基于FTP的长安银行资金管理模式设计

发布时间：2018-04-01 09:36

本文选题：资金管理模式　切入点：内部资金定价　出处：《西北大学》2014年硕士论文

【摘要】：内部资金转移定价(FTP)是国际大型商业银行普遍采用的用来支持资金管理的技术手段,具有分离利率风险,提高商业银行的金融产品定价能力,可以做为绩效考核参考依据等诸多优点,而备受商业银行普遍认可。当前国内商业银行因为资产规模大小不一,所处的发展阶段不同,所采取的资金管理模式也是各不相同。同时随着我国利率市场化进程的不断加快,以及互联网金融的异军突起,都给国内商业银行,特别是包括长安银行在内的中小商业银行带来了严峻的挑战。同时,长安银行现有的资金管理模式日益显示出其固有的弊端。因此借鉴先进商业银行的经营,凭借对内部资金转移定价原理的探讨,根据长安银行的实际情况,建立一套适合长安银行的资金管理模式对长安银行自身,以及像长安银行这样的中小商业银行都有十分重要的意义。全文共分5章,通过对选题背景、研究思路的梳理。首先,回顾了国内外目前转移定价的理论和研究现状,对商业银行的转移定价的主要作用做了分析。其次,对长安银行目前资金管理模式的剖析下,给出了长安银行资金管理模式改革的主要方向。一个方向是选择全额资金管理架构作为长安银行的资金管理架构,另一个方向是确定长安银行适用的FTP曲线。最后,实证分析了长安银行新资金管理模式的下的效果并给出了实施新的资金管理模式的相关配套措施。
[Abstract]:FTP (Internal transfer pricing of funds) is a widely used technique used by large commercial banks to support capital management. It has the ability to separate interest rate risk and improve the pricing ability of financial products of commercial banks. Can be used as a reference basis for performance appraisal and many other advantages, and widely recognized by commercial banks. At present, due to the different size of assets and different stages of development, domestic commercial banks adopt different modes of capital management. At the same time, with the acceleration of the process of interest rate marketization in our country, And the sudden emergence of Internet finance has brought severe challenges to domestic commercial banks, especially small and medium-sized commercial banks, including Chang'an Bank. At the same time, The existing capital management mode of Chang'an Bank is increasingly showing its inherent malpractice. Therefore, drawing lessons from the management of advanced commercial banks and discussing the principle of internal capital transfer pricing, according to the actual situation of Chang'an Bank, It is very important for Chang'an Bank to set up a set of capital management mode suitable for Chang'an Bank, as well as small and medium-sized commercial banks such as Chang'an Bank. The thesis is divided into five chapters. Firstly, it reviews the theory and research status of transfer pricing at home and abroad, and analyzes the main role of transfer pricing of commercial banks. Based on the analysis of the current capital management mode of Chang'an Bank, this paper gives the main direction of the reform of the capital management mode of Chang'an Bank. One direction is to choose the full capital management framework as the capital management structure of Chang'an Bank. The other direction is to determine the suitable FTP curve of Chang'an Bank. Finally, the paper analyzes the effect of the new capital management model of Chang'an Bank and gives the relevant measures to implement the new capital management model.
【学位授予单位】：西北大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F830.42

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