發(fā)布時間：2018-05-25 16:05

  本文選題：利率市場化 + 商業(yè)銀行　； 參考：《首都經(jīng)濟貿(mào)易大學》2015年碩士論文

【摘要】：利率市場化是市場經(jīng)濟發(fā)展的必然結(jié)果。自1996年至今,我國推進利率市場化已經(jīng)過18年,當前已達到改革的核心——放開對存款利率上限和對貸款利率下限的管制。利率的市場化對我國商業(yè)銀行的未來發(fā)展將會產(chǎn)生重大的影響。本文選取了美國花旗銀行和摩根大通銀行在利率市場化改革中的案例以及阿根廷改革失敗的案例進行分析,再對中國建設銀行在同業(yè)競爭中的競爭力優(yōu)劣勢進行分析,結(jié)果表明利率市場化改革會增大中國建設銀行的風險,這其中主要包括主營收入降低的風險、利率風險及信用風險,但另一方面,利率的市場化會增強銀行的經(jīng)營的自主性并促使銀行積極地進行產(chǎn)品創(chuàng)新。根據(jù)利率敏感性缺口模型的計算結(jié)果分析,可以看出建設銀行在短期的缺口為負值且金額較大,即如果利率走勢為上升,短期內(nèi)的利息收入會受到較大影響。通過進行壓力測試,如果存貸款利率的上漲是非對稱的,中國建設銀行的凈利差收入將會大幅下降。本文在前文分析基礎上,提出中國建設銀行戰(zhàn)略轉(zhuǎn)型的方向,向集約化經(jīng)營轉(zhuǎn)型,調(diào)整銀行業(yè)務結(jié)構(gòu),提高產(chǎn)品定價能力,完善利率風險管理體系,抓住改革中收購兼并的機會。
[Abstract]:Interest rate marketization is the inevitable result of market economy development. Since 1996, it has been more than 18 years since China pushed forward the marketization of interest rate. At present, it has reached the core of reform-to liberalize the upper limit of deposit interest rate and the control of lower limit of loan interest rate. The marketization of interest rate will have a great influence on the future development of Chinese commercial banks. This article selects the case of Citibank and JPMorgan Chase Bank in the interest rate marketization reform and Argentina reform failure case to analyze the competitive advantage and disadvantage of China Construction Bank in the same industry competition. The results show that the market-oriented interest rate reform will increase the risk of China Construction Bank, which mainly includes the risk of reducing the main income, the risk of interest rate and credit risk, but on the other hand, The marketization of interest rate will enhance the autonomy of bank management and encourage banks to innovate their products actively. According to the calculation results of interest rate sensitivity gap model, it can be seen that the short term gap of China Construction Bank is negative and the amount is large, that is, if the interest rate trend is rising, the short-term interest income will be greatly affected. Through stress tests, if deposit and loan rates rise asymmetrically, China Construction Bank's net interest margin income will fall sharply. On the basis of the above analysis, this paper puts forward the direction of China Construction Bank's strategic transformation, the transformation to intensive management, the adjustment of banking business structure, the improvement of product pricing ability, and the improvement of interest rate risk management system. Seize the opportunity of mergers and acquisitions in reform.
【學位授予單位】：首都經(jīng)濟貿(mào)易大學
【學位級別】：碩士
【學位授予年份】：2015
【分類號】：F832.33

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本文編號：1933826