【作者】 段瑞华；

【导师】 施本植；

【作者基本信息】 云南大学 ， 国际贸易学， 2015， 硕士

【副题名】基于我国利率市场化改革背景

【摘要】 利率市场化改革一直以来都是我国金融改革的重要内容,它有益于充分发挥市场的作用,优化资源配置,提高经济运行效率。当前,我国利率市场化改革已经进入了最后的关键时期,利率市场化改革的步伐不断加快,存贷款利率的不断调整、存款保险制度的建立、大额定期存单的发行,资产证券化的推出,都进-步助推了利率市场化改革的完成。2015年是全面深化改革的关键之年,是全面推进依法治国的开局之年,也是全面完成“十二五”规划的收官之年。对于商业银行而言,利率市场化改革必然带来银行利差收窄,利息收入降低,加之我国目前经济增长速度放缓,经济发展进入“新常态”,银行经营压力也不断增大。因此,在利率市场化改革深化阶段,如何有效化解利率风险,并顺利完成商业银行的“二次转型”,成为商业银行面临的主要问题。一直以来,利差收入在我国商业银行的营业收入中所占的比重都较大。利率市场化改革的推进,促进了市场竞争,有利于资源的有效配置,但也必然将商业银行的资产负债缺口暴露于风险当中。如何有效度量和防范利率风险,成为我国商业银行开展风险管理工作的关键。本文主要从我国商业银行的经营管理实际出发,尝试运用当前我国商业银行普遍采用的敏感性缺口管理方法,对我国各商业银行在利率市场化改革中面临的利率风险进行度量。并结合我国当前商业银行目前面临的一些挑战,提出相应的建议。虽然长期以来利率敏感性缺口管理方法直为各家各商业银行所普遍采用。但是,由于利率敏感性缺口管理方法属于事后管理,其在利率风险的预测方面还具有局限性,我国商业银行在利率风险管理能力上仍有待加强。更多还原

【Abstract】 The market-oriented reform of interest rate is a significant content in our financial reform. It is beneficial to give full play to the role of the market, it is conductive to optimizing the allocation of resources, it helps to improve the efficiency of economic operation. At present, China’s market-oriented interest rate reform has entered a critical period of the last step, and the government has taken many measures to complete this reform, such as establishing the deposit insurance system, issuing the Certificates of Deposit. The year of2015is a crucial year for comprehensive deepening reform, it is also a finish of China’s twelfth five year plan. As for the commercial bank, the reform will inevitably lead to the narrow of bank spreads and the lower of the interest income. At present, China’s economic growth rate is slowing down, it brings a big pressure to the commercial bank. In this period, how to effectively manage the interest rate risk and successfully completed the transformation become a major problem faced by the commercial banks.For a long time, interest income is the main part in commercial banks’operating income. The development of the market-oriented interest rate reform is beneficial to the market competition. It is good for the effective allocation of resources. But it also brings the interest rate risk to the commercial banks. So how to measure and manage the interest risk become the main challenge of the commercial banks. This article is try to use the interest rate sensitivity gap model to measure the interest risk of the commercial banks during the market-oriented interest rate reform. Moreover, it try to analysis the new backgrounds of our country’s economics and finally give out some suggestions to the commercial banks, the interest rate sensitivity gap model is widely used to measure the commercial bank’s interest risk, but it also has some defects. It cannot be used to predict the interest rate risk in the future, so we also need to make some improvements about it.更多还原