我国商业银行资产负债管理问题研究

发布时间：2018-04-17 19:44

本文选题：资产负债管理 + 利率市场化　；参考：《河北大学》2014年硕士论文

【摘要】：资产负债管理在商业银行经营管理中占据着重要的地位，代表着国际上商业银行经营管理的先进水平，它是一种全方位的管理方法，是商业银行为达到既定的经营目标，对各项业务进行协调管理。我国自1994年全面推行资产负债比例管理，经过数十年的发展，，对资产负债从单纯的比例管理逐渐扩展到资产负债表管理，在理论和实践中有了很大的创新，商业银行资产负债管理水平也有了很大的提高。然而始于2007年的全球金融危机，暴露了资产负债管理的一系列问题和缺陷。面对金融危机后复杂的经济金融环境以及利率市场化的改革，我国商业银行资产负债管理面临严峻挑战。一方面，我国商业银行利润来源严重依赖利息差；另一方面，我国商业银行的经营管理一直处于有利的监管环境下。随着利率市场化改革的深化，今后银行业的竞争必然十分激烈。那么促进资产负债管理转型，提高资产负债管理效能成为商业银行提高核心竞争力的必然选择。首先，本文回顾了西方商业银行资产负债管理理论的发展过程，讨论了现代商业银行资产负债管理的方法；其次，介绍了我国商业银行资产负债管理的历史沿革，并从我国商业银行资产负债的总量、结构、资产负债管理三个角度对现状进行深入分析；再次，以NIM为核心，同时辅助参考ROA，考察我国商业银行运用资产负债管理的效能；然后，根据前文的分析提出我国商业银行资产负债管理现阶段存在的问题，这些问题表现为金融监管较严导致金融创新不足、商业银行对资产负债管理的重视程度不够、管理方法单一、资产负债结构不合理和资产负债业务创新能力有待提高等方面；最后，针对上述问题，从监管、深化利率市场化改革及商业银行内部资产负债管理组织体系、资产负债结构等方面，对资产负债管理提出一系列完善建议。
[Abstract]:Asset-liability management plays an important role in the management of commercial banks and represents the advanced level of management of commercial banks in the world. It is a comprehensive management method and a commercial bank in order to achieve the established business objectives.Coordinate and manage all kinds of business.After decades of development, the proportion management of assets and liabilities has gradually expanded from simple proportional management to balance sheet management in our country since 1994, and has made great innovations in theory and practice.The management level of assets and liabilities of commercial banks has also been greatly improved.However, the global financial crisis, which began in 2007, exposed a series of problems and defects in asset liability management.Facing the complicated economic and financial environment after the financial crisis and the reform of interest rate marketization, the management of assets and liabilities of commercial banks in China is facing severe challenges.On the one hand, the profit source of commercial banks in our country depends heavily on the bad interest; on the other hand, the management of commercial banks in our country has always been in a favorable regulatory environment.With the deepening of interest rate marketization reform, the competition in the banking industry will be very fierce in the future.Therefore, to promote the transformation of asset liability management and improve the efficiency of asset liability management has become the inevitable choice for commercial banks to improve their core competitiveness.Firstly, this paper reviews the development of asset-liability management theory in western commercial banks, discusses the methods of asset-liability management in modern commercial banks, and secondly, introduces the history of asset-liability management of commercial banks in China.And from the total amount of assets and liabilities of commercial banks in China, structure, asset liability management of three angles to in-depth analysis of the current situation; thirdly, with NIM as the core, at the same time auxiliary reference to the role of commercial banks in the use of assets and liabilities management, the effectiveness of assets and liabilities management;Then, according to the previous analysis, the paper points out the problems existing in the current stage of asset liability management of commercial banks in our country. These problems are characterized by insufficient financial innovation due to strict financial supervision, and insufficient attention to asset liability management by commercial banks.The management method is single, the structure of assets and liabilities is unreasonable, and the innovation ability of assets and liabilities business needs to be improved. Finally, in view of the above problems, from the aspects of supervision, deepening the reform of interest rate marketization and the internal assets and liabilities management organization system of commercial banks,The structure of assets and liabilities, and so on, put forward a series of perfect suggestions to the management of assets and liabilities.
【学位授予单位】：河北大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F830.42

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