本文關(guān)鍵詞： 利率市場化 商業(yè)銀行 利率風(fēng)險(xiǎn)管理　出處：《寧波大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

【摘要】：利率市場化是金融改革的頭等大事,自西方發(fā)達(dá)國家利率市場化進(jìn)程以來,商業(yè)銀行在利率市場化背景下的利率風(fēng)險(xiǎn)管理受到了社會各界的關(guān)注。2013年7月20日,中國人民銀行全面放開了金融機(jī)構(gòu)的貸款利率限制,各金融機(jī)構(gòu)可以根據(jù)資金市場的供求關(guān)系來自行決定貸款利率。盡管當(dāng)前貸款基準(zhǔn)利率仍然是由中國人民銀行所公布,但是這一舉措無疑在很大程度上推動(dòng)了利率市場化改革的進(jìn)程,將利率的定價(jià)權(quán)逐步從政府轉(zhuǎn)移到了市場。那么作為商業(yè)銀行,在面對利率市場化改革的過程中,無疑會面臨著巨大的利率風(fēng)險(xiǎn)。眾所周知,商業(yè)銀行是低資本經(jīng)營,謹(jǐn)慎性原則是其經(jīng)營管理的首要準(zhǔn)則,在面臨未來利率風(fēng)險(xiǎn)的背景下,商業(yè)銀行應(yīng)當(dāng)如何進(jìn)行風(fēng)險(xiǎn)管理,這是非常重要的課題。本文分六部分對寧波銀行利率風(fēng)險(xiǎn)管理問題展開了研究,主要得到了以下幾方面研究結(jié)論:第一,寧波銀行當(dāng)前存在著較大的利率風(fēng)險(xiǎn),具體來說表現(xiàn)在重新定價(jià)風(fēng)險(xiǎn)、基準(zhǔn)風(fēng)險(xiǎn)、收益率曲線風(fēng)險(xiǎn)及選擇權(quán)風(fēng)險(xiǎn)等四個(gè)方面。第二,通過對寧波銀行利率風(fēng)險(xiǎn)管理的現(xiàn)狀進(jìn)行分析,發(fā)現(xiàn)其存在著較多的問題與不足,表現(xiàn)在收入結(jié)構(gòu)單一化,業(yè)務(wù)過于集中;資本充足率不高,核心競爭力較低;風(fēng)險(xiǎn)管理體制不健全,金融產(chǎn)品定價(jià)機(jī)制未建立;利率風(fēng)險(xiǎn)工具使用相對欠缺;意識淡薄,風(fēng)險(xiǎn)管理人才缺乏;外部監(jiān)管體系不完善等六個(gè)方面。第三,本文對此提出了相應(yīng)的解決對策與建議。
[Abstract]:Interest rate marketization is the most important task of financial reform, since the process of interest rate marketization in western developed countries. The interest rate risk management of commercial banks under the background of interest rate marketization has been concerned by all walks of life. In July 20th 2013, the people's Bank of China completely liberalized the interest rate restriction of financial institutions. Financial institutions may decide on their own the lending rate according to the supply and demand of the capital market, although the current benchmark lending rate is still announced by the people's Bank of China. But this move undoubtedly promoted the interest rate marketization reform process to a large extent, gradually transferred the pricing power of interest rate from the government to the market. So as a commercial bank. In the process of interest rate marketization reform, there is no doubt that there will be a huge interest rate risk. As we all know, commercial banks are low capital management, the principle of prudence is the first principle of its management. Under the background of facing the future interest rate risk, it is very important for the commercial bank to carry out the risk management. This paper studies the interest rate risk management of Ningbo Bank in six parts. The main conclusions are as follows: first, Ningbo Bank currently has a large interest rate risk, specifically in the re-pricing risk, benchmark risk. Yield curve risk and option risk. Second, through the analysis of the current situation of interest rate risk management of Ningbo Bank, we find that there are many problems and shortcomings, which is manifested in the income structure of the single. Business is too centralized; The capital adequacy ratio is not high and the core competitiveness is low; The risk management system is not perfect and the pricing mechanism of financial products has not been established; The use of interest rate risk tools is relatively inadequate; Weak consciousness, lack of risk management personnel; The external supervision system is imperfect and so on. Third, this paper puts forward the corresponding countermeasures and suggestions.
【學(xué)位授予單位】：寧波大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F832.2

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本文編號：1463319