我国村镇银行市场风险管理研究
发布时间：2018-08-26 11:39
【摘要】：二十世纪九十年代,在实现市场化革新后,国有商业银行淡出了农村小市场。为了解决农村金融困境,使金融供给在农村金融市场活跃起来,中国银行业监督管理委员会于2006年第一次建议设立新式农村金融机构——村镇银行。农村金融的迅速成长,为村镇银行发展提供了好的环境。在发展和管理问题方面,村镇银行受到各界金融人士的广泛关注。村镇银行自2006年初试点到现在,其发展迅速。由南充银监分局批准的四川仪陇惠民村镇银行,是村镇银行的第一个试点银行,表明了一种新型的农村金融机构在农村地区生根发芽。2013年2月村镇银行发展6年。6年来,村镇银行及其分支机构有一千五百多家。可见村镇银行在立足本土,支农扶农的农村市场具有较大的发展空间。 村镇银行设在农村,服务的是农户与小微企业,限制了村镇银行本身规模和营业特色,经营风险早已存在。在运营中,村镇银行面临很多损失的可能性,尤其在信用、市场、流动性和操作等反面可能带来一定的经营损失,其中市场方面,村镇银行面临利率波动的损失可能。随着利率市场化从幕后到台前,凸显出村镇银行市场风险管理的重要,尤其当前我国村镇银行业务单一传统,多数不涉及金融衍生品业务,分散市场风险能力不足,使得利率风险凸现。 基于以上结论,本文以村镇银行市场风险管理为题,从定性和定量两方面分析,提出加强我国村镇银行市场风险管理的对策建议。本文统共分为六个部分,第一部分为引言,引出论文的研究背景、目的、意义以及国内外研究动态；第二部分以概念界定为起点,对村镇银行及市场风险、市场风险管理的概念严格界定,简要了解村镇银行的特征,然后阐述了论文的理论基础,包括资产负债管理理论、资本充足率管理理论、全面风险管理理论,这部分是本文研究的理论基础；第三部分介绍了村镇银行市场风险管理现状及存在的问题。第四部分指出影响我国村镇银行市场风险管理的因素,并通过层次分析法,对我国村镇银行市场风险影响因素进行定量研究,为管理市场风险提供依据；第五部分为加强完善我国村镇银行市场风险管理提出一些对策建议。第六部分总结全文。
[Abstract]:In the 1990 s, state-owned commercial banks faded out of small rural markets after market-oriented innovation. In order to solve the rural financial dilemma and make the financial supply active in the rural financial market, the China Banking Regulatory Commission proposed for the first time in 2006 to set up a new type of rural financial system-village bank. The rapid growth of rural finance provides a good environment for the development of village banks. In terms of development and management, village banks are widely concerned by financial people from all walks of life. Village bank from the beginning of 2006 pilot to now, its rapid development. Sichuan Yilong Huimin Village Bank, approved by the Nanchong Banking Supervision Bureau, is the first pilot bank of the Village Bank, indicating that a new type of rural financial institution has taken root in rural areas. In February 2013, the Village and Town Bank developed for 6 years. There are more than 1500 village banks and their branches. It can be seen that the rural market of the village bank has a great space for development. The village bank is located in the countryside, serving farmers and small and micro enterprises, which limits the scale and business characteristics of the village bank, and the management risk already exists. In operation, village banks are faced with the possibility of many losses, especially in the credit, market, liquidity and operation and other negative aspects may lead to certain business losses, among which the market, village banks may face the loss of interest rate fluctuations. With the marketization of interest rates coming from behind the scenes to the front of the stage, the importance of market risk management in village banks has been highlighted. Especially, at present, the single tradition of village and town banking business in China, most of which do not involve the financial derivatives business, is insufficient in dispersing the market risk capacity. Make interest rate risk prominent. Based on the above conclusions, this paper analyzes the market risk management of village banks from both qualitative and quantitative aspects, and puts forward some countermeasures and suggestions to strengthen the market risk management of village banks in China. This paper is divided into six parts, the first part is the introduction, which leads to the research background, purpose, significance and research trends at home and abroad. The concept of market risk management is strictly defined, and the characteristics of village banks are briefly understood. Then the theoretical basis of the paper is expounded, including the theory of asset liability management, the theory of capital adequacy management, the theory of overall risk management. This part is the theoretical basis of this study; the third part introduces the current situation and problems of the village bank market risk management. The fourth part points out the factors that affect the market risk management of the village bank in China, and through the analytic hierarchy process, carries on the quantitative research to the influence factor of the market risk of the village bank of our country, provides the basis for the management of the market risk; The fifth part puts forward some countermeasures and suggestions for strengthening and perfecting the market risk management of village banks. The sixth part summarizes the full text.
【学位授予单位】：东北农业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.35;F272.3
本文编号：2204760
[Abstract]:In the 1990 s, state-owned commercial banks faded out of small rural markets after market-oriented innovation. In order to solve the rural financial dilemma and make the financial supply active in the rural financial market, the China Banking Regulatory Commission proposed for the first time in 2006 to set up a new type of rural financial system-village bank. The rapid growth of rural finance provides a good environment for the development of village banks. In terms of development and management, village banks are widely concerned by financial people from all walks of life. Village bank from the beginning of 2006 pilot to now, its rapid development. Sichuan Yilong Huimin Village Bank, approved by the Nanchong Banking Supervision Bureau, is the first pilot bank of the Village Bank, indicating that a new type of rural financial institution has taken root in rural areas. In February 2013, the Village and Town Bank developed for 6 years. There are more than 1500 village banks and their branches. It can be seen that the rural market of the village bank has a great space for development. The village bank is located in the countryside, serving farmers and small and micro enterprises, which limits the scale and business characteristics of the village bank, and the management risk already exists. In operation, village banks are faced with the possibility of many losses, especially in the credit, market, liquidity and operation and other negative aspects may lead to certain business losses, among which the market, village banks may face the loss of interest rate fluctuations. With the marketization of interest rates coming from behind the scenes to the front of the stage, the importance of market risk management in village banks has been highlighted. Especially, at present, the single tradition of village and town banking business in China, most of which do not involve the financial derivatives business, is insufficient in dispersing the market risk capacity. Make interest rate risk prominent. Based on the above conclusions, this paper analyzes the market risk management of village banks from both qualitative and quantitative aspects, and puts forward some countermeasures and suggestions to strengthen the market risk management of village banks in China. This paper is divided into six parts, the first part is the introduction, which leads to the research background, purpose, significance and research trends at home and abroad. The concept of market risk management is strictly defined, and the characteristics of village banks are briefly understood. Then the theoretical basis of the paper is expounded, including the theory of asset liability management, the theory of capital adequacy management, the theory of overall risk management. This part is the theoretical basis of this study; the third part introduces the current situation and problems of the village bank market risk management. The fourth part points out the factors that affect the market risk management of the village bank in China, and through the analytic hierarchy process, carries on the quantitative research to the influence factor of the market risk of the village bank of our country, provides the basis for the management of the market risk; The fifth part puts forward some countermeasures and suggestions for strengthening and perfecting the market risk management of village banks. The sixth part summarizes the full text.
【学位授予单位】：东北农业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.35;F272.3
【共引文献】
相关博士学位论文 前4条
1 曲小刚;农村正规金融机构双重目标兼顾研究[D];西北农林科技大学;2013年
2 云虹;物流风险成本识别与计量研究[D];长安大学;2014年
3 马守荣;宏观金融运行异常的统计监测研究[D];湖南大学;2014年
4 王信;我国新型农村金融机构的发展特征及政策效果研究[D];西南财经大学;2014年
相关硕士学位论文 前5条
1 王慧;我国商业银行市场风险管理研究[D];东北农业大学;2012年
2 倪婷;信阳XX村镇银行发展调查报告[D];广西大学;2013年
3 宋野;黑龙江省村镇银行风险防范研究[D];东北农业大学;2014年
4 钟明璋;基于平衡计分卡的村镇银行可持续发展的实证研究[D];福建农林大学;2014年
5 张珍洁;基于PEST分析的黑龙江省村镇银行研究[D];东北农业大学;2014年
，本文编号：2204760
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