本文選題：商業(yè)銀行 + 金融衍生品�。� 參考：《中國(guó)農(nóng)業(yè)大學(xué)》2014年博士論文

【摘要】：當(dāng)前,我國(guó)商業(yè)銀行面臨的內(nèi)外部經(jīng)濟(jì)環(huán)境正在發(fā)生深刻變化,國(guó)內(nèi)經(jīng)濟(jì)增速放緩,結(jié)構(gòu)性矛盾十分突出,隨著一系列市場(chǎng)化改革措施推進(jìn),對(duì)商業(yè)銀行的經(jīng)營(yíng)管理和發(fā)展改革提出了巨大挑戰(zhàn)�？v觀歷史,我國(guó)商業(yè)銀行面臨的環(huán)境與美國(guó)商業(yè)銀行20世紀(jì)70年代有許多相似之處,屆時(shí)的美國(guó)商業(yè)銀行借助金融衍生品的應(yīng)用極大促進(jìn)了業(yè)務(wù)的轉(zhuǎn)型,這為我國(guó)商業(yè)銀行的轉(zhuǎn)型發(fā)展提供了有益的借鑒。金融衍生品作為金融創(chuàng)新和發(fā)展的重要組成部分,是商業(yè)銀行發(fā)展的一個(gè)重要方向,必將對(duì)商業(yè)銀行的經(jīng)營(yíng)和發(fā)展產(chǎn)生重要的影響,加強(qiáng)對(duì)金融衍生品的研究和利用也將成為我國(guó)商業(yè)銀行改革與發(fā)展的重要課題之一。 本文圍繞商業(yè)銀行為什么需要應(yīng)用金融衍生品、應(yīng)用金融衍生品的商業(yè)銀行需要什么樣的內(nèi)在條件以及如何實(shí)施金融衍生品等核心問題,通過借鑒美國(guó)商業(yè)銀行金融衍生品的發(fā)展的領(lǐng)先實(shí)踐和先進(jìn)經(jīng)驗(yàn),利用實(shí)證分析的方法,論證了商業(yè)銀行應(yīng)用金融衍生品的動(dòng)因及內(nèi)在條件要求；通過對(duì)比借鑒分析,首次全面系統(tǒng)的明確了中美商業(yè)銀行在應(yīng)用金融衍生品的動(dòng)因、內(nèi)在條件、發(fā)展現(xiàn)狀、發(fā)展時(shí)序、環(huán)境條件及配套措施等方面的差異性,并在此基礎(chǔ)上首次系統(tǒng)性的提出了我國(guó)商業(yè)銀行應(yīng)用金融衍生品的中國(guó)特色發(fā)展道路。 本文研究結(jié)果顯示,首先,商業(yè)銀行應(yīng)用金融衍生品是在相關(guān)動(dòng)因驅(qū)使下,為滿足現(xiàn)代發(fā)展和經(jīng)營(yíng)需要的一種必要的有益嘗試,商業(yè)銀行應(yīng)用金融衍生品符合其動(dòng)因預(yù)期。第二,商業(yè)銀行應(yīng)用金融衍生品需要具備一定的內(nèi)在條件。這些內(nèi)在條件包括資產(chǎn)規(guī)模、收入結(jié)構(gòu)、貸款租賃、資產(chǎn)流動(dòng)性、資本結(jié)構(gòu)等方面。同時(shí),應(yīng)用不同種類的金融衍生品,在內(nèi)在條件要求上具有一定的差異性。第三,我國(guó)商業(yè)銀行在資產(chǎn)規(guī)模、貸款不良率、資產(chǎn)流動(dòng)性等方面與美國(guó)商業(yè)銀行相當(dāng),已經(jīng)基本具備開展金融衍生品業(yè)務(wù)的內(nèi)在條件。第四,我國(guó)商業(yè)銀行在應(yīng)用金融衍生品的動(dòng)因、內(nèi)在條件、現(xiàn)狀、環(huán)境及配套措施等方面與美國(guó)商業(yè)銀行存在一定的差異性。第五,中美商業(yè)銀行應(yīng)用金融衍生品的差異性,決定了我國(guó)商業(yè)銀行應(yīng)用金融衍生品是一個(gè)緩慢的、漸進(jìn)的、條件逐步完善的過程,并將采取與美國(guó)不同的發(fā)展道路。動(dòng)因上的差異性,決定了我國(guó)商業(yè)銀行金融衍生品的發(fā)展是一個(gè)緩慢的漸進(jìn)過程；內(nèi)在條件的差異性,決定了我國(guó)商業(yè)銀行金融衍生品的發(fā)展是一個(gè)條件逐步完善的過程；應(yīng)用現(xiàn)狀的差異性,決定了我國(guó)商業(yè)銀行的金融衍生品業(yè)務(wù)在短期內(nèi)難以達(dá)到美國(guó)的發(fā)展水平,不可能一蹴而就；而不同金融衍生品發(fā)展環(huán)境和配套措施的差異性,決定了在發(fā)展時(shí)序和路徑上不同于美國(guó)商業(yè)銀行,需要走有中國(guó)特色的發(fā)展道路。
[Abstract]:At present, the internal and external economic environment facing our commercial banks is undergoing profound changes, the domestic economic growth rate is slowing down, the structural contradictions are very prominent, along with a series of market-oriented reform measures, It poses a great challenge to the management and development of commercial banks. Throughout history, the environment faced by commercial banks in China is similar to that of American commercial banks in the 1970s. At that time, the commercial banks in the United States greatly promoted the transformation of their business through the application of financial derivatives. This has provided the beneficial reference for our country commercial bank transformation development. As an important part of financial innovation and development, financial derivatives are an important direction of the development of commercial banks, which will have an important impact on the management and development of commercial banks. Strengthening the research and utilization of financial derivatives will also become one of the important topics in the reform and development of commercial banks in China. This paper focuses on the core questions of why commercial banks need to use financial derivatives, what kind of internal conditions are needed by commercial banks applying financial derivatives, and how to implement financial derivatives, and so on. By drawing lessons from the leading practice and advanced experience of the development of financial derivatives in American commercial banks, and using the method of empirical analysis, this paper demonstrates the motivation and internal conditions of the application of financial derivatives in commercial banks. For the first time, the differences between Chinese and American commercial banks in the application of financial derivatives, such as motivation, internal conditions, development status, development timing, environmental conditions and supporting measures, have been clarified for the first time and systematically. On the basis of this, the paper puts forward the Chinese characteristic development road of the application of financial derivatives in Chinese commercial banks for the first time systematically. The results show that, first of all, the application of financial derivatives by commercial banks is a necessary and beneficial attempt to meet the needs of modern development and operation driven by relevant motives, and the application of financial derivatives by commercial banks conforms to their motivation expectations. Second, commercial banks need to have certain internal conditions for the application of financial derivatives. These inherent conditions include asset size, income structure, loan lease, asset liquidity, capital structure and so on. At the same time, the application of different types of financial derivatives, in terms of internal requirements have certain differences. Third, Chinese commercial banks are comparable to American commercial banks in terms of asset size, loan failure rate, asset liquidity and so on, and have basically possessed the inherent conditions for carrying out financial derivatives business. Fourth, there are some differences between Chinese commercial banks and American commercial banks in the motivation, internal conditions, current situation, environment and supporting measures of applying financial derivatives. Fifthly, the difference in the application of financial derivatives between Chinese and American commercial banks determines that the application of financial derivatives in China's commercial banks is a slow, gradual and gradual process, and will take a different path of development from that of the United States. The difference in motivation determines that the development of financial derivatives of commercial banks in China is a slow and gradual process, and the difference of internal conditions determines that the development of financial derivatives of commercial banks in China is a process of gradual improvement of conditions. The difference in application status determines that the financial derivatives business of commercial banks in our country is difficult to reach the level of development of the United States in the short term, and can not be achieved overnight, and the differences of the development environment and supporting measures of different financial derivatives, Different from the American commercial banks in the development sequence and path, we need to take the development path with Chinese characteristics.
【學(xué)位授予單位】：中國(guó)農(nóng)業(yè)大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33

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