商业银行黄金资产负债管理实证研究

发布时间：2018-04-22 00:15

本文选题：黄金 + 资产负债　；参考：《复旦大学》2013年硕士论文

【摘要】：随着金本位制退出历史舞台,黄金的货币属性也逐渐淡出了金融市场。但发端于2007年美国的次贷危机使得全球经济长期不景气,人们又把投资目光聚焦到了黄金的身上,纷纷购买黄金以避险,使得黄金价格一路飚升,达到了难以置信的每盎司1900美元每盎司的高位。国内各大商业银行也开始以黄金业务作为其利润的增长点之一,逐步大量投资黄金。如何借助黄金度过经济不景气的时期已成为国内商业银行的一种全新的战略。国际商业银行作为国际黄金市场的参与主体之一,凭借其强大的资本实力、人力资源、科技信息等优势,已在国际黄金市场中不断发展壮大并确立了其自身的市场地位。相比较之下,我国的商业银行由于进入黄金业务领域的历史较短,在这一领域仍需不断积累经验,并与中国黄金市场特有的实际情况相结合,探索并建立一套行之有效的黄金资产运营模式以支持其黄金业务发展战略。本文围绕着“商业银行黄金资产负债管理”这一论题,结合黄金本身特有的金融属性与货币属性,从商业银行参与黄金市场的广度和深度、黄金业务经营模式、产品类型这几个方面阐明中国商业银行黄金业务发展的现状及特性,从流动性风险和收益最大化这两个方面对商业银行黄金资产负债管理模式进行了实证研究。并根据结论对商业银行未来黄金业务管理模式提出了一些建议。
[Abstract]:With the withdrawal of the gold standard from the historical stage, the monetary attribute of gold gradually faded out of the financial market. However, the subprime mortgage crisis that originated in the United States in 2007 has caused the global economy to be depressed for a long time. People have also focused their investment on gold, buying gold one after another to avoid risk, which has caused the price of gold to soar all the way. Reached an incredible high of $1900 an ounce. Domestic commercial banks also began to take gold business as one of their profit growth points, and gradually invested a large amount of gold. How to use gold to survive the economic recession has become a new strategy for domestic commercial banks. As one of the main participants in the international gold market, international commercial banks have developed and established their own market status in the international gold market by virtue of their strong capital strength, human resources, scientific and technological information and other advantages. In contrast, due to the relatively short history of entering the gold business field, commercial banks in China still need to accumulate experience in this field and combine it with the specific actual situation of the gold market in China. To explore and establish a set of effective gold asset operation model to support its gold business development strategy. This paper focuses on the topic of "the management of gold assets and liabilities in commercial banks", combining with the unique financial and monetary attributes of gold, from the breadth and depth of commercial banks' participation in the gold market, the business model of gold business. This paper clarifies the current situation and characteristics of gold business development of Chinese commercial banks from the aspects of product types, and makes an empirical study on the management mode of gold assets and liabilities of commercial banks from the aspects of liquidity risk and profit maximization. According to the conclusion, the paper puts forward some suggestions on the future gold business management mode of commercial banks.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F830.42

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