兴业银行同业业务风险控制案例研究

发布时间：2018-01-13 12:54

本文关键词：兴业银行同业业务风险控制案例研究　出处：《中国财政科学研究院》2017年硕士论文　论文类型：学位论文

【摘要】：随着全世界各行各业的国际化进程的普遍加深,金融行业的风险也随之扩大。我国的商业银行作为我国金融市场中的主力军亦进入了国际化金融竞争的行列。商业银行属于对货币资金和信贷业务进行经营和管理的一种特殊企业,风险问题尤为突出。对于商业银行而言,科学高效的风险控制水平亦是企业核心竞争力的重要组成部分。近些年,一方面商业银行传统放贷的盈利模式在我国利率市场化的进程中显得越来越不相适应,另一方面商业银行竞相在同业业务领域进行了多种多样的创新,出现了银证合作、银期合作、银基合作、银银合作、银信合作、银财合作、银租合作、银保合作等形式。此类创新为金融市场带来了新的力量,商业银行开始满足不同的投融资群体的多种需求。但是因缺失足够的风险控制活动,在进行经营时存在许多监管套利、抽屉协议、不合理记账等违规现象,这些都存在一定的可能性会增加我国商业银行的现存风险。当今全世界有关同业业务的风险控制研究缺乏一定的深入性和全面性。2017年的两会上,国务院总理李克强作政府工作报告,报告中多次提及银行业需“积极稳妥去杠杆”,因而研究我国商业银行同业业务的风险控制问题极具现实意义。兴业银行是国内同业业务发展的最好的商业银行之一,有着同业之王的美誉,所以本文将兴业银行作为研究对象。本论文将采用文献研究同案例分析相结合的办法研究兴业银行了同业业务的发展态势,风险控制的现状及存在的问题,继而提出一些完善的建议。望借此案例给其他商业银行在应对同业业务的风险,加强企业风险控制能力等方面提供一定的建议与参考。本文以商业银行同业业务的风险控制相关理论作为基础,首先分析了商业银行同业业务风险控制的相关概念及定义,阐述了商业银行同业业务的发展历程与特点,陈述了商业银行风险控制的主要方法。然后以兴业银行的同业业务风险控制为例,阐明兴业银行同业业务的特点,同业合作方式,同业业务经营及风险控制现状。指出兴业银行同业业务的风险控制存在的问题及成因分析。最后提出完善兴业银行同业业务风险控制的建议,包括健全兴业银行流动性风险监管体系、监管部门加强对商业银行同业业务的流动性风险控制,加强同业理财产品的操作过程的控制,对交易对手的信用风险进行控制,通过敏感性管理和久期管理防范市场风险的发生,银行监管部门应减少银行监管套利现象的发生并且注重合规风险控制。希望本文的建议能使得兴业银行同业业务更为健康的发展。
[Abstract]:With the internationalization of the world's various industries generally deepened. The risks of the financial industry have also expanded. As the main force in our financial market, our commercial banks have also entered the ranks of international financial competition. Commercial banks belong to the management and management of monetary funds and credit operations. A special business enterprise. For commercial banks, the level of scientific and efficient risk control is also an important part of the core competitiveness of enterprises. On the one hand, the profit model of traditional lending of commercial banks is becoming more and more incompatible in the process of marketization of interest rate in China, on the other hand, commercial banks have been competing in the field of various innovations in the field of interbank business. There are several forms of cooperation, such as the cooperation of bank and securities, the cooperation of bank, the cooperation of silver base, the cooperation of bank and bank, the cooperation of bank and letter, the cooperation of silver and money, the cooperation of bank lease, the cooperation of bank and insurance, etc. This kind of innovation has brought new strength to the financial market. Commercial banks begin to meet the needs of different investment and financing groups. However, due to the lack of adequate risk control activities, there are many regulatory arbitrage, drawer agreements, unreasonable accounting and other irregularities. All of these are likely to increase the existing risks of commercial banks in China. Nowadays, the risk control research on the same industry business in the world is lack of certain depth and comprehensiveness. At the two sessions on 2017. Premier Li Keqiang of the State Council made a report on the work of the government, in which he repeatedly mentioned the need for the banking sector to "actively and steadily deleveraging." Therefore, it is of great practical significance to study the risk control of interbank business in our country. Societe Generale Bank is one of the best commercial banks in the development of domestic interbank business, and has the reputation of king of the same industry. Therefore, this paper will take Industrial Bank as the research object. This paper will use the method of combining literature research with case analysis to study the development situation, risk control status and existing problems of the interbank business. Then put forward some perfect suggestions. Hope to take this case to other commercial banks to deal with the risk of interbank business. Strengthen the ability of enterprise risk control and other aspects to provide some advice and reference. This paper is based on the theory of risk control of commercial bank interbank business as the basis. First of all, the paper analyzes the concept and definition of risk control of interbank business, and expounds the development and characteristics of interbank business. This paper describes the main methods of commercial bank risk control, and then takes the risk control of the interbank business of Industrial Bank as an example to clarify the characteristics of the interbank business and the mode of interbank cooperation. The paper points out the problems and causes of risk control in the interbank business of Societe Generale. Finally, it puts forward some suggestions to improve the risk control of interbank business in Societe Generale. It includes perfecting the supervision system of liquidity risk of Industrial Bank, strengthening the control of liquidity risk of commercial banks' interbank business, and strengthening the control of the operation process of interbank financial products. The credit risk of counterparty is controlled and the market risk is prevented by sensitivity management and duration management. Banking regulators should reduce the occurrence of bank regulatory arbitrage and focus on compliance risk control.
【学位授予单位】：中国财政科学研究院
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2

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