利率市场化下我国商业银行利率风险管理研究(2).docVIP

利率市场化下我国商业银行利率风险管理研究 江南大学太湖学院学士学位论文 PAGE \* MERGEFORMATII 编号 无锡太湖学院 毕业设计（论文） 题目：利率市场化下我国商业银行利率风险管理研究 经管 系 金融学 专业 学 号： 0912822 学生姓名： 吕晓莉 指导教师： 李岸 （职称： ） 指导老师： （职称： ） 二〇一三年五月 PAGE \* MERGEFORMATIV 摘 要 随着利率市场化改革的推进，利率风险是商业银行面临的最主要的市场风险之一，广泛引起了各国货币管理当局和经济学家的高度重视。本文以我国利率市场化为背景，以我国商业银行利率风险管理研究为主线，商业银行面临的风险有利率波动引起的利率敏感性缺口风险、基差风险、收益曲线风险、重新定价风险等利率风险。本文就我国目前商业银行利率风险的现状，我国商业银行利率风险管理存在着商业银行缺少利率风险的专业人才和管理工具、资产负债率偏高，资产负债管理不平衡、商业银行利率管理体制尚需完善、缺乏丰富有效的金融衍生产品、现行利率政策和金融法规存在缺陷、尚未形成一个完善的金融市场等五大问题，提出了一些加强和完善我国利率风险管理的措施有：加强商业银行风险管理意识和人才培养、加强以利率风险管理为中心的资产负债管理、完善利率风险机制及发展完善金融市场。 关键词：利率市场化；商业银行；利率风险；管理 Abstract With the development of market-oriented interest rate reform, interest rate risk is one of the main market risk faced by commercial banks, widely attracted the attention of national monetary authorities and economists. Based on the interest rate marketization of our country as the background, to study the interest rate risk management of Commercial Bank of our country as the main line, commercial banks face the risk of interest rate fluctuation is interest sensitive gap risk, basis risk, yield curve risk, repricing risk, interest rate risk. This paper will present the status of commercial bank interest rate risk, interest rate risk management of commercial banks in China have commercial banks lack of interest rate risk professionals and management tools, the high rate of assets and liabilities, assets and liabilities management unbalance, interest rate management of commercial banks still need to improve, the lack of rich and effective financial derivative products, the current interest rate policy and financial regulations flawed, has not yet formed five big problems of a perfect financial market, and puts forward some strengthening and perfecting our countrys interest rate risk management measures are: to strengthen the commercial bank risk management consciousness and cultivation of talents, strengthen the manageme