联系我们

论文查询结果	返回搜索

论文编号：	14359
作者编号：	2320213731
上传时间：	2023/12/12 14:58:30
中文题目：	Z银行利率衍生品业务风险管理研究
英文题目：	Research on Risk Management of Interest Rate Derivatives Product of Bank of Z
指导老师：	王曼舒
中文关键字：	利率衍生品业务；风险管理；商业银行
英文关键字：	Interest rate derivatives business；Risk managemen；Commercial banks
中文摘要：	随着我国金融市场的发展，企业的融资渠道愈发多元化。但是，对于尚未达到上市条件的企业来说，银行贷款仍然是首要选择的融资方式。为了能够将政策利率及时传导至广大市场参与者，我国央行正在积极推进利率市场化改革，我国工商企业由此所面临的利率市场风险日益增大。为了帮助它们及时规避利率市场风险，又能与金融市场接轨，银行系统在宣导“汇率风险中性”的同时，从来没有忽视“利率风险中性”的重要性。在商业银行，能够满足“利率风险中性”的财务制度理念的最为重要的工具产品就是利率衍生品。如何对利率衍生品业务进行风险防范，日益成为了银行业发展的重要课题，但是国内商业银行的解决路径相对并不成熟。本文以笔者供职的Z银行为例，研究该银行利率衍生品业务的风险管理。 本文共分为六个章节。第一章从我国工商企业近几十年来的融资方式以及它们当下在融资过程中所面临的财务难题出发，通过对于国内外相关领域文献的学习，结合本文的创新点，主要介绍本文的研究背景和研究意义。第二章介绍银行利率衍生品业务、利率传导机制和风险管理相关概念界定和理论回顾，为后面提出的优化措施所运用的工具提供理论基础。第三章详细介绍Z银行的利率衍生品业务的发展现状和风险管理现状。第四章，从风险管理四个主要环节的维度找到当前模式所存在的不足之处，找出它们形成的原因及其影响。第五章，逐条探索出相应问题的优化措施,将理论与实际相联系，针对Z银行所面临的个性化场景，找出适合Z银行利率衍生品业务风险管理的具体路径。最后，第六章作为全文的总结，结合全球金融市场以及他国的当下货币政策，管中窥豹，提出了文本的研究不足和对未来的展望。 本文将业务风险分为市场风险、信用风险、操作风险三大类，将风险管理流程分为识别、计量、监测、控制四个环节，对Z银行利率衍生品业务风险管理的实际情况进行分析，寻找当下模式所存在的不足之处，结合实际提出具体优化方案。希望以此为案例，能够为我国银行业在利率衍生品业务方面的发展带来一定的参考意义。
英文摘要：	With the development of China's financial market, the financing channels for enterprises are becoming more and more diversified. However, for enterprises that have not yet met the listing requirements, bank loans are still the first choice of financing. In order to be able to transmit the policy interest rate to the majority of market participants in a timely manner, China's central bank is actively promoting interest rate market reform, China's industrial and commercial enterprises are facing increasing interest rate market risk. In order to help them avoid interest rate market risks in a timely manner, but also be able to connect with the financial market, the banking system has never neglected the importance of "interest rate risk neutrality" while promoting "exchange rate risk neutrality". In commercial banks, the most important tool that can satisfy the financial system concept of "interest rate risk neutrality" is interest rate derivatives. How to prevent the risk of interest rate derivatives business has become an important issue for the development of the banking industry, but the solution path of domestic commercial banks is relatively immature. This paper takes Bank Z, where the author works, as an example to study the risk management of the bank's interest rate derivatives business. This paper is divided into six chapters. The first chapter starts from the financing methods of China's industrial and commercial enterprises in the past few decades and the financial problems they face in the financing process at present, through the study of relevant literature in the field at home and abroad, combined with the innovation point of this paper, mainly introduces the research background and research significance of this paper. Chapter 2 introduces the definition and theoretical review of the concepts related to bank interest rate derivatives business, interest rate transmission mechanism and risk management, which provides the theoretical basis for the tools used in the optimization measures proposed later. Chapter 3 details the current development of Bank Z's interest rate derivatives business and the current status of risk management. Chapter 4, identifies the deficiencies of the current model in terms of the dimensions of the four main aspects of risk management, and finds out the reasons for their formation and their impact. In Chapter 5, the optimization measures of the corresponding problems are explored one by one, linking theory and practice to find out the specific paths suitable for the risk management of Bank Z's interest rate derivatives business in light of the individual scenarios it faces. Finally, Chapter 6, as a summary of the whole paper, takes into account the global financial market and the current monetary policies of other countries, and puts forward the research deficiencies of the text and the outlook for the future. This paper divides the business risk into three categories: market risk, credit risk and operation risk, and divides the risk management process into four links: identification, measurement, monitoring and control. It analyses the actual situation of the risk management of Z Bank's interest rate derivatives business, searches for the deficiencies in the current model, and puts forward specific optimization solutions in combination with the actual situation. It is hoped that this is a case study that can bring certain reference significance to the development of China's banking industry in the interest rate derivatives business.
查看全文：	预览  下载(下载需要进行登录)