本文選題：利率市場(chǎng)化 + Z銀行　； 參考：《鄭州大學(xué)》2014年碩士論文

【摘要】：利率市場(chǎng)化是金融自由化浪潮的產(chǎn)物,它對(duì)融資效率的提高、金融機(jī)構(gòu)定價(jià)機(jī)制的建設(shè)、規(guī)范的金融市場(chǎng)環(huán)境的形成、貨幣政策微觀傳導(dǎo)機(jī)制的形成等具有重要意義。我國(guó)的利率市場(chǎng)化改革始于1978年,但是1996年之前的改革進(jìn)展非常遲緩,自1996年開始我國(guó)對(duì)利率管制方面的改革才得以快速推進(jìn)。放松利率管制,逐步實(shí)現(xiàn)由市場(chǎng)掌控的利率定價(jià)權(quán),為商業(yè)銀行帶來眾多益處的同時(shí)也伴隨著許多不容忽視的風(fēng)險(xiǎn),其中的利率風(fēng)險(xiǎn)尤為嚴(yán)重,因此銀行類經(jīng)營(yíng)機(jī)構(gòu)在利率風(fēng)險(xiǎn)管理中將面臨新的挑戰(zhàn)。 與國(guó)外其他國(guó)家利率市場(chǎng)化改革相比,我國(guó)利率市場(chǎng)化改革由于政治體制、經(jīng)濟(jì)現(xiàn)狀、市場(chǎng)結(jié)構(gòu)組成等方面的原因,其利率市場(chǎng)化與其他國(guó)家的利率市場(chǎng)化并不完全相同。因此,在我國(guó)利率市場(chǎng)化的背景下,商業(yè)銀行進(jìn)行利率風(fēng)險(xiǎn)管理時(shí),不能照搬國(guó)外的管理方法,也不能無視國(guó)外管理方法。利率市場(chǎng)化背景下,商業(yè)銀行的利率風(fēng)險(xiǎn)是普遍而長(zhǎng)期存在的,但在長(zhǎng)期的利率管制下,我國(guó)商業(yè)銀行不僅在利率風(fēng)險(xiǎn)管理的重視程度上有所不足,在利率風(fēng)險(xiǎn)度量與管理工具上也極為缺乏,商業(yè)銀行有必要借鑒國(guó)外先進(jìn)經(jīng)驗(yàn),根據(jù)自身的特點(diǎn)采用合適的方法來防范和規(guī)避利率風(fēng)險(xiǎn),降低利率風(fēng)險(xiǎn)帶來的損失。為此,本文著眼于我國(guó)利率市場(chǎng)化的實(shí)際情況,針對(duì)我國(guó)利率市場(chǎng)化下的金融體系結(jié)構(gòu)和環(huán)境因素,就利率市場(chǎng)化下Z銀行利率風(fēng)險(xiǎn)的成因、特點(diǎn)進(jìn)行分析,并結(jié)合國(guó)外先進(jìn)的利率風(fēng)險(xiǎn)度量管理方法,對(duì)Z銀行2013年半年報(bào)相關(guān)數(shù)據(jù)進(jìn)行利率風(fēng)險(xiǎn)度量分析,尋求適用于其實(shí)際需求的利率風(fēng)險(xiǎn)管理途徑。通過研究分析發(fā)現(xiàn),Z銀行在我國(guó)利率市場(chǎng)化改革下,整個(gè)風(fēng)險(xiǎn)管理體制并未跟上利率市場(chǎng)化改革的步伐,在利率風(fēng)險(xiǎn)管理方面存在一定的缺陷,有必要加強(qiáng)利率風(fēng)險(xiǎn)管理,建立起有效的利率風(fēng)險(xiǎn)防范機(jī)制,與國(guó)際接軌道,利用現(xiàn)代金融企業(yè)管理方法來提高利率風(fēng)險(xiǎn)管理能力,擺脫傳統(tǒng)思想和觀念的束縛。
[Abstract]:Interest rate marketization is the product of financial liberalization, which is of great significance to the improvement of financing efficiency, the construction of pricing mechanism of financial institutions, the formation of standardized financial market environment and the formation of microscopic transmission mechanism of monetary policy. The reform of interest rate marketization in our country began in 1978, but the reform before 1996 was very slow. Since 1996, the reform of interest rate regulation in our country has been promoted rapidly. The deregulation of interest rate and the gradual realization of the pricing power controlled by the market bring many benefits to commercial banks, but also accompany many risks that can not be ignored, among which the interest rate risk is especially serious. Therefore, banks will face new challenges in interest rate risk management. Compared with other countries' interest rate marketization reform, the interest rate marketization of our country is not exactly the same as that of other countries because of the political system, the present economic situation and the composition of the market structure. Therefore, under the background of interest rate marketization in our country, when commercial banks carry out interest rate risk management, they can not copy foreign management methods or ignore foreign management methods. Under the background of interest rate marketization, the interest rate risk of commercial banks is universal and long-term, but under the long-term interest rate control, the commercial banks of our country not only pay less attention to the interest rate risk management. In the interest rate risk measurement and management tools are also extremely lacking, it is necessary for commercial banks to learn from foreign advanced experience, according to their own characteristics to adopt appropriate methods to prevent and avoid interest rate risk, reduce the loss caused by interest rate risk. Therefore, this paper focuses on the actual situation of interest rate marketization in our country, aiming at the financial system structure and environmental factors under the interest rate marketization, analyzes the causes and characteristics of interest rate risk of Z bank under the interest rate marketization. Combining with the advanced interest rate risk measurement and management methods abroad, this paper makes an analysis of interest rate risk measurement and analysis of the relevant data in 2013 semi-annual report of Z Bank, in order to find the way of interest rate risk management suitable for its actual demand. Through research and analysis, it is found that under the reform of interest rate marketization in China, the whole risk management system has not kept up with the pace of interest rate marketization reform, and there are some defects in interest rate risk management, so it is necessary to strengthen interest rate risk management. To establish an effective interest rate risk prevention mechanism, and to use modern financial enterprise management methods to improve the interest rate risk management ability, and to get rid of the shackles of traditional ideas and ideas.
【學(xué)位授予單位】：鄭州大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.5;F832.33

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本文編號(hào)：1896708