我國村鎮(zhèn)銀行市場風險管理研究
發(fā)布時間：2018-08-26 11:39
【摘要】：二十世紀九十年代,在實現(xiàn)市場化革新后,國有商業(yè)銀行淡出了農(nóng)村小市場。為了解決農(nóng)村金融困境,使金融供給在農(nóng)村金融市場活躍起來,中國銀行業(yè)監(jiān)督管理委員會于2006年第一次建議設(shè)立新式農(nóng)村金融機構(gòu)——村鎮(zhèn)銀行。農(nóng)村金融的迅速成長,為村鎮(zhèn)銀行發(fā)展提供了好的環(huán)境。在發(fā)展和管理問題方面,村鎮(zhèn)銀行受到各界金融人士的廣泛關(guān)注。村鎮(zhèn)銀行自2006年初試點到現(xiàn)在,其發(fā)展迅速。由南充銀監(jiān)分局批準的四川儀隴惠民村鎮(zhèn)銀行,是村鎮(zhèn)銀行的第一個試點銀行,表明了一種新型的農(nóng)村金融機構(gòu)在農(nóng)村地區(qū)生根發(fā)芽。2013年2月村鎮(zhèn)銀行發(fā)展6年。6年來,村鎮(zhèn)銀行及其分支機構(gòu)有一千五百多家�？梢姶彐�(zhèn)銀行在立足本土,支農(nóng)扶農(nóng)的農(nóng)村市場具有較大的發(fā)展空間。 村鎮(zhèn)銀行設(shè)在農(nóng)村,服務(wù)的是農(nóng)戶與小微企業(yè),限制了村鎮(zhèn)銀行本身規(guī)模和營業(yè)特色,經(jīng)營風險早已存在。在運營中,村鎮(zhèn)銀行面臨很多損失的可能性,尤其在信用、市場、流動性和操作等反面可能帶來一定的經(jīng)營損失,其中市場方面,村鎮(zhèn)銀行面臨利率波動的損失可能。隨著利率市場化從幕后到臺前,凸顯出村鎮(zhèn)銀行市場風險管理的重要,尤其當前我國村鎮(zhèn)銀行業(yè)務(wù)單一傳統(tǒng),多數(shù)不涉及金融衍生品業(yè)務(wù),分散市場風險能力不足,使得利率風險凸現(xiàn)。 基于以上結(jié)論,本文以村鎮(zhèn)銀行市場風險管理為題,從定性和定量兩方面分析,提出加強我國村鎮(zhèn)銀行市場風險管理的對策建議。本文統(tǒng)共分為六個部分,第一部分為引言,引出論文的研究背景、目的、意義以及國內(nèi)外研究動態(tài)；第二部分以概念界定為起點,對村鎮(zhèn)銀行及市場風險、市場風險管理的概念嚴格界定,簡要了解村鎮(zhèn)銀行的特征,然后闡述了論文的理論基礎(chǔ),包括資產(chǎn)負債管理理論、資本充足率管理理論、全面風險管理理論,這部分是本文研究的理論基礎(chǔ)；第三部分介紹了村鎮(zhèn)銀行市場風險管理現(xiàn)狀及存在的問題。第四部分指出影響我國村鎮(zhèn)銀行市場風險管理的因素,并通過層次分析法,對我國村鎮(zhèn)銀行市場風險影響因素進行定量研究,為管理市場風險提供依據(jù)；第五部分為加強完善我國村鎮(zhèn)銀行市場風險管理提出一些對策建議。第六部分總結(jié)全文。
[Abstract]:In the 1990 s, state-owned commercial banks faded out of small rural markets after market-oriented innovation. In order to solve the rural financial dilemma and make the financial supply active in the rural financial market, the China Banking Regulatory Commission proposed for the first time in 2006 to set up a new type of rural financial system-village bank. The rapid growth of rural finance provides a good environment for the development of village banks. In terms of development and management, village banks are widely concerned by financial people from all walks of life. Village bank from the beginning of 2006 pilot to now, its rapid development. Sichuan Yilong Huimin Village Bank, approved by the Nanchong Banking Supervision Bureau, is the first pilot bank of the Village Bank, indicating that a new type of rural financial institution has taken root in rural areas. In February 2013, the Village and Town Bank developed for 6 years. There are more than 1500 village banks and their branches. It can be seen that the rural market of the village bank has a great space for development. The village bank is located in the countryside, serving farmers and small and micro enterprises, which limits the scale and business characteristics of the village bank, and the management risk already exists. In operation, village banks are faced with the possibility of many losses, especially in the credit, market, liquidity and operation and other negative aspects may lead to certain business losses, among which the market, village banks may face the loss of interest rate fluctuations. With the marketization of interest rates coming from behind the scenes to the front of the stage, the importance of market risk management in village banks has been highlighted. Especially, at present, the single tradition of village and town banking business in China, most of which do not involve the financial derivatives business, is insufficient in dispersing the market risk capacity. Make interest rate risk prominent. Based on the above conclusions, this paper analyzes the market risk management of village banks from both qualitative and quantitative aspects, and puts forward some countermeasures and suggestions to strengthen the market risk management of village banks in China. This paper is divided into six parts, the first part is the introduction, which leads to the research background, purpose, significance and research trends at home and abroad. The concept of market risk management is strictly defined, and the characteristics of village banks are briefly understood. Then the theoretical basis of the paper is expounded, including the theory of asset liability management, the theory of capital adequacy management, the theory of overall risk management. This part is the theoretical basis of this study; the third part introduces the current situation and problems of the village bank market risk management. The fourth part points out the factors that affect the market risk management of the village bank in China, and through the analytic hierarchy process, carries on the quantitative research to the influence factor of the market risk of the village bank of our country, provides the basis for the management of the market risk; The fifth part puts forward some countermeasures and suggestions for strengthening and perfecting the market risk management of village banks. The sixth part summarizes the full text.
【學位授予單位】：東北農(nóng)業(yè)大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.35;F272.3
本文編號：2204760
[Abstract]:In the 1990 s, state-owned commercial banks faded out of small rural markets after market-oriented innovation. In order to solve the rural financial dilemma and make the financial supply active in the rural financial market, the China Banking Regulatory Commission proposed for the first time in 2006 to set up a new type of rural financial system-village bank. The rapid growth of rural finance provides a good environment for the development of village banks. In terms of development and management, village banks are widely concerned by financial people from all walks of life. Village bank from the beginning of 2006 pilot to now, its rapid development. Sichuan Yilong Huimin Village Bank, approved by the Nanchong Banking Supervision Bureau, is the first pilot bank of the Village Bank, indicating that a new type of rural financial institution has taken root in rural areas. In February 2013, the Village and Town Bank developed for 6 years. There are more than 1500 village banks and their branches. It can be seen that the rural market of the village bank has a great space for development. The village bank is located in the countryside, serving farmers and small and micro enterprises, which limits the scale and business characteristics of the village bank, and the management risk already exists. In operation, village banks are faced with the possibility of many losses, especially in the credit, market, liquidity and operation and other negative aspects may lead to certain business losses, among which the market, village banks may face the loss of interest rate fluctuations. With the marketization of interest rates coming from behind the scenes to the front of the stage, the importance of market risk management in village banks has been highlighted. Especially, at present, the single tradition of village and town banking business in China, most of which do not involve the financial derivatives business, is insufficient in dispersing the market risk capacity. Make interest rate risk prominent. Based on the above conclusions, this paper analyzes the market risk management of village banks from both qualitative and quantitative aspects, and puts forward some countermeasures and suggestions to strengthen the market risk management of village banks in China. This paper is divided into six parts, the first part is the introduction, which leads to the research background, purpose, significance and research trends at home and abroad. The concept of market risk management is strictly defined, and the characteristics of village banks are briefly understood. Then the theoretical basis of the paper is expounded, including the theory of asset liability management, the theory of capital adequacy management, the theory of overall risk management. This part is the theoretical basis of this study; the third part introduces the current situation and problems of the village bank market risk management. The fourth part points out the factors that affect the market risk management of the village bank in China, and through the analytic hierarchy process, carries on the quantitative research to the influence factor of the market risk of the village bank of our country, provides the basis for the management of the market risk; The fifth part puts forward some countermeasures and suggestions for strengthening and perfecting the market risk management of village banks. The sixth part summarizes the full text.
【學位授予單位】：東北農(nóng)業(yè)大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.35;F272.3
【共引文獻】
相關(guān)博士學位論文 前4條
1 曲小剛;農(nóng)村正規(guī)金融機構(gòu)雙重目標兼顧研究[D];西北農(nóng)林科技大學;2013年
2 云虹;物流風險成本識別與計量研究[D];長安大學;2014年
3 馬守榮;宏觀金融運行異常的統(tǒng)計監(jiān)測研究[D];湖南大學;2014年
4 王信;我國新型農(nóng)村金融機構(gòu)的發(fā)展特征及政策效果研究[D];西南財經(jīng)大學;2014年
相關(guān)碩士學位論文 前5條
1 王慧;我國商業(yè)銀行市場風險管理研究[D];東北農(nóng)業(yè)大學;2012年
2 倪婷;信陽XX村鎮(zhèn)銀行發(fā)展調(diào)查報告[D];廣西大學;2013年
3 宋野;黑龍江省村鎮(zhèn)銀行風險防范研究[D];東北農(nóng)業(yè)大學;2014年
4 鐘明璋;基于平衡計分卡的村鎮(zhèn)銀行可持續(xù)發(fā)展的實證研究[D];福建農(nóng)林大學;2014年
5 張珍潔;基于PEST分析的黑龍江省村鎮(zhèn)銀行研究[D];東北農(nóng)業(yè)大學;2014年
，本文編號：2204760
本文鏈接：http://sikaile.net/jingjilunwen/guojijinrong/2204760.html
最近更新
教材專著
