本文關(guān)鍵詞： 利率市場化 利率風(fēng)險 利率風(fēng)險管理　出處：《蘇州大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：利率市場化是我國金融體制改革的核心內(nèi)容之一，它有助于改善我國的經(jīng)濟金融環(huán)境，提高金融系統(tǒng)的運行效率，充分發(fā)揮市場中“看不見的手”的作用，推動經(jīng)濟向更高方向發(fā)展。然而，由于我國金融市場起步較晚，基礎(chǔ)薄弱，商業(yè)銀行又長期處在利率管制下缺乏自主管理能力，在推進利率市場化的過程中存在著很多問題和難點。隨著我國金融體制改革的不斷深化和利率市場化進程的不斷推進，利率風(fēng)險在我國商業(yè)銀行的經(jīng)營過程中扮演著更為重要的角色，如何應(yīng)對利率形勢的變化，提高自身利率風(fēng)險管理的水平，就成為了當(dāng)前的一項緊迫任務(wù)。 本文將在此背景下，從利率市場化和利率風(fēng)險的理論基礎(chǔ)出發(fā)，，借鑒國外商業(yè)銀行利率風(fēng)險管理的先進經(jīng)驗和方法，并結(jié)合我國利率市場化中的實際情況和問題，用多元線性回歸模型及利率敏感性缺口模型，對相關(guān)的利率指標(biāo)進行分析，研究利率市場化對于我國商業(yè)銀行的收益及風(fēng)險究竟有何影響。通過分析目前我國商業(yè)銀行在應(yīng)對利率市場化過程中存在哪些問題和難點，提出有針對性的對策和建議。
[Abstract]:Interest rate marketization is one of the core contents of our country's financial system reform. It can help to improve our country's economic and financial environment, improve the efficiency of the financial system, and give full play to the role of "invisible hand" in the market. Promote the development of economy in a higher direction. However, due to the late start of our financial market and its weak foundation, commercial banks have long been in a lack of independent management ability under interest rate control. There are many problems and difficulties in the process of promoting the marketization of interest rate. Interest rate risk plays a more important role in the management of commercial banks in China. How to cope with the change of interest rate situation and improve the level of interest rate risk management has become an urgent task. Under this background, starting from the theoretical basis of interest rate marketization and interest rate risk, this paper draws lessons from the advanced experience and methods of interest rate risk management of foreign commercial banks, and combines the actual situation and problems in the interest rate marketization in our country. By using multiple linear regression model and interest rate sensitivity gap model, the relevant interest rate indicators are analyzed. This paper studies the influence of interest rate marketization on the profit and risk of commercial banks in China. By analyzing the problems and difficulties existing in the process of dealing with the marketization of interest rate, this paper puts forward some countermeasures and suggestions.
【學(xué)位授予單位】：蘇州大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F822.0;F832.33

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本文編號：1502618