【作者】 冯金辉；

【导师】 姜炳麟；

【作者基本信息】 哈尔滨工程大学 ， 产业经济学， 2005， 硕士

【摘要】 随着我国加入世贸组织,我国商业银行面临着外资银行的激烈竞争,中间业务成为双方争夺的焦点,但同时,我国商业银行长期以来只注重发展资产业务、负债业务等银行的核心业务,中间业务是商业银行业务发展的“瓶颈”。因此,中间业务的发展在我国具有迫切性和必要性。 尽管如此,中间业务的发展并不是“免费的午餐”,中间业务也并不是没有风险。中间业务也如资产业务、负债业务一样具有信用风险、市场风险、操作风险、流动性风险和法律风险,而同资产业务、负债业务相比中间业务的风险又具有其特点。 面临中间业务发展过程中的各类风险,西方商业银行在发展中间业务的同时也在不断进行中间业务风险管理体制的创新,国际上中间业务的风险管理出现了新的发展趋势。我国商业银行的风险防范机制与其相比存在着诸多缺陷和问题,本论文针对己有研究中的不足和此类问题的研究现状,从商业银行中间业务不断发展的角度来研究风险规避和防范等问题,评估中间业务面临的市场风险、信用风险、投资风险和管理风险等一系列风险,本文主要运用VaR法来评估中间业务的各种风险:探讨符合我国国情的商业银行中间业务风险防范措施。 中间业务的发展在我国方兴未艾,成为所有商业银行的战略重点。在发展和扩张占主导思想的竞争状态下,风险的防范很容易被忽视,本文着重探讨了在中间业务发展过程中对其风险的防范对策,要从商业银行内部和金融监管机构外部两方面对中间业务的风险以防范体制加以完善,以期对我国商业银行中间业务的发展有所裨益。更多还原

【Abstract】 As our country has joined WTO, the commercial banks of China are facing the keen competition from foreign banks. The intermediate business has been the focus that is fought for fiercely. At the same time, however, it is for a long time that the commercial banks of China have been devoted to assets and liabilities business. Intermediate business is a ’bottleneck’ of the development of Chinese commercial banks. So the development of intermediate business is essential to commercial banks.Anyway the development of intermediate business is not the one without cost, the intermediate business are risky. It has credit risk, market risk, operation risk, liquidity risk and legal risk just as assets and liabilities business but its risk are not the same in nature as the other two.Facing the situation commercial banks in our country should learn from those in western countries, they should control and regulate risks in the point of view of internal and external of commercial banks.This thesis is aiming at the shortage of the present study on this problem, study the problems of risk aversion and prevention with it’s development; evaluate the market risk, the credit risk, investment risk etc.. The main method we used in this thesis to evaluate the risk of Intermediate Business is VaR (Value at Risk). At last, study to take some measures which will match the real state of our country to prevent the risk of Intermediate Business.Above all, commercial banks of China should control risks of intermediate business at the same time of development of it. And only by this method intennediate business is able to go ahead in a healthy and stable way, which will do some good to Intennediate Business in China’s commercial bank.更多还原