本文選題：資金管理模式　切入點(diǎn)：內(nèi)部資金定價(jià)　出處：《西北大學(xué)》2014年碩士論文

【摘要】：內(nèi)部資金轉(zhuǎn)移定價(jià)(FTP)是國際大型商業(yè)銀行普遍采用的用來支持資金管理的技術(shù)手段,具有分離利率風(fēng)險(xiǎn),提高商業(yè)銀行的金融產(chǎn)品定價(jià)能力,可以做為績效考核參考依據(jù)等諸多優(yōu)點(diǎn),而備受商業(yè)銀行普遍認(rèn)可。 當(dāng)前國內(nèi)商業(yè)銀行因?yàn)橘Y產(chǎn)規(guī)模大小不一,所處的發(fā)展階段不同,所采取的資金管理模式也是各不相同。同時(shí)隨著我國利率市場化進(jìn)程的不斷加快,以及互聯(lián)網(wǎng)金融的異軍突起,都給國內(nèi)商業(yè)銀行,特別是包括長安銀行在內(nèi)的中小商業(yè)銀行帶來了嚴(yán)峻的挑戰(zhàn)。同時(shí),長安銀行現(xiàn)有的資金管理模式日益顯示出其固有的弊端。因此借鑒先進(jìn)商業(yè)銀行的經(jīng)營,憑借對內(nèi)部資金轉(zhuǎn)移定價(jià)原理的探討,根據(jù)長安銀行的實(shí)際情況,建立一套適合長安銀行的資金管理模式對長安銀行自身,以及像長安銀行這樣的中小商業(yè)銀行都有十分重要的意義。 全文共分5章,通過對選題背景、研究思路的梳理。首先,回顧了國內(nèi)外目前轉(zhuǎn)移定價(jià)的理論和研究現(xiàn)狀,對商業(yè)銀行的轉(zhuǎn)移定價(jià)的主要作用做了分析。其次,對長安銀行目前資金管理模式的剖析下,給出了長安銀行資金管理模式改革的主要方向。一個(gè)方向是選擇全額資金管理架構(gòu)作為長安銀行的資金管理架構(gòu),另一個(gè)方向是確定長安銀行適用的FTP曲線。最后,實(shí)證分析了長安銀行新資金管理模式的下的效果并給出了實(shí)施新的資金管理模式的相關(guān)配套措施。
[Abstract]:FTP (Internal transfer pricing of funds) is a widely used technique used by large commercial banks to support capital management. It has the ability to separate interest rate risk and improve the pricing ability of financial products of commercial banks. Can be used as a reference basis for performance appraisal and many other advantages, and widely recognized by commercial banks. At present, due to the different size of assets and different stages of development, domestic commercial banks adopt different modes of capital management. At the same time, with the acceleration of the process of interest rate marketization in our country, And the sudden emergence of Internet finance has brought severe challenges to domestic commercial banks, especially small and medium-sized commercial banks, including Chang'an Bank. At the same time, The existing capital management mode of Chang'an Bank is increasingly showing its inherent malpractice. Therefore, drawing lessons from the management of advanced commercial banks and discussing the principle of internal capital transfer pricing, according to the actual situation of Chang'an Bank, It is very important for Chang'an Bank to set up a set of capital management mode suitable for Chang'an Bank, as well as small and medium-sized commercial banks such as Chang'an Bank. The thesis is divided into five chapters. Firstly, it reviews the theory and research status of transfer pricing at home and abroad, and analyzes the main role of transfer pricing of commercial banks. Based on the analysis of the current capital management mode of Chang'an Bank, this paper gives the main direction of the reform of the capital management mode of Chang'an Bank. One direction is to choose the full capital management framework as the capital management structure of Chang'an Bank. The other direction is to determine the suitable FTP curve of Chang'an Bank. Finally, the paper analyzes the effect of the new capital management model of Chang'an Bank and gives the relevant measures to implement the new capital management model.
【學(xué)位授予單位】：西北大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33;F830.42

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本文編號：1694981