利率市場(chǎng)化后商業(yè)銀行利率風(fēng)險(xiǎn)與管理探討.pdf

1、復(fù)旦大學(xué)碩士學(xué)位論文利率市場(chǎng)化后商業(yè)銀行利率風(fēng)險(xiǎn)與管理探討姓名：吳曉瑜申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：金融學(xué)指導(dǎo)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