A银行理财业务风险管理研究

发布时间：2018-01-22 21:33

本文关键词： 商业银行理财业务风险管理　出处：《首都经济贸易大学》2014年硕士论文　论文类型：学位论文

【摘要】：国内商业银行理财业务自2004年正式拉开序幕后一直保持着迅猛发展的态势,规模从无到有,从小到大。回顾十年来的发展,商业银行理财产品连通了投资与融资、连通了客户的多样化需求与银行的创新冲动、连通了银行内部全流程再造的各个节点,是我国利率市场化和资产证券化发展进程缓慢,企业直接融资市场欠发达和投资者投资渠道匮乏的背景下,银行创新的产物,银行理财产品也已成为投资者资产配置的重要组成部分以及商业银行的主要业务品种,并在波动的市场环境中为投资者带来了持续的实实在在的投资收益回报。但是,在规模快速发展的同时,也逐步暴露出了商业银行在理财业务风险管理方面的种种问题和不足,面对监管要求的提高、市场环境的变化、银行内部管理的需要,现有理财业务的风险管理措施已有些跟不上业务的发展和创新,需要不断改进和完善。本文研究的对象A银行,属于我国银行理财业务的先驱,通过多年的发展建立了比较丰富的产品线和自身的风险管理方法,但由于A银行在理财业务开展中主要侧重业务发展,对风险管理的重视程度和精细化程度不够,使其在理财业务风险管理方面存在着组织架构不够独立、风险管理手段不健全等问题。本文采用调查法、观察法、文献研究法、定量分析法、定性分析法、经验总结法等,通过分析A银行理财业务数据,研究A银行理财业务基本情况和现有管理模式,结合相关理论研究文献和国内外理财业务风险管理经验,深入分析A银行在理财业务风险管理中存在的问题和成因,探索现有模式的改进方向,提出具体改进方法：一是从部门处室设置、人员考核机制、风险管理流程方面提出完善理财业务组织架构的建议；二是按照“突出流动性风险、注重操作风险、细化信用风险、盯紧市场风险”的思路提出具体风险类别的管控方法和限额指标设置；三是从资产、产品、交易、数据、风险等五大板块提出系统整合与优化措施,具有比较丰富的理论贡献和较强的可操作性。在当前的市场环境下,本文研究对象A银行存在的很多问题也是行业共性问题,因此本文提出的解决方案对整个行业来讲也有重要的参考借鉴作用。
[Abstract]:Since 2004, the domestic commercial bank financial management business has been maintaining a rapid development trend, scale from nothing to have, from small to large. Review the development of the past ten years. The financial products of commercial banks connect the investment and financing, the diversified needs of customers and the innovation impulse of the banks, and the nodes of the whole process reengineering within the banks. It is the product of bank innovation under the background of the slow development of interest rate marketization and asset securitization, the underdevelopment of enterprise direct financing market and the lack of investors' investment channels. Banking financial products have also become an important part of the asset allocation of investors as well as the main business types of commercial banks. And in the volatile market environment for investors to bring sustained real return on investment. However, in the rapid development of scale at the same time. Also gradually exposed the commercial banks in financial management business risk management problems and deficiencies, facing the regulatory requirements, market environment changes, banks internal management needs. The existing risk management measures of financial management business can not keep up with the development and innovation of the business, and need to be improved and improved constantly. Bank A, the object of this paper, is a pioneer of banking financial management business in China. Through the development of many years, we have established a relatively rich product line and its own risk management methods, but A bank mainly focuses on business development in the development of financial services. The degree of attention to risk management and the degree of refinement is not enough, which makes the risk management of financial management not independent of the organizational structure, risk management methods are not perfect. This paper adopts the method of investigation and observation. Literature research method, quantitative analysis method, qualitative analysis method, experience summary method and so on, through the analysis A bank financial management business data, studies A bank financial management service basic situation and the present management pattern. Combined with relevant theoretical research literature and domestic and international financial management business risk management experience, in-depth analysis of bank A in financial management business risk management problems and causes, explore the existing mode of improvement. Put forward the specific improvement methods: first, from the department office setup, personnel assessment mechanism, risk management process to improve the organizational structure of financial management proposals; Second, according to the idea of "highlight liquidity risk, pay attention to operational risk, refine credit risk, focus on market risk", put forward the specific risk control method and quota index setting; Third, from the assets, products, transactions, data, risk and other five plates to put forward the system integration and optimization measures, with relatively rich theoretical contributions and strong operability. In the current market environment. Many problems in Bank A are also common problems, so the solutions proposed in this paper also have an important reference for the whole industry.
【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】：2014
【分类号】：F272.3;F832.2

【引证文献】