發(fā)布時間：2019-05-30 11:12

【摘要】：隨著中國利率市場化進程的加快，商業(yè)銀行的風(fēng)險管理重點也逐漸從信貸風(fēng)險向利率風(fēng)險轉(zhuǎn)移，利率風(fēng)險將成為商業(yè)銀行今后一段時期所面對的主要風(fēng)險之一。但受市場環(huán)境、認知水平和人員素質(zhì)等條件限制，地方中小金融機構(gòu)對利率風(fēng)險的認識還處于混沌狀態(tài)。如何讓地方中小金融機構(gòu)認識利率風(fēng)險、管理利率風(fēng)險，在激烈的市場競爭中立穩(wěn)腳跟顯得尤為重要。 本文首先介紹了利率風(fēng)險管理的相關(guān)理論，包括利率風(fēng)險的概念、利率風(fēng)險的種類、利率風(fēng)險的計量方法及其控制；在此基礎(chǔ)上對DY商業(yè)銀行在利率風(fēng)險管理方面的現(xiàn)狀進行了系統(tǒng)分析，指出該行在利率風(fēng)險管理方面所存在的問題，并進一步分析造成上述問題的主要原因；接著，結(jié)合DY商業(yè)銀行自身特點，對其利率風(fēng)險管理體系進行了重新構(gòu)建，明確利率風(fēng)險管理目標，建立管理組織架構(gòu)，進行風(fēng)險識別、檢測及預(yù)警、計量與控制，并建設(shè)利率定價機制；最后對關(guān)于DY商業(yè)銀行的利率風(fēng)險管理分析進行總結(jié)，，并進一步提出改進策略，包括明確利率風(fēng)險管理目標，建設(shè)利率風(fēng)險管理的組織架構(gòu)，對利率風(fēng)險指標的識別、監(jiān)測及預(yù)警，以及利率風(fēng)險的計量與控制等管理策略。 通過對DY商業(yè)銀行利率風(fēng)險管理現(xiàn)狀的分析，不僅有利于探明我國商業(yè)銀行尤其是地方性中小銀行在利率風(fēng)險管理方面存在的不足，也對商業(yè)銀行利率風(fēng)險管理的案例分析提供了框架借鑒，無論是從理論上還是從實踐上對于提升我國商業(yè)銀行的利率風(fēng)險管理能力和防范利率風(fēng)險都具有積極的意義。
[Abstract]:With the acceleration of the process of interest rate marketization in China, the focus of risk management of commercial banks has gradually shifted from credit risk to interest rate risk, and interest rate risk will become one of the main risks faced by commercial banks in the future. However, limited by the market environment, cognitive level and personnel quality, the understanding of interest rate risk by local small and medium-sized financial institutions is still in a chaotic state. How to make local small and medium-sized financial institutions understand interest rate risk, manage interest rate risk, in the fierce market competition to maintain a stable foothold is particularly important. This paper first introduces the related theories of interest rate risk management, including the concept of interest rate risk, the types of interest rate risk, the measurement method of interest rate risk and its control. On this basis, this paper makes a systematic analysis of the present situation of DY commercial banks in interest rate risk management, points out the problems existing in interest rate risk management, and further analyzes the main causes of the above problems. Then, combined with the characteristics of DY commercial banks, the interest rate risk management system is rebuilt, the objectives of interest rate risk management are defined, the management organizational structure is established, risk identification, detection and early warning, measurement and control are carried out. And the construction of interest rate pricing mechanism; Finally, the analysis of interest rate risk management of DY commercial banks is summarized, and the improvement strategies are further put forward, including clear interest rate risk management objectives, construction of interest rate risk management organizational structure, identification of interest rate risk indicators. Monitoring and early warning, as well as interest rate risk measurement and control and other management strategies. Through the analysis of the present situation of interest rate risk management of DY commercial banks, it is not only helpful to find out the shortcomings of Chinese commercial banks, especially local small and medium-sized banks, in interest rate risk management. It also provides a framework for the case analysis of interest rate risk management of commercial banks, both in theory and in practice, which is of positive significance to improve the ability of interest rate risk management and prevent interest rate risk of commercial banks in China.
【學(xué)位授予單位】：中國石油大學(xué)（華東）
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33

【參考文獻】

相關(guān)期刊論文 前9條

1 李長征;;我國商業(yè)銀行利率風(fēng)險度量模型的現(xiàn)實選擇[J];北方經(jīng)貿(mào);2010年09期

2 周靜嫻;;利率市場化對我國商業(yè)銀行的影響及對策[J];經(jīng)濟師;2010年09期

3 梁建華;從銀行經(jīng)營者行為差異看利率市場化[J];金融研究;2003年04期

4 易綱;;中國改革開放三十年的利率市場化進程[J];金融研究;2009年01期

5 劉暢;;銀行業(yè)宏觀審慎監(jiān)管規(guī)則的國際演變和中國應(yīng)用——以巴塞爾協(xié)議為例[J];湖北經(jīng)濟學(xué)院學(xué)報(人文社會科學(xué)版);2012年10期

6 袁庚;;論巴塞爾協(xié)議對商業(yè)銀行風(fēng)險控制的影響[J];經(jīng)濟研究參考;2012年41期

7 周軍;;探析我國商業(yè)銀行利率風(fēng)險及其管理[J];商場現(xiàn)代化;2010年12期

8 牟怡楠;陸能;;利率風(fēng)險的識別與度量——基于中國商業(yè)銀行的實證分析[J];云南財經(jīng)大學(xué)學(xué)報;2010年05期

9 華雅琴;;商業(yè)銀行利率風(fēng)險管理淺析[J];時代金融;2010年05期

本文編號：2488788