商业银行汽车贷款状及利率防范.docVIP

商业银行汽车贷款现状及利率防范 Car Loan Interest Rate and Risk Prevention of Commercial Bank 摘 要 汽车作为国家支柱产业和启动消费的一大增长点，受到人们极大的关注。但是我国目前的汽车金融风险管理还不健全。如何加强汽车信贷利率风险管理，减缓利率变动对商业银行造成的冲击，对于商业银行运营安全非常重要。本文提出了当前我国防范汽车消费信贷利率风险几项对策，分别是汽车贷款品种多元化、加强对其中隐含期权的风险管理和利用表外工具实现利率风险规避。通过本文的研究，我们可以对当前我国汽车信贷面临的利率风险有更为清晰和深刻的认识，在此基础上形成适应我国实际的风险预测、控制和分散转移的办法，对未来我国商业银行汽车消费信贷部门利率风险管理和我国汽车金融市场的健康发展都有着实际的参考意义。本文在研究过程中采用缺口模型中的利率敏感性方法和久期模型方法对开展汽车消费信贷所产生的利率风险进行计量，并在计量计算过程中对模型各项因子拆分计算，逐个分析模型中的变量，然后以模型得出的结论为依据提出风险管理策略。 关键词：隐含期权 表外工具 利率敏感性方法 久期模型方法 Abstract Car as a national pillar industry and to start a major growth point are under a greet attention. but Chinas current automotive financial risk management is not perfect . How to strengthen the management of auto credit interest rate risk, slow down the rate change on the impact of commercial Banks, the commercial Banks operating safety is very important . Several countermeasures to prevent car consumption credit interest rate risk are Auto loans species diversity , to strengthen the risk management of implicit options , Use of off-balance-sheet vehicles to realize interest rate risk. Through the study of this article, we can on the current interest rate risk facing auto credit in China have more clear and deep understanding, On the basis of this form to adapt to the reality of our country risk prediction, control and spread way. In the future our country commercial bank interest rate risk management of auto consumption credit department and the healthy development of the auto finance market in China has a practical reference value. In the process of research in this paper using the method of the interest rate sensitivity gap model and duration model method for automobile consumption credit to measure interest rate risk, and in the process of measuring calculation to break up the calculation model of various factors . Then based on model conclusion risk management strategies are put forward.. Keywords: implied options Off-balance-sheet vehicles Interest rate s