【作者】 胡静；

【导师】 张忠桢；

【作者基本信息】 武汉理工大学 ， 金融工程与管理， 2010， 博士

【摘要】 随着国际金融市场的深刻变革和国内经济的高速发展,我国金融系统也在发生着深刻的变化。创新发展商业银行中间业务是我国金融业的一大新课题,是银行系统乃至整个经济领域一项战略性任务。中国加入WTO组织,外资金融机构大量进入我国金融市场,并以强大的优势涉足我国银行中间业务的经营,标志着我国商业银行中间业务的发展进入了一个新阶段。本文运用比较分析的方法对国内外商业银行的创新机制建设进行类比,找出了我国存在的差距；在此基础上,通过规范分析与实证研究相结合、理论分析与定量分析相结合,并采用详实的数据、图表,运用经济学、会计学、市场营销学及金融工程学原理和归纳演绎等方法,分别对我国商业银行中间业务创新过程中面临的收费定价机制、风险内部防范及外部监管等主要问题进行了重点分析和研究。全文主要研究内容包括四个部分：(1)深入探讨了我国商业银行中间业务市场结构特征、需求状况及市场行为;通过对国内外商业银行中间业务发展与创新动力因素进行分析比较,对描述商业银行中间业务创新发展动因的"TRICK"模型进行了深入研究；结合我国的国情和商业银行中间业务发展的特点,在"TRICK"模型的基础上,提出了影响我国商业银行中间业务创新发展的“6+1+1”动力机制模型。(2)从金融界和消费者对目前商业银行中间业务定价产生的认识误区入手,论述了商业银行中间业务创新定价机制研究的必要性；分析了商业银行中伺业务定价机制的内涵及有关中间业务收费与定价权限的相关争议；对商业银行中间业务价格的决定机制分别从中间业务产品价格的内涵、定价的特征、定价的基本原则、定价的基本程序、定价的目标、定价的影响因素、定价的策略等方面展开了较全面的研究；提出了两类商业银行中间业务产品综合定价模型。(3)分别从中间业务风险的理论界定、风险类别、风险的特殊性等方面对商业银行的中间业务风险进行了基本的理论分析;归纳了商业银行中间业务风险的形成机理及风险识别的流程；对商业银行中间业务评估体系中几种运用广泛的风险评估方法进行了比较分析及评价；运用VaR模型对收益率服从正态分布的中间业务产品市场风险进行了案例分析：并进一步提出了商业银行中间业务风险内部防范的必要性及防范原则,构建了风险控制的简易模型。(4)通过金融衍生产品市场巨额亏损事件和世界主要银行因监管不力而造成倒闭及巨额亏损的例证,论证了应对我国商业银行中间业务加强外部监管的意义；通过对国外银行业监管模式及具体措施的分析,预测了我国商业银行中间业务监管创新的未来发展趋势。更多还原

【Abstract】 With the deep revolution of international financial market and the high development of national economy, Chinese financial system is experiencing significant change. The creative development of intermediary business in commercial banks is a new subject which is a strategic task for bank system and even for the whole economic field.:It means that the development of Chinese commercial bank’ intermediary business has stepped into a new stage when a mass of foreign financial institutions, enter into Chinese financial markets and start to set foot in domestic banks’intermediary business with powerful advantage after china’s entry into WTO.The article is trying to analyze the creative mechanism of commercial banks at home and abroad by the methods of comparison analysis and induction-deduction in order to find out china’s disparity. In the foundation, the article mainly analyses, and researches about pricing mechanism, internal risk control arid external risk supervision faced by domestic commercial banks during innovation by the means of combining normative analysis with positive analysis and combining theoretic analysis with quantitative analysis through detailed data, graphs and the theories of economics, accounting, marketing and financial engineering.This article mainly includes four parts:(1) The article-discusses the instructive features, demand and behavior characteristics of intermediary business market in Chinese commercial banks; it researches deeply on the "TRICK"model which’describes the motivation of creative development for intermediary businesses by comparing.development and creative motivation of intermediary business in commercial banks at home and abroad. According to Chinese situation and characteristics of intermediary business, based on "TRICK" model, the article proposes "6+1+1" dynamic mechanism model which can reflect influence factors of intermediary businesses’creative development in Chinese commercial banks.(2) After stated the misunderstanding of commercial circle and consumers on the pricing of intermediary businesses, this article discusses the necessity of creative price mechanism research of intermediary businesses in commercial banks, analyzes connotation of price mechanism and relative argument on pricing power for intermediary businesses, gives comprehensive research on determination mechanism of intermediary businesses’prices from views of price’s connotation, features, principles, procedures, goals, influential elements and strategies of pricing for intermediary business products, and then proposes two kinds of synthetically pricing model of intermediary business products.(3) The article gives a basic theoretic analysis of intermediary business’risk from several aspects including the theoretical definition, categories and particularity. It concludes the risk’s formation mechanism and distinguishing procedures of commercial banks’intermediary business. It does the comparison and evaluation of several risk evaluating methods which are used widely in the evaluation system of commercial banks’intermediary business. It uses VaR model to proceed the case analysis to market risk of intermediary business products whose return rate presents normal distribution. It further points out the necessity and rules of internal risk control and constructs the simple model of risk control.(4) The article proves that we should pay more attention to the external control of Chinese commercial banks’intermediary business by enumerating the drastic loss events of financial derivatives and giving the examples that famous banks in the world suffered bankruptcy and drastic loss because of bad regulation. It also predicts the trend of supervision innovation for Chinese commercial banks’intermediary businesses by analyzing foreign banks’regulatory approach and concrete measurements.更多还原