首都经济贸易大学硕士学位论文我国商业银行主动负债管理研究姓名：顾翠华申请学位级别：硕士专业：金融学指导教师：太峰;沈炳熙20080325首都经济贸易大学硕士学位论文 我国商业银行主动负债管理研究 I提 要 提 要 随着金融市场的不断发展，金融体系的内部结构将会发生深刻的变革，步入2008 年，金融市场逐渐对外开放，国际竞争国内化，国内市场国际化，国内 100多家商业银行、700 多家信用社、200 多家外资银行分支机构及代表处在华经营，竞争已经呈现白热化的状态。 商业银行是举债经营的机构，需要依靠负债来发展其资产业务，但细考究目前国内商业银行的负债结构，会发现一些不理想的状态，整体来看处于存款产品开发的初级阶段，结构比较简单，不少银行缺乏创新动力，同时对负债管理也缺乏系统的理论，应对目前的经济形势以及自身业务发展存在一定的瓶颈，为适应当前的局势，要适时研究发展主动负债业务，以便更好的实现结构性对冲，防范和控制风险，提高各自管理效率和收益水平，改善商业银行的经营模式，突破盈利障碍，拓宽商业银行差异化经营的空间，无论从哪一方面来讲，对银行生存发展来讲都具有战略意义，也有利于促进我国金融市场的繁荣和发展。 西方商业银行 20 世纪 60、70 年代主动负债思想理论的提出对解决我国银行的实际问题具有积极的借鉴意义。尽管西方社会与我国目前的情况不尽相同，但本文将在结合西方银行主动负债理论与我国国情的基础上，对国内商业银行的负债结构进行剖析，分析国内宏观环境和行业经营环境，揭示其主要问题，并结合当前的市场状况和国外的先进经验，对商业银行的主动负债发展提出适于国内发展的建议及其主要运用原则，提升我国银行控制流动性风险和发展资产业务的能力，并优化我们的业务模式，提高国内商业银行的竞争力。 本文采用了实证法、比较法、类比法等研究方法，对商业银行主动负债管理进行系统阐述。本文分为六部分。第一部分阐述选题意义，包含已有理论研究成果及本文研究思路。第二部分介绍商业银行主动负债基础理论，主要包括其兴起背景和由此产生的理论。第三部阐述我国商业银行主动负债管理的动因，在此分别阐述外在环境和银行体系内部矛盾对负债管理的影响。第四部分深入到商业银行自身的负债结构问题，详细描述他们的现状及存在问题。第五部分阐述加强商业银行主动负债的必要性和效用。最后一部分是对我国商业银行的主动负债管理提出建议和参考。将商业银行主动负债管理的背景、现状以及未来发展进行综合系统的阐述是本文的创新之处，总结了前人的有关理论，并详细考察了国内主要商业银行的具体状况，分析了国外已有的并适合我国运用的主动负债工具，提出了相应的意见，以期为商业银行主动负债管理提供有价值的信息。 主题词：主题词：商业银行 主动负债 负债结构 首都经济贸易大学硕士学位论文 我国商业银行主动负债管理研究 IIAbstract Along with financial markets unceasing development, financial systems internal structure will have the profound transformation. Marching into 2008, the money market gradually opens to the outside world, the international competition will be internalized and the domestic market will be internationalized. There are more than 100 commercial banks in the domestic, more than 700 credit associations, more than 200 foreign bank branch offices and the representative office in China. The competition is already white-hot state. In the financial markets to attain a foothold to sound operation, we must grasp sets up foundation of the line. On the liabilities of commercial banks to develop their business assets, the business operating at a liability sets up foundation of the line. But now sophisticated domestic commercial banks debt structure, we will find that their state not ideal, or even very crux of the problem. Overall deposits in the initial stages of product development, they are not only lack of innovation driving force, but also a lack of liability management system theory. Therefore, in order to adapt to the international commercial banking common development trend, Chinas commercial bank debt structure of a single situation must be changed as soon as possible. In order to better achieve the structural hedge to prevent and control risks and improve their management efficiency and level of benefits, improving the mode of operation of commercial banks, breaking profits obstacles, expand business Bank of different operating room, timely research and development initiative debt business is necessary according to the commercial banks themselves. No matter where on the one hand speaking, in terms of survival and development banks is of strategic significance, but also helps promote our countrys financial market prosperity and development. In the 1960s and 1970s, Western commercial banks put forward to active liabilities ideological theories which have a positive reference to solve the practical problems of Chinas banks. Although the Western society and our country present situation are different, but in Western bank initiative debt theory and in our country national condition reasonable union foundation, this study aims to domestic commercial banks through debt structure analysis, and analysis of the macro environment and the industry operating environment, and reveals the main problems. It will be in conjunction with the current market situation and the advanced experience of foreign countries. to Commercial banks initiative debts development , it will be proposed that what is suitable for the domestic development the suggestion and the main utilization principle, we should promote our country bank control 首都经济贸易大学硕士学位论文 我国商业银行主动负债管理研究 IIIfluid risk and develop asset operation ability, optimize our service pattern, and enhance the internal commerce bank the competitive power. This article has used research techniques and so on real diagnosis law, comparison test, analogism, carries on the system elaboration to the Commercial bank initiative debt management. This article divides into six parts. The first part of elaboration selected topic significance, which contains the fundamental research achievement and the thinking of this article. The second part introduces the commercial bank initiative debt basic theory, which mainly includes it to start the theory that the background and produces from this. Part three expounds Chinas commercial banks active liability management causes, which expounds in the external environment and internal contradictions of the banking system of liability management. The fourth p