浅谈利率市场化及商业银行的风险管理.docVIP

2014 届 毕 业 论 文 浅谈利率市场化及商业银行的风险管理 学 院： 国际商学院 专 业： 国际经济与贸易 班 级： 国贸1015班 学 号： 0515101531 学生姓名： 竺静嘉 指导教师： 黎国英 日 期： 2014-04-10 浅谈利率市场化及商业银行的风险管理 摘 要 。 关键词 ；；DISCUSSION ON INTEREST RATE LIBERALIZATION AND RISK MANAGEMENT OF COMMERCIAL BANKS ABSTRACT Since 1990 to 1999, China has gradually accelerated the pace of interest rate liberalization. Commercial bank itself occupies an important position in the economic market, the changes of interest rate affect a lot to commercial bank, therefore especially in the liberalization of interest rate, commercial banks have been inevitably faced the influence of the interest rate liberalization. Naturally commercial banks will suffer from the interest rate risk which is one of the most important financial risks, and this phenomenon has attracted a widespread attention from financial experts and international economic organizations in other countries. Therefore, this article discusses the meaning of the interest rate liberalization and current situation of Chinas commercial bank, compares with commercial banks’ risk management methods abroad to get experience value, through studies management mode and selection tool in our country’s commercial bank, points out the impact of interest rate liberalization positive and negative effects to banks. At last proposes risk management methods and strategies that Chinas commercial banks can do to deal with the interest rate liberalization in the conditions of interest rate liberalization. KEY WORDS interest rate liberalization; commercial banks; derivative financial instruments; interest rate risk management目 录 摘 要 I ABSTRACT II 前言 1 1 利率市场化概述 1 1.1 利率市场化理论 1 1.1.1 利率市场化的含义 1 1.1.2 利率市场化的理论基础 1 1.2 我国利率市场化现状 2 1.2.1 我国利率市场化的条件与意义 2 1.2.2 我国利率市场化的进程与政策取向 2 2 我国与国外商业银行利率风险管理现状与分析比较 3 2.1 利率风险管理的内涵 3 2.2 我国商业银行利率风险管理现状 3 2.2.1 我国利率体系的演变进程 3 2.2.2 我国商业银行风险管理的基本状况 3 2.2.3 我国商业银行利率风险管理中存在的问题 4 2.3 国外商业银行利率风险管理研究 4 2.3.1 国外商业银行利率风险识别和测量 4 2.3.2