利率市場化背景下我國商業(yè)銀行貸款利率風險管理研究
發(fā)布時間：2018-07-22 16:51
【摘要】：風險管理是現代商業(yè)銀行經營管理的核心之一。金融機構運營中所面臨的風險大體可以概括為市場風險、信用風險和操作風險。由于利率是金融商品的價格，也是重要的貨幣政策工具，因此利率風險成為市場風險中最重要的組成部分。 利率市場化改革，使得我國的商業(yè)銀行需要在結構上做一次很大的變革，才能適應利率市場化的發(fā)展�？梢姡适袌龌瘜τ谏虡I(yè)銀行的發(fā)展起到了促進的作用。但與此同時，銀行業(yè)的利率風險，尤其是貸款利率的風險也會進一步凸顯。我國商業(yè)銀行在利率市場化的形勢下，，如何使商業(yè)銀行更加主動的針對利率市場化進行有利于自身發(fā)展的改革加強對于貸款利率的風險管理，是擺在我國國有商業(yè)銀行面前重要的現實問題。 本文通過研究國內商業(yè)銀行貸款利率風險管理的模式和現狀，借鑒國外商業(yè)銀行貸款利率評估模型和管理方法，并在此基礎上提出在利率市場化的背景下，我國的銀行業(yè)應該怎樣對貸款利率風險進行管理的建議。希望對我國商業(yè)銀行提高抵御貸款利率風險的能力有所幫助。
[Abstract]:Risk management is one of the core of modern commercial bank management. The risks faced by financial institutions can be summarized as market risk, credit risk and operational risk. Interest rate is the most important part of market risk because it is the price of financial goods and the important tool of monetary policy. With the reform of interest rate marketization, commercial banks in our country need to make a great change in their structure in order to adapt to the development of interest rate marketization. Obviously, the interest rate marketization has played the promotion function to the commercial bank's development. But at the same time, the banking interest rate risk, especially the risk of loan rates will be further highlighted. Under the situation of the marketization of interest rate, how to make the commercial bank take the initiative to reform the interest rate marketization and strengthen the risk management of the loan interest rate. Is put in our country state-owned commercial bank in front of important realistic problem. By studying the model and present situation of domestic commercial bank loan interest rate risk management, this paper draws lessons from foreign commercial bank loan interest rate assessment model and management method, and on this basis puts forward the background of interest rate marketization. Suggestions on how to manage the risk of loan interest rate in China's banking industry. Hope to improve the ability of our commercial banks to resist the risk of loan interest rate.
【學位授予單位】：天津商業(yè)大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.4
本文編號：2138121
[Abstract]:Risk management is one of the core of modern commercial bank management. The risks faced by financial institutions can be summarized as market risk, credit risk and operational risk. Interest rate is the most important part of market risk because it is the price of financial goods and the important tool of monetary policy. With the reform of interest rate marketization, commercial banks in our country need to make a great change in their structure in order to adapt to the development of interest rate marketization. Obviously, the interest rate marketization has played the promotion function to the commercial bank's development. But at the same time, the banking interest rate risk, especially the risk of loan rates will be further highlighted. Under the situation of the marketization of interest rate, how to make the commercial bank take the initiative to reform the interest rate marketization and strengthen the risk management of the loan interest rate. Is put in our country state-owned commercial bank in front of important realistic problem. By studying the model and present situation of domestic commercial bank loan interest rate risk management, this paper draws lessons from foreign commercial bank loan interest rate assessment model and management method, and on this basis puts forward the background of interest rate marketization. Suggestions on how to manage the risk of loan interest rate in China's banking industry. Hope to improve the ability of our commercial banks to resist the risk of loan interest rate.
【學位授予單位】：天津商業(yè)大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.4
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