利率市场化下Z银行利率风险管理研究

发布时间：2018-05-16 11:51

本文选题：利率市场化 + Z银行　；参考：《郑州大学》2014年硕士论文

【摘要】：利率市场化是金融自由化浪潮的产物,它对融资效率的提高、金融机构定价机制的建设、规范的金融市场环境的形成、货币政策微观传导机制的形成等具有重要意义。我国的利率市场化改革始于1978年,但是1996年之前的改革进展非常迟缓,自1996年开始我国对利率管制方面的改革才得以快速推进。放松利率管制,逐步实现由市场掌控的利率定价权,为商业银行带来众多益处的同时也伴随着许多不容忽视的风险,其中的利率风险尤为严重,因此银行类经营机构在利率风险管理中将面临新的挑战。与国外其他国家利率市场化改革相比,我国利率市场化改革由于政治体制、经济现状、市场结构组成等方面的原因,其利率市场化与其他国家的利率市场化并不完全相同。因此,在我国利率市场化的背景下,商业银行进行利率风险管理时,不能照搬国外的管理方法,也不能无视国外管理方法。利率市场化背景下,商业银行的利率风险是普遍而长期存在的,但在长期的利率管制下,我国商业银行不仅在利率风险管理的重视程度上有所不足,在利率风险度量与管理工具上也极为缺乏,商业银行有必要借鉴国外先进经验,根据自身的特点采用合适的方法来防范和规避利率风险,降低利率风险带来的损失。为此,本文着眼于我国利率市场化的实际情况,针对我国利率市场化下的金融体系结构和环境因素,就利率市场化下Z银行利率风险的成因、特点进行分析,并结合国外先进的利率风险度量管理方法,对Z银行2013年半年报相关数据进行利率风险度量分析,寻求适用于其实际需求的利率风险管理途径。通过研究分析发现,Z银行在我国利率市场化改革下,整个风险管理体制并未跟上利率市场化改革的步伐,在利率风险管理方面存在一定的缺陷,有必要加强利率风险管理,建立起有效的利率风险防范机制,与国际接轨道,利用现代金融企业管理方法来提高利率风险管理能力,摆脱传统思想和观念的束缚。
[Abstract]:Interest rate marketization is the product of financial liberalization, which is of great significance to the improvement of financing efficiency, the construction of pricing mechanism of financial institutions, the formation of standardized financial market environment and the formation of microscopic transmission mechanism of monetary policy. The reform of interest rate marketization in our country began in 1978, but the reform before 1996 was very slow. Since 1996, the reform of interest rate regulation in our country has been promoted rapidly. The deregulation of interest rate and the gradual realization of the pricing power controlled by the market bring many benefits to commercial banks, but also accompany many risks that can not be ignored, among which the interest rate risk is especially serious. Therefore, banks will face new challenges in interest rate risk management. Compared with other countries' interest rate marketization reform, the interest rate marketization of our country is not exactly the same as that of other countries because of the political system, the present economic situation and the composition of the market structure. Therefore, under the background of interest rate marketization in our country, when commercial banks carry out interest rate risk management, they can not copy foreign management methods or ignore foreign management methods. Under the background of interest rate marketization, the interest rate risk of commercial banks is universal and long-term, but under the long-term interest rate control, the commercial banks of our country not only pay less attention to the interest rate risk management. In the interest rate risk measurement and management tools are also extremely lacking, it is necessary for commercial banks to learn from foreign advanced experience, according to their own characteristics to adopt appropriate methods to prevent and avoid interest rate risk, reduce the loss caused by interest rate risk. Therefore, this paper focuses on the actual situation of interest rate marketization in our country, aiming at the financial system structure and environmental factors under the interest rate marketization, analyzes the causes and characteristics of interest rate risk of Z bank under the interest rate marketization. Combining with the advanced interest rate risk measurement and management methods abroad, this paper makes an analysis of interest rate risk measurement and analysis of the relevant data in 2013 semi-annual report of Z Bank, in order to find the way of interest rate risk management suitable for its actual demand. Through research and analysis, it is found that under the reform of interest rate marketization in China, the whole risk management system has not kept up with the pace of interest rate marketization reform, and there are some defects in interest rate risk management, so it is necessary to strengthen interest rate risk management. To establish an effective interest rate risk prevention mechanism, and to use modern financial enterprise management methods to improve the interest rate risk management ability, and to get rid of the shackles of traditional ideas and ideas.
【学位授予单位】：郑州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.5;F832.33

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