利率市场化下我国商业银行的利率风险管理(终稿)).doc

摘 要 摘 要 金融业是现代经济的核心，而商业银行则是金融业的核心。商业银行的经营安全与否关系整个国民经济的发展。影响商业银行安全性的因素有三个方面：信用风险、市场风险及操作风险。在利率市场化的背景下，利率风险无疑是商业银行所面临的最主要的市场风险。商业银行该如何应对日益增强的利率风险？本文试图回答这个问题。 本文写作于利率市场化改革的大背景之下，结合最新的商业银行经营资料，针对我国商业银行利率风险管理的现状，从利率预测、利率风险衡量、利率风险控制与经营三个方面，构建了一个比较完整的利率风险管理体系，并就如何巩固和完善该体系提出具体建议，力图对本论题的理论研究及应用实践均有所裨益。 本文共分四章。第一章是绪论，介绍选题背景、意义，引出本论题，并介绍国内外研究现状及本文的研究方法、框架。第二章介绍了我国商业银行所处的背景，主要是对我国利率市场化进程进行简要的回顾和评价，并进一步分析现阶段我国商业银行利率风险管理的状况。第三章构建了一个利率风险管理体系，包括利率预测、利率风险衡量、利率风险控制与经营三个方面。第四章是结论和展望，总结前文，并就如何实现和完善前述体系提出相关建议。 关键词：利率市场化；商业银行；利率风险管理 Ⅱ Ⅱ 西安交通大学本科毕业设计（论文） ABSTRACT PAGE 30 PAGE 29 ABSTRACT Finance is the core of modern economy, and commercial banks are the core of finance. The safety of commercial banks’ management affects the hole national economy. The factors affecting the safety are credit risk、market risk and operating risk. In the background of the interest rate marketization, interest rate risk is undoubtedly the most important kind of market risk that commercial banks are facing. How to deal with the interest rake risk? This paper attempts to answer this question. This article was written in the background of the interest rate marketization. Aiming at the existing problems of demestic commencial banks’ risk management during this present period, and combining the latest information of commercial banks’ management, this article builded a some full framework for interest rate management, which was comprised of interest rate forecast、rate risk measure and rate risk control. To turn this framework ture, this paper also gave some proposals. I hope that this article will benefit to the theory reserch and practical application. This paper has four chapters. The first chapter is a foreword, introduing the background and the significance, leading out the research topic, and introducing the democratic and foreign research status and my research methods and framework. The second chapter introduces the backgound of interest rate marketization. In this chapter, I will give a retrospect and