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论文编号：	755
作者编号：	2220060611
上传时间：	2008/6/23 19:18:15
中文题目：	我国商业银行开展金融衍生产品业
英文题目：	China''s commercial banks in f
指导老师：	黄福广
中文关键字：	金融衍生产品 风险管理 风险量
英文关键字：	Financial Derivative Risk Man
中文摘要：	进入21世纪以来，国际金融衍生产品交易规模不断扩大，交易品种不断增多，创新日新月异，金融衍生产品成为西方商业银行利润的重要组成部分。但与此同时，金融衍生产品引发的商业银行重大亏损的案例也层出不穷，如巴林银行倒闭、法国兴业银行巨额亏损等。让我们对金融衍生产品不得不重新审视。目前我国商业银行金融衍生产品的发展还处于起步阶段，与其相伴的风险管理的系统性研究还很不足。金融衍生产品是改变我国商业银行传统利润来源的重要工具之一，对其在业务开展过程中所面临的风险充分的分析、管理是必要的保障。着眼未来，能否提高金融衍生产品的发展水平和风险管理能力将对我国商业银行的竞争力起着举足轻重的作用。 本文首先介绍金融衍生产品的涵义、特点和分类；其面临的风险分类；同时对当前风险管理的理论也进行了阐述。在此基础上，总结了我国商业银行近些年金融衍生产品的发展状况；对其所面临的风险进行分析，总结出不同金融衍生产品的不同风险特征；对当前我国商业银行风险管理所需要解决的问题进行了阐述。然后，更进一步的从我国商业银行组织架构、内部控制制度、金融衍生产品自身特性的角度出发，对风险成因进行了探讨，最后，结合以上的研究结果，针对我国商业银行开展金融衍生产品业务时所面临的风险，在风险评价和量化上，结合国外先进的风险度量技术，以定量分析为角度，从市场风险、信用风险、操作风险、流动性风险四个方面进行分析。针对我国商业银行在开展金融衍生产品业务时组织架构和内控制度的不足，提出了全面风险管理系统的应用，来服务我国商业银行金融衍生产品业务的开展。同时也对建设银行金融衍生产品业务风险管理作为案例分析，指出了其中的不足和给与了改进的建议。 总之，金融衍生产品作为近几十年来最重要的金融创新，必然有其实际的意义。一方面我国商业银行要积极吸收转化国外先进商业银行使用金融衍生产品的长处；另一方面，对其造成的各种巨额损失要深入研究，为推动我国商业银行向现代化商业银行建设迈进提供支持。这是我国商业银行发展的必经之路。
英文摘要：	In the 21st century, the international financial derivatives transactions have been expanding, growing varieties transactions, design innovative with each passing day, the financial derivative products of Western commercial banks become an important component of the profits. At the same time, financial derivative products caused by the loss of major commercial banks case also emerged, such as the collapse of Barings Bank, Societe Generale Bank of huge losses, and so on. Let us for financial derivative products to re-examine. At present, China's commercial banking and financial derivative products, the development is still in its infancy, the risks associated with the management of systemic research is still inadequate. Financial derivative products, China's commercial banks is to change the traditional source of profits one of the important tools of its business conduct in the course of the risks faced by the full analysis, management is necessary safeguards. Focus on the future, the financial derivative products can increase the level of development and risk management capability of China's commercial banks will be competitive play a decisive role. This paper introduces the meaning of financial derivative products, features and classification; facing the risk of their classification, while the current risk management theory was expounded. On this basis, summed up China's commercial banks in recent years the development of financial derivative products; facing the risk of their analysis, summed up the different financial derivative products, different risk characteristics of the current risk management of China's commercial banks need to be resolved Issues were also discussed. Then, further from the Commercial Bank of China's organizational structure, internal control systems, financial derivative products of their own point of view, the risk of causes were discussed, finally, the combination of the above findings, in view of China's commercial banks in financial derivative products business The risks faced by the risk assessment and quantification, the combination of foreign advanced risk measurement techniques to the point of quantitative analysis, market risk, credit risk, operational risk, liquidity risk four areas for analysis. In view of the commercial banks in the conduct of financial derivative products business, organizational structure and internal control system deficiencies, proposed a comprehensive risk management system applications, to serve China's commercial banking and financial derivatives operations. In short, the financial derivative products in recent decades as the most important financial innovation, must have its practical significance. With the full liberalisation of the financial sector, China's commercial banks will have to face full competition, at this time should be advancing with the times, and comprehensively improve. On the one hand, China's commercial banks should actively absorb foreign advanced commercial banks into the use of financial derivative products, the strengths of the other, its cause huge losses to the various in-depth study, sum up experience, strengthen risk management. The two complement each other, to promote the modernization of China's commercial banks to commercial banks into the building to provide support. This is our only way for the development of commercial banks.
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