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论文编号：	6647
作者编号：	2220110518
上传时间：	2014/12/2 18:16:19
中文题目：	利率市场化过程中Z银行FTP定价体系研究
英文题目：	Research on the FTP System of Z Bank in the Process of Interest Rate Marketization
指导老师：	袁庆宏
中文关键字：	内部资金转移定价,利率市场化,商业银行,研究
英文关键字：	Funds Transfer Pricing, Interest Rate Marketization, Commercial Bank,Research
中文摘要：	内部资金转移定价（Fund Transfer Pricing，以下简称 FTP）是伴随着利率市场化、金融脱媒、商业银行竞争加剧而出现的一种精细化管理手段。目前FTP已成为国际现代商业银行通用的基础管理工具，是商业银行建立现代经营管理体系的前提，为商业银行多维度盈利分析、风险定价、产品创新与定价、内部管理和决策支持等精细化管理要求提供基础保障。国内许多银行在利率市场化初期就着手建立FTP管理体系，作为国内银行率先实施FTP管理的银行，Z银行2005年10月正式启动FTP项目，并于 2010年全面实施。然而，2010年以来，随着理财业务、非标业务的快速发展，市场层面的利率市场化已经有了快速的发展，新兴的产品及业务层出不穷，原有的二元利率市场正在加速融合，对国内商业银行现行的基于分割利率市场理论的FTP定价体系形成了新的挑战。本文旨在通过对主流商业银行Z银行内部资金转移定价机制进行分析,并结合近年来金融市场出现的新趋势、新业务、新产品，指出Z银行现行FTP在新形势下面临的挑战，以及基于挑战，未来可采取的应对方法及策略，为国内商业银行在利率市场化过程中内部资金转移定价体系的完善与修正提供有益的建议和参考。
英文摘要：	Fund Transfer Pricing (FTP) emerges as a sophisticated management means in modern commercial banks accompanied by the interest rate maketization, financial disintermediation and fierce competition. At present, as an international basic management tool in commercial banks, FTP is prerequisite for the establishment of modern business management system for commercial banks and provides support for the analysis of multidimensional profitability, risk pricing, product innovation and pricing, internal management and decision making. Many domestic commercial banks started FTP system at the early period of interest rate marketization. Taking the lead in the implementation of FTP system, Z bank launched FTP project in October 2005 and fully applied in 2010. However, since 2010, with the rapid development of the financial business and non-standard operations, interest rate marketization has made a fast and big step; new products and business have emerged in endlessly. The convergence of original binary interest rate market is accelerating, which is a significant impact and new challenge to the commercial bank's current FTP system that based on the theory of the interest rate market segmentation. Combining with the emergence of new trends, new business and new products in the financial markets in recent years, this paper analyzes the internal fund transfer pricing mechanism of Z bank and points out the facing challenges of current applied FTP system of Z bank. This article also puts forward the coping methods and strategies that can be taken in the near future, providing useful suggestions and reference to the domestic commercial banks for the improvement and correction of their current FTP system in the process of interest rate marketization.
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