本文選題：資產(chǎn)負(fù)債管理 + 利率市場(chǎng)化��； 參考：《河北大學(xué)》2014年碩士論文

【摘要】：資產(chǎn)負(fù)債管理在商業(yè)銀行經(jīng)營(yíng)管理中占據(jù)著重要的地位，代表著國(guó)際上商業(yè)銀行經(jīng)營(yíng)管理的先進(jìn)水平，它是一種全方位的管理方法，是商業(yè)銀行為達(dá)到既定的經(jīng)營(yíng)目標(biāo)，對(duì)各項(xiàng)業(yè)務(wù)進(jìn)行協(xié)調(diào)管理。我國(guó)自1994年全面推行資產(chǎn)負(fù)債比例管理，經(jīng)過(guò)數(shù)十年的發(fā)展，，對(duì)資產(chǎn)負(fù)債從單純的比例管理逐漸擴(kuò)展到資產(chǎn)負(fù)債表管理，在理論和實(shí)踐中有了很大的創(chuàng)新，商業(yè)銀行資產(chǎn)負(fù)債管理水平也有了很大的提高。然而始于2007年的全球金融危機(jī)，暴露了資產(chǎn)負(fù)債管理的一系列問(wèn)題和缺陷。面對(duì)金融危機(jī)后復(fù)雜的經(jīng)濟(jì)金融環(huán)境以及利率市場(chǎng)化的改革，我國(guó)商業(yè)銀行資產(chǎn)負(fù)債管理面臨嚴(yán)峻挑戰(zhàn)。一方面，我國(guó)商業(yè)銀行利潤(rùn)來(lái)源嚴(yán)重依賴?yán)⒉�；另一方面，我�?guó)商業(yè)銀行的經(jīng)營(yíng)管理一直處于有利的監(jiān)管環(huán)境下。隨著利率市場(chǎng)化改革的深化，今后銀行業(yè)的競(jìng)爭(zhēng)必然十分激烈。那么促進(jìn)資產(chǎn)負(fù)債管理轉(zhuǎn)型，提高資產(chǎn)負(fù)債管理效能成為商業(yè)銀行提高核心競(jìng)爭(zhēng)力的必然選擇。 首先，本文回顧了西方商業(yè)銀行資產(chǎn)負(fù)債管理理論的發(fā)展過(guò)程，討論了現(xiàn)代商業(yè)銀行資產(chǎn)負(fù)債管理的方法；其次，介紹了我國(guó)商業(yè)銀行資產(chǎn)負(fù)債管理的歷史沿革，并從我國(guó)商業(yè)銀行資產(chǎn)負(fù)債的總量、結(jié)構(gòu)、資產(chǎn)負(fù)債管理三個(gè)角度對(duì)現(xiàn)狀進(jìn)行深入分析；再次，以NIM為核心，同時(shí)輔助參考ROA，考察我國(guó)商業(yè)銀行運(yùn)用資產(chǎn)負(fù)債管理的效能；然后，根據(jù)前文的分析提出我國(guó)商業(yè)銀行資產(chǎn)負(fù)債管理現(xiàn)階段存在的問(wèn)題，這些問(wèn)題表現(xiàn)為金融監(jiān)管較嚴(yán)導(dǎo)致金融創(chuàng)新不足、商業(yè)銀行對(duì)資產(chǎn)負(fù)債管理的重視程度不夠、管理方法單一、資產(chǎn)負(fù)債結(jié)構(gòu)不合理和資產(chǎn)負(fù)債業(yè)務(wù)創(chuàng)新能力有待提高等方面；最后，針對(duì)上述問(wèn)題，從監(jiān)管、深化利率市場(chǎng)化改革及商業(yè)銀行內(nèi)部資產(chǎn)負(fù)債管理組織體系、資產(chǎn)負(fù)債結(jié)構(gòu)等方面，對(duì)資產(chǎn)負(fù)債管理提出一系列完善建議。
[Abstract]:Asset-liability management plays an important role in the management of commercial banks and represents the advanced level of management of commercial banks in the world. It is a comprehensive management method and a commercial bank in order to achieve the established business objectives.Coordinate and manage all kinds of business.After decades of development, the proportion management of assets and liabilities has gradually expanded from simple proportional management to balance sheet management in our country since 1994, and has made great innovations in theory and practice.The management level of assets and liabilities of commercial banks has also been greatly improved.However, the global financial crisis, which began in 2007, exposed a series of problems and defects in asset liability management.Facing the complicated economic and financial environment after the financial crisis and the reform of interest rate marketization, the management of assets and liabilities of commercial banks in China is facing severe challenges.On the one hand, the profit source of commercial banks in our country depends heavily on the bad interest; on the other hand, the management of commercial banks in our country has always been in a favorable regulatory environment.With the deepening of interest rate marketization reform, the competition in the banking industry will be very fierce in the future.Therefore, to promote the transformation of asset liability management and improve the efficiency of asset liability management has become the inevitable choice for commercial banks to improve their core competitiveness.Firstly, this paper reviews the development of asset-liability management theory in western commercial banks, discusses the methods of asset-liability management in modern commercial banks, and secondly, introduces the history of asset-liability management of commercial banks in China.And from the total amount of assets and liabilities of commercial banks in China, structure, asset liability management of three angles to in-depth analysis of the current situation; thirdly, with NIM as the core, at the same time auxiliary reference to the role of commercial banks in the use of assets and liabilities management, the effectiveness of assets and liabilities management;Then, according to the previous analysis, the paper points out the problems existing in the current stage of asset liability management of commercial banks in our country. These problems are characterized by insufficient financial innovation due to strict financial supervision, and insufficient attention to asset liability management by commercial banks.The management method is single, the structure of assets and liabilities is unreasonable, and the innovation ability of assets and liabilities business needs to be improved. Finally, in view of the above problems, from the aspects of supervision, deepening the reform of interest rate marketization and the internal assets and liabilities management organization system of commercial banks,The structure of assets and liabilities, and so on, put forward a series of perfect suggestions to the management of assets and liabilities.
【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】：2014
【分類(lèi)號(hào)】：F832.33;F830.42

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