利率市场化下交通银行上海分行利率风险管理-工商管理专业论文.docxVIP

研究生优秀毕业论文 大连理工大学专业学位硕士学位论文摘要 大连理工大学专业学位硕士学位论文 摘要 我国利率市场化已进行了17年左右的时间，银行利率波动带来的风险正在被世界 各国广泛关注，但是全球性的能指导利率波动的理论知识和实践经验比较缺乏，其应对 风险的能力相对于现今利率市场化的程度而言，仍然是远远不够的。因此，如何在顺应 时代利率市场化前提下，有效预防和控制银行利率波动带来对各国经济的影响，是本研 究主要解决的问题。 本文在对国内外有关利率风险问题研究进行综述的基础上，对国内外经典金融理论 和优秀的金融风险处置经验进行深入剖析下，阐述了交通银行上海分行利率风险管理现 状，其中包括交通银行上海分行的基本情况介绍、交通银行上海分行所面临的利率环境， 以及交通银行上海分行的利率风险管理状况进行了具体描述。其次，对交通银行上海分 行的利率风险水平、抵御风险能力等进行了分析，指出其存在的资产负债结构不匹配、 抵御风险的水平低等问题，对问题的原因：缺少利率风险管理的高级人才、资产负债结 构不合理、银行内部利率风险管理体制不健全进行了具体分析；最后，构建了一套适合 交通银行上海分行具体情况的可实际操作的理论体系，包括了能对利率风险的预测、分 析和控制等具体理论指导等。 关键词：交通银行上海分行；利率市场化；利率风险管理 万方数据 Interest Interest Rate Risk Management of Shanghai branch of Bank of Communications under Interest Rate Liberalization Abstract In our country，the history of interest rate liberalization is 1 7 years．The interest risk is focused on by all the countries in the world，the ability to handle the risk is also not enough， just because we lack of theoretical knowledge and practical experience．So the main purpose of this research is to find a way to manage interest rate rapidly and effectively under interest rate liberalization． Thestudy，on the base of theories about interest rateandthe experience of developed COuntries． describes the Interest rate risk management’S current situation of Shanghai branch,including basic situation introduction，its interest-rate environment and interest rate risk management of Shanghai branch．And then this article analyzes the level of interest risk and capability in shielding against risks，showing that there are some problems existing in structure of assets and liabilities and level of withstand risks．The study also analyzes the reasons，which are lack of advanced talents in interest risk management，unreasonable capiml construction and poor risk management systems．Finally we build the interest rate risk management system suitable for Shanghai branch of Bank of Communications，includingmeasurement of interest risks， identification of interest risks．and the control of it． Key Words：Intere