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论文编号：	14900
作者编号：	2320213507
上传时间：	2024/12/5 19:55:30
中文题目：	A城市商业银行同业业务风险管理研究
英文题目：	Research on Inter bank Business Risk Management of A City Commercial Banks
指导老师：	张耀伟
中文关键字：	城市商业银行；A银行；银行同业业务；风险管理
英文关键字：	city commercial banks; Bank A; inter-bank business; risk management
中文摘要：	近几年来，外有俄乌冲突、能源紧缺、发达经济体货币政策紧缩等多因素影响，内有新冠疫情多发散发、房地产市场下行等超预期因素冲击，内外部环境形势复杂多变，商业银行持续稳健经营面临诸多挑战，美国硅谷银行破产、瑞士信贷银行被收购、国内多家银行吸收合并等案例也给商业银行经营管理敲响了警钟。而银行同业业务是各大银行类金融机构流动性管理工作、保障机构持续稳健经营的重要工具。银行同业业务是一把双刃剑，合理有序地运用，可以为机构调节流动性、支持机构健康发展提供帮助；粗放无序地运用，则会产生较大的风险敞口，给机构带来相应的风险隐患。因此，银行同业业务的风险防控工作至关重要。 A银行是国内北方地区一家城市商业银行，受到地区经济严重下滑等内外部因素影响，其经营压力持续增加，因此，对A银行的经营及风险管理水平提出更高要求。同业业务作为A银行重要的支柱型业务，对其同业业务风险管理进行研究，对提高A银行经营效益及稳定性都具有非常重要的意义。本文以A银行为研究对象，对其同业业务面临风险、风险管理问题及成因加以研究。首先，总结A银行同业业务发展情况，梳理出A银行同业业务开展中面临的主要风险，包括流动性风险、信用风险、操作风险及合规风险。接着分析A银行同业业务风险管理存在问题，主要包括：头寸管理主动性缺失、流动性指标监测不完善、授信准入政策不清晰、内部评级系统不完善、授信限额测算过于简单、存续期管理不健全、内部监管不到位等。最后，针对以上问题分析成因，并提出了强化A银行同业业务风险管理能力的针对性建议，主要包括：业务结构优化、明确授信业务实施细则、建立机构客户内部评级及授信额度测算体系、健全风险监测及预警机制、规范同业业务存续期管理、优化同业业务相关系统、完善岗位设置等对策，从而实现对 A银行同业业务的风险规避、风险减轻和风险转移。
英文摘要：	In recent years, the Russia-Ukraine conflict, energy shortage, monetary policy tightening in developed economies and other factors, the COVID-19 epidemic, the real estate market downturn and other unexpected impacts, the internal and external environment is complex and volatile, commercial banks face many challenges in maintaining and sound operation. The bankruptcy of Silicon Valley Bank in the United States, the acquisition of Credit Suisse, and the absorption and merger of many domestic banks have also sounded the alarm for the operation and management of commercial banks. Interbank business is an important tool for the liquidity management of major bank-type financial institutions to ensure their sustained and stable operation. Interbank business is a double-edged sword. Reasonable and orderly use can help institutions regulate liquidity and support the healthy development of institutions. Extensive and disorderly use will produce a large risk exposure, and bring the corresponding risk hidden dangers to the institution. Therefore, the risk prevention and control of inter-bank business is very important. Bank A is A city commercial bank in northern China. Affected by internal and external factors such as the severe economic downturn in the region, its operating pressure continues to increase. Therefore, higher requirements are put forward for the operation and risk management level of Bank A. Inter-bank business is an important pillar business of Bank A, so it is of great significance to study the risk management of inter-bank business to improve the operating efficiency and stability of Bank A. This paper takes A bank as the research object, and studies the risks faced by its inter-bank business, the problems of risk management and the causes. First, summarize the development of A's inter-bank business, and sort out the main risks faced by A's inter-bank business, including liquidity risk, credit risk, operational risk and compliance risk. Then it analyzes the problems in risk management of A bank's inter-bank business, which mainly include: lack of initiative in position management, imperfect monitoring of liquidity indicators, unclear credit access policy, imperfect internal rating system, too simple calculation of credit limit, imperfect duration management, and inadequate internal supervision. Finally, this paper analyzes the causes of the above problems, and puts forward targeted suggestions to strengthen A's inter-bank business risk management ability, mainly including: Optimize the business structure, clarify the implementation rules of the credit business, establish the internal rating system of institutional customers and the credit line measurement system, improve the risk monitoring and early warning mechanism, standardize the duration management of the inter-bank business, optimize the system related to the inter-bank business, improve the position setting and other countermeasures, so as to realize the risk avoidance, risk mitigation and risk transfer of the inter-bank business.
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