宁夏某商业银行债券投资风险研究

发布时间：2018-04-14 15:07

本文选题：商业银行 + 债券投资　；参考：《宁夏大学》2017年硕士论文

【摘要】：债券市场作为我国金融市场最重要的组成部分之一,是建立市场化利率体系,推动金融创新的重要基石。然而,在近几年债券投资业务在我国蓬勃发展的同时,信用风险事件频发、利率风险扩大等各类风险因素的暴露,也给商业银行债券投资业务的快速扩张蒙上阴影。如何有效识别和规避各类风险因素,使债券投资安全稳健发展,成为了商业银行需要重视和亟待解决的重大问题。论文首先对当前国内外关于债券投资业务及其风险管理的理论研究进行梳理,分析债券投资业务面临的五类重点风险因素,从而为全文的研究奠定了理论基础。而后,通过数据统计方法,对宁夏某商业银行债券投资业务的发展历史和现状分析,引出其所面临的信用风险和利率风险这两类核心的风险因素,提出现有主要的识别方法。在上述理论研究的基础上,论文综合分析该行在债券业务风险管理中,在信用风险和利率风险识别、风险控制体系建设、人才培养及科技支持等方面所存在的问题,剖析银行内外部原因之后,尝试通过完善信用风险判别机制、提升利率风险判别能力、防范其他风险发生、健全风险综合管理体系、加大人才培养力度以及提高科技支撑能力六个方面,提出提升该银行债券业务风险管理能力的对策建议。
[Abstract]:As one of the most important components of financial market in China, bond market is the cornerstone of establishing market-oriented interest rate system and promoting financial innovation.However, with the rapid development of bond investment business in China in recent years, the exposure of various risk factors, such as frequent occurrence of credit risk events and expansion of interest rate risk, has also cast a shadow on the rapid expansion of bond investment business of commercial banks.How to effectively identify and avoid all kinds of risk factors and make the bond investment develop safely and steadily has become an important problem that the commercial banks should pay attention to and need to be solved urgently.Firstly, this paper combs the theoretical research on bond investment business and its risk management at home and abroad, and analyzes five kinds of key risk factors which bond investment business faces, thus laying a theoretical foundation for the research of the whole paper.Then, through the analysis of the development history and present situation of bond investment business of a commercial bank in Ningxia, two core risk factors, credit risk and interest rate risk, are introduced, and the existing main identification methods are put forward.On the basis of the above theoretical research, the paper comprehensively analyzes the problems existing in the risk management of bond business, such as the identification of credit risk and interest rate risk, the construction of risk control system, the cultivation of talents and the support of science and technology.After analyzing the internal and external reasons of banks, we try to improve the credit risk discriminant mechanism, enhance the ability of interest rate risk discrimination, prevent other risks from happening, and perfect the comprehensive risk management system.In this paper, the author puts forward some suggestions on how to improve the risk management ability of the bank's bond business in six aspects: strengthening the training of talents and improving the supporting ability of science and technology.
【学位授予单位】：宁夏大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.51

【参考文献】