利率市场化进程中我国中小型商业银行利率风险管理研究-产业经济学专业论文.docxVIP

重庆大学 重庆大学硕士学位论文 英文摘要 PAGE PAGE IV of banks, the total amount of five state-owned commercial banks in terms of size, profit levels, total deposits and loans of asset occupied half of the market, however, small and medium commercial banks are at a disadvantage position. ③ Empirical analysis shows that Chinas small and medium sized commercial bank balance sheet structure are short by long loan type. ④ Fluctuations in interest rates affect short-term performance of small commercial banks, long-term interest income of the largest joint-stock commercial banks are affected less by interest rate fluctuations. ⑤ Domestic commercial banks are short of interest rate risk management awareness and capacity, especially for small and medium commercial banks. ⑥ With the liberalization of interest rates gradually increasing, the small and medium commercial banks put emphasis on interest rate risk management after tasting the bitterness of interest rate risk management deficiencies. ⑦ Impact of the interest rate liberalization for small and medium commercial banks could be divided into short-term stage effect and long-term strategic effect, the choice of short-term measures mainly based on the perspective of adapting to survive and turning crises into opportunities. However, the long term measure are mainly from the ability improving and operation strategy. Keywords: Interest rate liberalization, medium and small sized commercial bank, interest risk management 重庆大学硕 重庆大学硕士学位论文 目 录 目 录 中文摘要I 英文摘要 II 1 绪 论 1 1.1 研究的背景及意义 1 1.1.1 选题背景 1 1.1.2 研究意义 1 1.2 国内外研究现状综述 2 1.2.1 利率市场化方面 2 1.2.2 利率风险测度和管理 3 1.3 研究内容、方法和创新之处 4 1.3.1 研究的主要内容及框架 4 1.3.2 研究方法 4 1.3.3 创新之处 5 2 利率市场化与利率风险管理：理论基础 6 2.1 利率市场化及其内涵 6 2.1.1 金融抑制和金融深化理论 6 2.1.2 金融约束理论 7 2.2 利率风险的相关理论 8 2.2.1 利率风险及其内涵 8 2.2.2 利率风险测度方法 9 2.2.3 利率风险管理理论 15 3 利率市场化：国内外实践及经验 16 3.1 我国的利率市场化进程 16 3.2 国外利率市场化实践 18 3.2.1 美国的利率市场化 18 3.2.2 阿根廷的利率市场化 19 3.2.3 韩国的利率市场化 20 3.2.4 国外利率市场化实践的经验 21 4 利率市场化对我国中小