利率衍生工具在我国商业银行利率风险管理中的运用.docxVIP

本科生毕业论文（设计） 题 0 利率衍生工具在我国商业银行利率风险管理中的运用 学 院 经济学院 专 业 金融学 学生姓名 学 号 0641024057 年级 指导教师 教务处制表 二O — O年五月十五日 利率衍生工具在我国商业银行利率风险管理中的运用 经济学院金融学（双语）专业 摘要：论文对利率衍生工具在我国商业银行利率风险管理中的运用进行了研究。首先，从法规、交 易品种、参与者、市场交易方面概述了我国利率衍生工具发展现状，分析商业银行面临的利率风险及其 管理特点。其次，通过指出利率衍生工具具有的防范固定收益证券跌价风险、拓展经营范围等优势，探 讨商业银行可以利用现有的远期利率协议和利率互换进行利率风险管理；随着利率衍生工具市场的进一 步发展，商业银行在未来还可以利用利率期货、利率期权及更多的衍生工具进行风险管理。最后，从利 率衍生工具市场建设、交易监管、商业银行准备三个方面对促进利率衍生工具在我国商业银行利率风险 管理中的运用提出建议。 关键词：利率衍生工具，商业银行，风险管理 The Use of Interest Rate Derivatives In The Interest RateRisk Management of China^s Commercial Bank Finance Student: Zhao Xiaoqiu Tutor: Xiang Yu Abstract: This article has researched the use of interest rate derivatives in the interest rate risk management of Chinas commercial banks? Firstly, it summcrizcd the current status of the interest rate derivatives in respects of laws, varieties, paticipators and transetions, and analyzed the our commercial banks interest rate risk and the charicteristics of their risk management. Then, After a further study of the strengths of using interest rate derivatives, such as preventing the fixed-return securities from devaluating, expanding the banks business and so on, this paper dcalcd with the use of the current existing forward rate management and interest rate swap in banks risk management. With the development of interest rate derivative market, commercial bank may use interest rate fiiturc and interest rate option and other more interest rate derivatives to manage risk? In the end, this article gave some suggestions to advance the use of interest rate derivatives in banks9 interest rate risk management, concerning the constmction of interest rate derivative market, supervisory on the interest rate derivative transactions and preparations of commercial banks? Key words: interest rate derivatives, commercial bank, risk management 目 录 TOC \o 1-5 \h \z \o Current Document 0绪论 1 \o Current Document 0.1选题背景与意义 1 \o Current Document 0.2国内外相关理论与文献综述 1 \o Current Document 0.3