發(fā)布時(shí)間：2018-04-02 07:17

  本文選題：利率市場(chǎng)化　切入點(diǎn)：國有商業(yè)銀行　出處：《山東大學(xué)》2013年碩士論文

【摘要】：利率市場(chǎng)化是我國改善宏觀調(diào)控的手段和效果的途徑,同時(shí)也是深化金融改革的核心內(nèi)容之一。利率市場(chǎng)化有助于改善金融環(huán)境,提高金融系統(tǒng)運(yùn)行效率,促進(jìn)經(jīng)濟(jì)發(fā)展的潛在能量發(fā)揮。國際利率市場(chǎng)化的經(jīng)驗(yàn)表明,這是一個(gè)長期、曲折的過程,對(duì)于發(fā)展中國家來說,由于其經(jīng)濟(jì)基礎(chǔ)較為薄弱,抗沖擊能力較弱,想要推進(jìn)利率市場(chǎng)化更具有風(fēng)險(xiǎn)性,尤其對(duì)國有商業(yè)銀行的影響巨大。因此,在我國推進(jìn)利率市場(chǎng)化的過程中,對(duì)國有商業(yè)銀行利率風(fēng)險(xiǎn)的研究具有重要的理論價(jià)值和現(xiàn)實(shí)意義。 本文首先對(duì)國內(nèi)外關(guān)于利率市場(chǎng)化的研究現(xiàn)狀進(jìn)行闡述,分析研究改革過程中存在的一些問題；對(duì)國外利率市場(chǎng)化的實(shí)踐進(jìn)行分析總結(jié)；再結(jié)合國外的實(shí)踐對(duì)我國的改革條件進(jìn)行梳理,分析可能對(duì)我國商業(yè)銀行造成的影響。利率市場(chǎng)化首先給商業(yè)銀行帶來的是利率風(fēng)險(xiǎn),包括重新定價(jià)風(fēng)險(xiǎn)、收益曲線風(fēng)險(xiǎn)、基準(zhǔn)風(fēng)險(xiǎn)和期權(quán)風(fēng)險(xiǎn)：利率市場(chǎng)化還會(huì)給商業(yè)銀行帶來其他方面的挑戰(zhàn),面對(duì)挑戰(zhàn),商業(yè)銀行應(yīng)重點(diǎn)采取以下措施：做好利率走勢(shì)分析,優(yōu)化資產(chǎn)負(fù)債結(jié)構(gòu)；增強(qiáng)風(fēng)險(xiǎn)管理意識(shí),加強(qiáng)對(duì)利率風(fēng)險(xiǎn)管理人才的培養(yǎng)；設(shè)立專門的風(fēng)險(xiǎn)管理機(jī)構(gòu),嚴(yán)格執(zhí)行風(fēng)險(xiǎn)管理程序；建立健全利率風(fēng)險(xiǎn)內(nèi)控機(jī)制,提高對(duì)利率風(fēng)險(xiǎn)的防范；積極推動(dòng)金融期貨、期權(quán)市場(chǎng)建設(shè),加強(qiáng)同業(yè)的協(xié)調(diào)。另外還需要穩(wěn)定的宏觀經(jīng)濟(jì)環(huán)境、完善的金融監(jiān)管和法律制度、提高利率政策的制定透明度、保持適度的外匯管理、推動(dòng)金融市場(chǎng)進(jìn)一步發(fā)展等配套措施來減少利率市場(chǎng)化對(duì)商業(yè)銀行的不良影響。
[Abstract]:The interest rate market is the means and effect of our country to improve macro-control, but also the core content of deepening financial reform. The interest rate market will help to improve the financial environment, improve the efficiency of the financial system, promote the potential of economic development. The international interest rate market experience shows that this is a long term. The winding process for the developing countries, because of its weak economic foundation, anti impact ability, to promote the interest rate market is more risky, especially on the impact of state-owned commercial banks is huge. Therefore, in our country to promote the process of marketization of interest rates, has important theoretical value and practical significance of the research on state-owned commercial the bank interest rate risk.
Based on the domestic and foreign interest rate market on the research situation in this paper, analysis the existing problems of the reform process; the practice of foreign interest rate market were analyzed; then combing with practice abroad reform conditions in our country, may influence analysis on China's commercial banks caused by the interest rate market. First bring to commercial banks is the interest rate risk, including repricing risk, yield curve risk, basis risk and option risk: interest rate liberalization will bring other challenges to commercial banks, commercial banks face the challenge, the following measures should be focused on: the interest rate trend analysis, optimize the structure of assets and liabilities; strengthen risk management consciousness and to strengthen the cultivation of interest rate risk management personnel; the establishment of specialized risk management mechanism, strict implementation of the risk management process; establish and improve the interest rate The internal risk control mechanism, improve the prevention of interest rate risk; actively promote financial futures, options market construction, strengthen the coordination of the peers. It also needs a stable macroeconomic environment, improve the financial supervision and the legal system, improve the interest rate policy transparency, maintain foreign exchange management moderately, promoting the further development of the financial market supporting measures to to reduce the adverse effects of interest rate marketization of commercial banks.

【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33;F822.0

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本文編號(hào)：1699349