利率市场化下中国建设银行利率风险管理研究

发布时间：2018-06-18 06:31

本文选题：利率 + 市场化进程　；参考：《阜阳师范学院》2017年硕士论文

【摘要】：作为社会主义的发展中国家,我们目前的头等大事就是发展,这是作为第一要务必须要完成好的硬性指标。不可否认,在改革开放的东风下,我们迎来了成绩卓越的三十年辉煌,我国的各项事业发展也被注入了新的生机和活力。我国自1995年提出了利率市场化的改革思路,经过了二十多年的探索和实践,我国在利率市场化的改革中已取得了良好的成绩。中国建设银行作为四大国有商业银行之一在资产、存款以及贷款等方面处于强势地位。在这样的现实环境下,只有正确预测评估所面临的局势和情况,才能抓住时机,精准发力,提供更多样化的高品质银行业务服务。其次,个性的产品特性是在竞争中的核心能力,是在产业化的业务水平中赢得先机的根本保证,所以必须要加以足够的重视和关注。再次,清楚地了解国内的市场走向,并根据自身优势,量身打造出精品特色,才是求新求变的必由之路。这一切都使我们更加清楚地认识到,银行管理和风险预估面临着更多的危险和机遇,而如何找到自身发展的机遇,则成为当今社会十分关注的课题。只有把银行经营决策进行科学化管理,使资源在社会化大生产内实现优化配置,才能在现在不进则退的残酷现实下,先发制人。只有主动谋求合作机会,准确定位用户的需求,把实践和理论紧密结合,传统和现代融和一体,才能打造出个性化的战略布局和银行金融产品,从而在激烈的市场竞争中立于不败之地。本论文选取利率市场化下的利率风险作为研究内容,研究对象选取的是中国建设银行,首先,介绍论文的研究背景与研究意义,国内外近期的研究现状及评述,研究思路与论文框架。其次,界定利率的市场化和规避风险,总结进程中的规律和表现,通过比较以期进行国际经验借鉴,从利率风险的预测、利率风险的衡量和管理方法等方面明确本文的理论基础。再次,对利率市场化下中国建设银行利率风险变化进行分析,并分析中国建设银行利率风险管理现状及存在的问题和中国建设银行率风险动因。然后,对中国建设银行利率风险防范提出针对性的指导意见。完善立法,利用法律道德等多种渠道解决市场交易中出现的争端问题。根据风险管理中流程四个步骤即利率预测、利率风险识别和度量、利率风险处理等方面对中国建设银行的利率风险管理提出建议。最后是对本篇的观点总结和想法预期。
[Abstract]:As a socialist developing country, our current top priority is development, a hard target that must be fulfilled as a first priority. Undeniably, under the east wind of reform and opening up, we have ushered in three decades of brilliant achievements, and the development of various undertakings in our country has also been injected with new vitality and vitality. Our country has put forward the reform idea of interest rate marketization since 1995. After more than 20 years of exploration and practice, our country has made good achievements in the reform of interest rate marketization. As one of the four state-owned commercial banks, China Construction Bank (CCB) is in a strong position in assets, deposits and loans. In such a realistic environment, only by correctly predicting and evaluating the situation and situation will we be able to seize the opportunity, make accurate efforts and provide more diversified and high-quality banking services. Secondly, the product characteristic of personality is the core ability in the competition and the fundamental guarantee to win the first chance in the business level of industrialization, so we must pay enough attention to it. Thirdly, it is the only way to find out the trend of domestic market clearly, and according to its own advantages, to create the characteristic of fine products. All of these make us realize clearly that bank management and risk estimation are facing more risks and opportunities, and how to find opportunities for their own development has become a topic of great concern in today's society. Only by scientifically managing the management decision of the bank and optimizing the allocation of resources in the socialized production can we strike first in the cruel reality of not advancing or retreating. Only by actively seeking opportunities for cooperation, accurately positioning the needs of users, closely combining practice and theory, and integrating tradition and modern, can we create a personalized strategic layout and banking financial products. Thus in the fierce market competition in an invincible position. This thesis selects interest rate risk under the interest rate marketization as the research content, and the research object is China Construction Bank. Firstly, it introduces the research background and significance of the paper, the recent research situation and comments at home and abroad. Research ideas and the framework of the paper. Secondly, define the marketization of interest rate and avoid risk, sum up the law and performance in the process, through the comparison in order to carry on the international experience to draw lessons, from the interest rate risk forecast, The measurement and management methods of interest rate risk are the theoretical basis of this paper. Thirdly, this paper analyzes the change of interest rate risk of China Construction Bank under the interest rate marketization, and analyzes the current situation and problems of interest rate risk management of China Construction Bank and the risk drivers of China Construction Bank rate. Then, to China Construction Bank interest rate risk prevention put forward targeted guidance. Improve legislation and use legal and moral channels to solve disputes in market transactions. According to the four steps of risk management, that is, interest rate prediction, interest rate risk identification and measurement, and interest rate risk management, this paper puts forward some suggestions on interest rate risk management of China Construction Bank. The last part is the conclusion and expectation of this article.
【学位授予单位】：阜阳师范学院
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F832.5

【参考文献】