本文選題：商業(yè)銀行　切入點(diǎn)：個(gè)人理財(cái)產(chǎn)品　出處：《云南財(cái)經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：近年來(lái)，我國(guó)個(gè)人理財(cái)業(yè)務(wù)發(fā)展迅速，各家商業(yè)銀行為搶占理財(cái)市場(chǎng)，爭(zhēng)先恐后的推出形形色色的理財(cái)產(chǎn)品。在商業(yè)銀行和個(gè)人獲取收益的同時(shí)伴隨著個(gè)人理財(cái)產(chǎn)品的風(fēng)險(xiǎn)隨之而來(lái)，加重了銀行、監(jiān)管機(jī)構(gòu)和投資者風(fēng)險(xiǎn)防范的負(fù)擔(dān)。在個(gè)人理財(cái)產(chǎn)品面臨的諸多風(fēng)險(xiǎn)中，市場(chǎng)風(fēng)險(xiǎn)最為突出、影響最為重大，因此研究商業(yè)銀行個(gè)人理財(cái)產(chǎn)品的市場(chǎng)風(fēng)險(xiǎn)并對(duì)其進(jìn)行防范就顯得尤為重要。 本文第一章分析了選題背景和研究意義，對(duì)個(gè)人理財(cái)產(chǎn)品市場(chǎng)風(fēng)險(xiǎn)防范相關(guān)的國(guó)內(nèi)外文獻(xiàn)進(jìn)行了綜述，并給出了文章的整體框架。 第二章首先對(duì)風(fēng)險(xiǎn)的含義做了簡(jiǎn)單界定并對(duì)個(gè)人理財(cái)產(chǎn)品從不同角度進(jìn)行了分類。重點(diǎn)從銀行方面、監(jiān)管方面、個(gè)人投資者方面和宏觀經(jīng)濟(jì)方面對(duì)我國(guó)商業(yè)銀行個(gè)人理財(cái)產(chǎn)品市場(chǎng)風(fēng)險(xiǎn)防范中存在的問(wèn)題進(jìn)行了系統(tǒng)的分析。 在第三章中，本文將個(gè)人理財(cái)產(chǎn)品的市場(chǎng)風(fēng)險(xiǎn)識(shí)別為：利率風(fēng)險(xiǎn)、匯率風(fēng)險(xiǎn)、股票價(jià)格風(fēng)險(xiǎn)以及商品價(jià)格風(fēng)險(xiǎn)，并對(duì)各類風(fēng)險(xiǎn)的驅(qū)動(dòng)因素進(jìn)行了分析。 論文第四章，首先介紹了度量個(gè)人理財(cái)產(chǎn)品市場(chǎng)風(fēng)險(xiǎn)的兩種方法，即：VAR模型法和修正久期度量法；并在第二節(jié)運(yùn)用了修正久期度量法對(duì)個(gè)人理財(cái)產(chǎn)品的利率風(fēng)險(xiǎn)進(jìn)行了量化分析，并總結(jié)了修正久期、市場(chǎng)利率、到期收益率及到期期限之間的關(guān)系；在第三、第四節(jié)中運(yùn)用了歷史模擬法分別對(duì)個(gè)人理財(cái)產(chǎn)品的匯率風(fēng)險(xiǎn)和商品價(jià)格風(fēng)險(xiǎn)進(jìn)行了度量；第五節(jié)對(duì)個(gè)人理財(cái)產(chǎn)品的股價(jià)風(fēng)險(xiǎn)進(jìn)行了定性分析。 文章第五部分，，基于銀行、監(jiān)管機(jī)構(gòu)、投資者等不同角度，給出了防范商業(yè)銀行個(gè)人理財(cái)產(chǎn)品市場(chǎng)風(fēng)險(xiǎn)的政策建議。并在文章第六部分，對(duì)全文進(jìn)行了總結(jié)和展望，分析了文中存在的問(wèn)題和不足。
[Abstract]:In recent years, personal finance business in China has developed rapidly. In order to seize the financial market, Competing to launch a variety of wealth management products. While commercial banks and individuals earn profits, the risks of personal financial products come with them, aggravating the banks. The burden of risk prevention for regulators and investors. Among the many risks faced by personal financial products, the market risk is the most prominent and the most significant impact. Therefore, it is very important to study the market risk of personal financial products of commercial banks and prevent them. The first chapter analyzes the background and significance of the topic, summarizes the domestic and foreign literature on market risk prevention of personal financial products, and gives the overall framework of the article. The second chapter firstly defines the meaning of risk and classifies personal financial products from different angles. In the aspect of individual investors and macroeconomics, the problems in the market risk prevention of personal financial products of commercial banks in China are analyzed systematically. In the third chapter, the market risk of personal financial products is identified as interest rate risk, exchange rate risk, stock price risk and commodity price risk, and the driving factors of all kinds of risks are analyzed. In Chapter 4th, we first introduce two methods to measure the market risk of personal financial products, namely: VAR model method and modified duration measure method. In the second section, we use the modified duration measure method to quantify the interest rate risk of personal financial products, and summarize the relationship between the revised duration, market interest rate, maturity rate and maturity period. Section 4th uses the historical simulation method to measure the exchange rate risk and commodity price risk of personal financial products, and section 5th carries on qualitative analysis to the stock price risk of personal financial products. Part 5th, based on the different angles of banks, regulators and investors, gives the policy suggestions to prevent the market risk of personal financial products of commercial banks. In part 6th, the paper summarizes and looks forward to the full text. The problems and shortcomings in the paper are analyzed.
【學(xué)位授予單位】：云南財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.2

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