利率市场化进程中商业银行利率风险管理
毕业论文关键词：利率市场化；商业银行 ；利率风险管理
The Interest Rate Risk Management ofCommercial Banks in the Process of Interest RateLiberalization
Abstract Interest rate market is an important step in the market economy reform. On theone hand, the commercial banks obtain more independent business rights.On the otherhand, due to the liberalization of interest rates to commercial banks can not measurethe risk. First of all, it is particularly important to find a scientific and effectivemethod to predict the impact of interest rate liberalization on commercial banks andfind the appropriate measures to deal with the interest rate risk. In this paper, throughthe reference of the foreign advanced commercial banks of the managementexperience of interest rate risk, in China's current interest rate policy based, combinedwith status quo of interest rate risk management of Commercial Bank of our country,under the marketization of interest rate risk management in Chinese banks is proposedto change the business model, improve profit rate risk management level, encouragingthe financial innovation and the development of intermediary business and so on.Then our country commercial banks can continue to improve the interest rate riskmanagement mechanism and improve themselves. So they take the initiative toinnovate and more calmly face the risk of interest rates liberalization may bringunknown.
Key Words： Interest Rate Liberalization Commercial Bank Interest RateRisk Management
目录
摘要Ⅰ
AbstractⅡ
目录Ⅲ
一、绪论1
（一）研究的背景..1
（二）文献综述1
（三）研究方法和研究框架.2
二、利率市场化的前景和风险2
（一）利率市场化的前景..2
（二）利率市场化过程中的困难与风险..3
三、国外商业银行利率市场化进程中的经验3
（一）国外利率市场化进程对我国启示..3
（二）国外商业银行度量风险方法.4
（三）国外商业银行利率风险管理方法..6
四、利率市场化对我国商业银行影响及利率风险管理现状7
（一）我国利率市场化进程对商业银行影响7
（二)我国商业银行利率风险管理现状.8
五、我国商业银行利率风险管理的策略和结论10
（一）适合我国国情的商业银行利率风险管理策略.10
（二）结论12
参考文献13
一 绪论（一）研究的背景利率在市场经济中起着调节经济的作用， 国家可以通过利率对宏观经济进行有效调控，使资源配置和资金供求更合理。我国从 1996 年进入利率市场化改革，到 2016年近 20 年时间， 纵观我国利率市场化改革的进程， 确定了由外币到本币、由贷款到存款、由长期大额到短期小额的基本路线[1]。利率市场化改革的目的是利率变动由市场供求决定， 中央银行根据利率变动及时利用货币政策和财政政策干预调节利率，使市场在资源配置中起主导作用。目前我国利率市场化仅差存款利率上限仍未完全放开， 但是 2015 年 8 月 26 日使一年期以上定期存款利率上限自由浮动，2015 年 10 月 24 日起，放开我国商业银行和农村合作金融机构存款利率浮动上限，利率市场化改革完成指日可待。