是非常有意义的。本文为了更好地研究利率市场化进程中如何提高我国商业银行的利率风险管理水平首先介绍了利率市场化的含义和我国利率市场化的进程,并分析了利率市场化给我国商业银行带来的影响,其次分析了利率市场化进程中我国商业银行的利率风险种类,并将其分为一般性利率风险和特殊性利率风险,本文第三章利用相关数据分析我国商业银行应对利率风险的能力,用利率敏感性缺口、利率敏感性比率和久期缺口三个指标分析了我国商业利率风险管理的现状,并评价了现阶段我国商业银行的利率风险管理方法,本文第四章分析了我国商业银行利率风险管理所存在的问题,本文最后一章针对前文利率风险管理所存在的问题,对加强我国商业银行利率管理水平提出了相应的建议。综上所述,利率市场化给我国商业银行带了的利率风险日益凸显,我国商业银行的风险管理者应充分认识到利率风险并且提高自身应对利率风险的能力。现阶段应在充分运用传统理论风险管理办法的基础之上,不断提高自身管理水平和业务素质利用衍生工具等来有效地管理利率风险,逐步提高我国商业银行的利率风险管理水平。
[Abstract]:Since 1990s, China has accelerated the pace of interest rate market, the interest rate market with the deepening of China's national economy has been greatly affected. At the same time, China's commercial banks as the main micro important in financial markets, interest rates are also affected by government regulation, which changes the market in, bring interest rate risk to banks but also on the interest rate risk management of commercial banks in China put forward a great challenge, but our country commercial bank interest rate risk management at present is not high and there are many deficiencies and shortcomings, so the research on how to improve the commercial bank interest rate risk management level is of great significance. To improve the level of interest rate risk management of commercial banks in China first introduced the marketization of interest rate and the meaning of our country in order to better study the process of marketization of interest rates The rate of the market process, and analyzes the impact of interest rate marketization of China's commercial banks, then analyzes the types of interest rate risk of commercial banks in China in the process of interest rate marketization, and divided into general and special interest rate risk interest rate risk, ability in the third chapter, using the related data analysis of commercial banks the interest rate risk in China, with the interest rate sensitivity gap, interest rate sensitivity and duration gap analysis of three indicators of the status quo of China's commercial interest rate risk management, and evaluation of the interest rate risk management method at the present stage of China's commercial banks, the fourth chapter analyzes the existing interest rate risk management of commercial banks in China. In the last chapter, based on the previous interest rate risk management problems, the corresponding suggestions on strengthening the management of interest rate of commercial banks in China are put forward. To sum up, the interest rate market to China's commercial banks with the interest rate risk has become increasingly prominent, risk management of commercial banks in China should be fully aware of the interest rate risk and improve their ability to deal with the interest rate risk. We should make full use of the basic theory in the traditional risk management measures, improve their management level and service quality by using derivatives to manage the interest rate risk effectively, and gradually increase the level of interest rate risk management of commercial banks in China.

【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.5;F832.33

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