本文選題：債券投資　切入點(diǎn)：風(fēng)險(xiǎn)管理　出處：《西北大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：我國(guó)商業(yè)銀行的經(jīng)營(yíng)目標(biāo)是如何控制和管理風(fēng)險(xiǎn)來實(shí)現(xiàn)股東價(jià)值最大化,也即滿足“三性”：安全性、流動(dòng)性和盈利性的要求。隨著我國(guó)債券市場(chǎng)的成熟發(fā)展,債券投資業(yè)務(wù)的管理在商業(yè)銀行資產(chǎn)管理中的重要性不斷提高,債券投資業(yè)務(wù)成了各家銀行最具靈活性和主動(dòng)性的資產(chǎn)業(yè)務(wù)之一。長(zhǎng)安銀行成立三年以來,隨著業(yè)務(wù)規(guī)模的發(fā)展壯大和全行資產(chǎn)負(fù)債結(jié)構(gòu)的調(diào)整,債券投資業(yè)務(wù)所占的比重日漸提高,已經(jīng)成為長(zhǎng)安銀行非常重要的資產(chǎn)業(yè)務(wù)之一。長(zhǎng)安銀行要如何控制和管理債券風(fēng)險(xiǎn)、優(yōu)化風(fēng)險(xiǎn)管理體系成為既有實(shí)踐意義又急需解決的課題。 本篇文章的核心內(nèi)容是研究長(zhǎng)安銀行債券業(yè)務(wù)風(fēng)險(xiǎn)管理體系的現(xiàn)狀及存在的問題并提出優(yōu)化風(fēng)險(xiǎn)管理體系的解決方案。文章先系統(tǒng)闡述了債券概論、風(fēng)險(xiǎn)管理相關(guān)理論以及近年來我國(guó)商業(yè)銀行債券業(yè)務(wù)風(fēng)險(xiǎn)管理的相關(guān)研究；再闡述了長(zhǎng)安銀行的發(fā)展歷程、債券業(yè)務(wù)的發(fā)展現(xiàn)狀,并從組織架構(gòu)、制度體系、風(fēng)險(xiǎn)管理方法、風(fēng)險(xiǎn)評(píng)估四個(gè)方面介紹了長(zhǎng)安銀行債券業(yè)務(wù)風(fēng)險(xiǎn)管理體系的現(xiàn)狀,在此基礎(chǔ)上提出了目前風(fēng)險(xiǎn)管控存在的五方面問題；從組織機(jī)構(gòu)完善、內(nèi)控體系優(yōu)化、風(fēng)險(xiǎn)控制流程的整合、風(fēng)險(xiǎn)量化指標(biāo)的完善、信息系統(tǒng)健全、建立有效的投資組合管理機(jī)制、人員素質(zhì)提升七個(gè)方面對(duì)已有的風(fēng)險(xiǎn)管控體系進(jìn)行重新設(shè)計(jì)和優(yōu)化；并通過先進(jìn)風(fēng)險(xiǎn)管理文化的培育、債券業(yè)務(wù)基礎(chǔ)管理工作的完善、績(jī)效評(píng)估體系的建立為長(zhǎng)安銀行債券業(yè)務(wù)風(fēng)險(xiǎn)管理體系的順利實(shí)施提供保障。 本文的寫作意義為在債券市場(chǎng)發(fā)展的大背景下,結(jié)合筆者的實(shí)際工作經(jīng)驗(yàn),從債券投資者的視角出發(fā),對(duì)本銀行債券業(yè)務(wù)的風(fēng)險(xiǎn)管理體系進(jìn)行了詳細(xì)梳理,設(shè)計(jì)出適合本銀行的債券業(yè)務(wù)風(fēng)險(xiǎn)管理體系,為提高本銀行債券業(yè)務(wù)的風(fēng)險(xiǎn)管理水平奠定了制度與流程基礎(chǔ)。
[Abstract]:The management goal of commercial banks in China is how to control and manage risks to realize the maximization of shareholder value, that is to say, to meet the requirements of "three properties": security, liquidity and profitability. The management of bond investment business is becoming more and more important in the asset management of commercial banks. Bond investment business has become one of the most flexible and active asset businesses of banks. With the development of business scale and the adjustment of the structure of assets and liabilities of the whole Bank, the proportion of bond investment business is increasing day by day, which has become one of the most important asset business of Chang'an Bank. Optimizing risk management system has become a practical and urgent problem. The core content of this paper is to study the present situation and existing problems of the risk management system of the bond business of Changan Bank, and put forward the solution to optimize the risk management system. The related theory of risk management and the related research of risk management of commercial bank bond business in China in recent years, then elaborated the development course of Chang'an Bank, the present situation of bond business development, and from the organizational structure, system system, risk management method, This paper introduces the present situation of the risk management system of the bond business of Changan Bank in four aspects, and then puts forward five problems existing in the risk control system, including the perfection of the organization, the optimization of the internal control system and the integration of the risk control process. The improvement of risk quantification index, the sound information system, the establishment of effective portfolio management mechanism, the improvement of personnel quality, the redesign and optimization of the existing risk management system, and the cultivation of advanced risk management culture, The perfection of the basic management of bond business and the establishment of the performance evaluation system provide the guarantee for the smooth implementation of the risk management system of the bond business of Chang'an Bank. The writing significance of this paper is that under the background of the development of the bond market, combined with the author's practical work experience, from the perspective of bond investors, this paper makes a detailed combing of the risk management system of the bank's bond business. The risk management system suitable for the bank's bond business is designed, which lays the foundation of the system and process for improving the risk management level of the bank's bond business.
【學(xué)位授予單位】：西北大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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本文編號(hào)：1618189