利率市场化下国有商业银行的经营风险防范研究

发布时间：2018-03-25 04:25

本文选题：利率市场化　切入点：国有商业银行　出处：《天津财经大学》2014年硕士论文

【摘要】：当今市场经济条件下利率市场化是一种必然的选择。在已经实现利率市场化的国家和地区中,外国国家和地区占多数,在发达国家中以日本和美国为代表,在新兴经济体中有韩国和阿根廷等。但一些国外国家在漫长的历史发展中积累的利率市场化的经验也表明,利率市场化不仅会给本国银行业带来强烈的冲击,甚至有可能导致本国银行业的经济危机。我国在1996年开始推动利率的市场化,到目前为止已经走过了差不多18个年头,这18个年头对银行业乃至整个金融体系的影响是深远的。从开始放开同业拆借利率到放开债券市场利率,再到如今放开存款利率上限和贷款利率下限,当前改革才触碰到利率市场化改革的根源,然而这些根源正是当前银行利润的核心来源。工商、农业、中国银行和建设银行(以下简称四大银行)是几乎占据一半的中国市场份额的银行,在这种情况下,四大银行如何应对利率市场化,四大行如何保持自身的稳定地位,这些都将与中国经济金融和社会稳定的大环境密切相关,与中国改革的成败密不可分。利率市场化将要给中国的四大银行带来的风险会更加复杂多样,会远远大于以往我们所谈及的利率风险、流动性风险等。利率的市场化改革,是一次调整中国银行业收入结构的改革,是一次迫切要求银行业战略转型的革命。国内股份制银行的不断发展和外资银行的进入使银行业竞争加剧。所以四大国有商业银行有必要进行有效的及时的经营风险防范。本文主要就我国四大国有商业银行在业务经营过程中出现的利率风险、信用风险、流动性风险、操作风险进行防范研究,使我国四大国有商业银行能够在未来适应利率市场化进程,抵御住其带来的冲击及影响。
[Abstract]:Market interest rate under the condition of market economy is an inevitable choice. The interest rate marketization has been achieved in the countries and regions in foreign countries and regions, the majority, in the developed countries in Japan and the United States, South Korea and Argentina in emerging economies. But some foreign countries accumulated in history the development of long in the interest rate market experience also shows that the interest rate market will not only bring a strong impact to domestic banks, domestic banks may even lead to economic crisis. In 1996 China began to promote the interest rate market, so far has gone through nearly 18 years, the influence of these 18 year of bank industry and the whole financial system is profound. From the beginning of the interbank interest rate liberalization to release the bond market interest rates, to now liberalized interest rate and lending rate deposit, current change Just touch the root of leather in the interest rate market reforms, but these are the core source of the current source of bank profits. Agriculture, industry and commerce, Chinese bank and Construction Bank (hereinafter referred to as the four largest bank) is almost half the market share of the Chinese bank, in this case, how to deal with the four big banks in the interest rate market, how the four lines to maintain the stability of its position, which will China economic and financial and social stability of the environment is closely related to the success of the reform. Chinese is closely related with the interest rate market risk will be brought to the big four banks of the China will be more complicated, the interest rate will be far greater than the risk we are talking about the past, flow risk. The market-oriented interest rate reform, reform is an adjustment of Chinese banking income structure, is an urgent requirement of banking strategic transformation revolution. Domestic joint-stock banks continuously Into the development of foreign banks and the banking competition. So the four major state-owned commercial banks is necessary for effective and timely business risk prevention. In this paper, China's four major state-owned commercial banks in the business process of the interest rate risk, credit risk, liquidity risk, operational risk prevention research, make me in the four major state-owned commercial banks in the future will adapt to the marketization of interest rates and resist the impact and influence.

【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.5;F832.33

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