金融衍生工具在信贷风险管理中的应用研究-金融学专业论文.docxVIP

提 提 要 商业银行的资产业务中，贷款业务所占的比重最大，也是目前我国商业银行 获取利润的主要渠道。在当今错综复杂的形式下，防范信贷风险依然十分必要。 本文从一个较新的视角——金融衍生工具如何规避金融风险的角度，对商业银行 的信贷风险的管理进行深入、系统的探讨。 本文先对商业银行的信贷风险进行了简单的介绍，然后对传统的风险管理方 法即保险、投资组合、资产负债管理法进行了研究，指出了在当前金融形式错综 复杂、各种金融产品价格频繁波动的形式下传统的风险管理方法的不足之处。进 而引出了一种新型的风险管理方式——金融衍生工具。然后从金融衍生产品能够 将混合在一起的风险进行分散并转移的特性着手，先对金融衍生品的避险功能进 行分析，明确其对混合在一起的信用风险和市场风险进行有效的防范，是一种优 于传统的风险管理方式的风险管理手段。进而将其避险功能引入商业银行信贷风 险的管理，以求商业银行在目前错综复杂的金融形式下规避风险、提高效率。最 后提出金融衍生工具是一把“双面刃”，在规避风险的同时也带来了新的风险， 要完善商业银行的风险防范机制。 【关键词】：商业银行信贷风险金融衍生工具 风险管理 AbstractLoan--making，owing Abstract Loan--making，owing the greatest portion to all the asset business activities of commercial banks，is the main of profit．How to prevent credit risk is indispensable in the present complicated social situation．This thesis discusses the management of loan risk of commercial banks deeply and systematically frOm new angle of view--how to prevent financial risk by the means of financiaI derivatives． The thesis begins with the introduction of loan risk of commercial bank， and then this basis the loan risk of commercial bank in China is analyzed． Through studying the traditional manner of risk management，namely． insurance，portfolio and asset--liability--ratios management，the article points out that the traditional manner of risk management not meet the needs of risk precaution in such complicated situation that the prices of financial products fluctuate severely．Then the article introduces new instrument to manage risk——financiaI derivatives This article analyzes the derivatives’ character of unbind and divert risk，points out derivatives manage mixed risk of credit risk and market risk effectively new risk management instrumenl prior to the conditional ones．and explores the techniques of hedge which are used to manage credit risk，interest ratio risk，exchange rate risk to decrease risk and upgrade efficiency．Like every thing has two sides．financial derivatives may bdng in tremendous risk to financial institution that manages risk by financial derivat