本文關(guān)鍵詞： 利率市場(chǎng)化 利率風(fēng)險(xiǎn)管理 利率敏感性缺口　出處：《河北大學(xué)》2012年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：目前我國(guó)利率市場(chǎng)化已進(jìn)入到關(guān)鍵階段，利率市場(chǎng)化已是大勢(shì)所趨。西方發(fā)達(dá)國(guó)家由于利率市場(chǎng)化完成早，對(duì)商業(yè)銀行利率風(fēng)險(xiǎn)管理已形成科學(xué)體系，而我國(guó)處于從長(zhǎng)期利率管制到全面利率市場(chǎng)化的過(guò)渡階段，相對(duì)應(yīng)的利率風(fēng)險(xiǎn)管理方法還無(wú)法形成完善的體系。隨著我國(guó)利率市場(chǎng)化步伐的加快，商業(yè)銀行利率風(fēng)險(xiǎn)必然更加凸顯，利率風(fēng)險(xiǎn)管理應(yīng)越來(lái)越受到商業(yè)銀行的重視。研究適合我國(guó)商業(yè)銀行利率風(fēng)險(xiǎn)管理方法，完善我國(guó)商業(yè)銀行利率風(fēng)險(xiǎn)管理體系，對(duì)銀行積極適應(yīng)利率市場(chǎng)化新環(huán)境、加強(qiáng)利率風(fēng)險(xiǎn)管理和提高競(jìng)爭(zhēng)力有重大意義。 本文從分析利率市場(chǎng)化的理論、進(jìn)程和趨勢(shì)入手，分析了利率市場(chǎng)化對(duì)我國(guó)商業(yè)銀行的影響，無(wú)論從商業(yè)銀行的內(nèi)部環(huán)境看還是從外部環(huán)境看，伴隨我國(guó)利率市場(chǎng)化的進(jìn)程和面對(duì)利率市場(chǎng)化的必然趨勢(shì)，，當(dāng)前我國(guó)商業(yè)銀行還很難應(yīng)對(duì)利率市場(chǎng)化帶來(lái)的諸多影響，這里既有對(duì)銀行傳統(tǒng)業(yè)務(wù)及利潤(rùn)的沖擊，又有對(duì)銀行競(jìng)爭(zhēng)力及內(nèi)控制度的考驗(yàn)，還有對(duì)銀行利率風(fēng)險(xiǎn)衡量和利率風(fēng)險(xiǎn)管理的要求。通過(guò)對(duì)我國(guó)商業(yè)銀行資產(chǎn)、負(fù)債、利差、利率變動(dòng)的數(shù)據(jù)分析和缺口實(shí)證分析，證實(shí)了隨著利率市場(chǎng)化的最終完成，我國(guó)商業(yè)銀行確實(shí)面臨著較大的利率風(fēng)險(xiǎn)，并對(duì)我國(guó)商業(yè)銀行利率風(fēng)險(xiǎn)管理現(xiàn)狀和問(wèn)題進(jìn)行了分析。這就需要理清西方發(fā)達(dá)國(guó)家利率市場(chǎng)化進(jìn)程，明確其各階段利率風(fēng)險(xiǎn)管理的思路，分析和借鑒國(guó)外先進(jìn)的利率風(fēng)險(xiǎn)管理方法，進(jìn)而根據(jù)我國(guó)商業(yè)銀行利率風(fēng)險(xiǎn)管理的現(xiàn)狀及問(wèn)題，研究出適合我國(guó)銀行業(yè)實(shí)際情況的利率風(fēng)險(xiǎn)衡量和管理方法，建立和完善我國(guó)銀行業(yè)利率風(fēng)險(xiǎn)管理體系，并從技術(shù)支持、制度建設(shè)、方法支持三個(gè)方面建立利率風(fēng)險(xiǎn)集中化信息管理體系，完善資產(chǎn)負(fù)債管理，實(shí)現(xiàn)多元化經(jīng)營(yíng)，全面加強(qiáng)我國(guó)商業(yè)銀行利率風(fēng)險(xiǎn)管理的能力。
[Abstract]:At present, the marketization of interest rate in our country has entered the key stage, and the marketization of interest rate has become the trend of the times. Due to the early completion of the marketization of interest rate in western developed countries, a scientific system of interest rate risk management of commercial banks has been formed. However, our country is in the transitional stage from long-term interest rate regulation to total interest rate marketization, and the corresponding interest rate risk management method cannot form a perfect system. The interest rate risk of commercial banks must be more prominent, and the interest rate risk management should be paid more and more attention by commercial banks. The research is suitable for the interest rate risk management methods of commercial banks in China, and perfect the interest rate risk management system of commercial banks in China. It is of great significance for banks to adapt to the new environment of interest rate marketization, strengthen interest rate risk management and improve competitiveness. This paper begins with the analysis of the theory, process and trend of interest rate marketization, and analyzes the influence of interest rate marketization on Chinese commercial banks, not only from the perspective of the internal environment of commercial banks, but also from the external environment. With the process of interest rate marketization and the inevitable trend of interest rate marketization, it is very difficult for our commercial banks to cope with the impact of interest rate marketization. There are also tests on the competitiveness and internal control system of banks, as well as the requirements for the measurement of interest rate risk and the management of interest rate risks. Through the data analysis and gap analysis of assets, liabilities, interest spreads, interest rate movements of commercial banks in China, It has been proved that with the final completion of interest rate marketization, commercial banks in China are indeed facing a large interest rate risk. It also analyzes the present situation and problems of interest rate risk management of commercial banks in China, which requires clarifying the process of interest rate marketization in western developed countries and clarifying the ideas of interest rate risk management in various stages. This paper analyzes and draws lessons from foreign advanced methods of interest rate risk management, and then, according to the present situation and problems of interest rate risk management of commercial banks in China, studies the measurement and management method of interest rate risk suitable for the actual situation of our country's banking industry. To establish and perfect the interest rate risk management system of China's banking industry, and to establish a centralized information management system of interest rate risk from three aspects of technical support, system construction and method support, to perfect the management of assets and liabilities, and to realize diversified management. Strengthen the ability of interest rate risk management of commercial banks in China.
【學(xué)位授予單位】：河北大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.2

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