利率市場化后商業(yè)銀行利率風險與管理探討.pdf

1、復旦大學碩士學位論文利率市場化后商業(yè)銀行利率風險與管理探討姓名：吳曉瑜申請學位級別：碩士專業(yè)：金融學指導教師：劉同舜2002.4.2DiscussionofCommercialBanks’InterestRateRiskandItsManagementAfterInterestRateLiberationEnglishAbstract：Underthecomprehensiveguidanceoftheoriesofinternatio

2、nalfinance，thedissertation，adoptingtheresearchmethodsofcombinationofinternationalagreementandthestatusquoofChina，drawslessonsfromtheexperiencesofwesterncommercialbanks，andputsforwardseveralreformingaclvisesonstrengthenin

3、ginterestrateriskmanagementofChina’scommercialbanksbasedonsomedoctrinesThedissertationconsistsoffourchaptersChapterOnedefinesinterestrateliberation，makesconclusiononotherscountriesexperienceofinterestrate1iberation，andre

4、viewthemajordevelopmentsofinterestrate1iberationinChinaChapterTwodiscussestypesofinterestraterisk，sourcesofinterestrateriskandtheimpactoncommercialbanksChapterThreepointsouttheproblemsofChinesecommercialbanks’interestrat

5、eriskmanagement，andstressesthenecessityofstrengtheninterestrateriskmanagementChapterFourdiscussesmeasuresofstrengtheninginterestriskmanagementrespectivelYfrominternalandexternalofbankingsystem。Inthischapter，theauthormake

6、sfurtheranalysisoninternalmeasuresbycombiningBaselCommittee’SNewCapitalAccord，2001，consultatiredocuments，modernexperienceofwesterncommercialbanksandthestatusquoofChinesecommercialbanksKeywords：Interestraterisk，Interestra