我国商业银行发展投资银行业务分析.pdf

南昌大学
硕士学位论文
我国商业银行发展投资银行业务分析
姓名:邹秋兴
申请学位级别:硕士
专业:工商管理
指导教师:彭迪云
20080624
摘要
摘要
从世界银行业的发展趋势以及国内商业银行业务竟争来看,我国商业银行
应该开展混业经营,组建金融控股公司,大力发展投资银行业务。商业银行发
展投行业务必须要有完整战略、策略和途径。现阶段,由商业银行主导来组建
金融控股公司是我国开展混业经营较优的选择。
商业银行对市场化投资银行业务产品的开发必须在金融工程的理论指导
下。开发和定价黄金的现货、远期、期权等产品是商业银行应当大力介入的领
域。商业银行在黄金市场中最重要的角色是做市商。现有的个人银行理财产品
规模扩张速度很快,但存在很多问题。最重要的问题是很多产品的收益和风险
不匹配,没有投资价值。
本文通过中国银行开办的黄金期权业务的一个案例,详细分析了商业银行
发展投行业务中存在的问题,特别是指出了其产品定价的混乱。
商业银行介入投资银行业务,必然会产生风险。困家的监管机构和商业银
行必须从各自角度出发,衡量和控制多种风险。VAR方法是商业银行控制市场
风险应当采用的主要方法,而防止风险传染是监管机构的监管重点。
关键词:混业经营;商业银行;投资银行业务。
Abstract
ABSTRACT
From the perspective of developing trend of world bank industry and business
competition situation among national commercial banks, Chinese commercial banks
should adopt mixed administration, set up financial share-holding corporations and
devote major efforts to developing investment banking business. Commercial banks
should have complete strategies, tactics and channels in order to develop investment
banking business. Currently, it is a better choice for Chinese commercial banks to
play a leading role to set up financial share-holding corporations
The development of market-oriented investment banking business products by
commercial banks should be guided by the theory of financial project. Commercial
banks should devote major efforts to developing the products of opening up and
pricing on-hand gold goods, trading in futures and options. The most important role
of commercial banks in the gold market is market merchant. The scale of individual
banking money-managing products develops very quickly, at the same time there are
many existing problems. The most important of which is the mismatching between
the earnings and risk of many products
Through researching on a case of gold option trading business of Bank of China,
the thesis analyzes in -detail the existing problems of investment banking business
of commercial banks, and points out the confusion of pricing on its products
Commercial banks ' involvement in investment banking business is doomed to
be risky. The monitoring institutions and commercial banks should evaluate and
control different risks from their corresponding perspectives. The VAR method is the
main one which should be adopted by commercial banks in order to control market
risk. While the monitoring institutions should focus on the prevention of risk
infection
Key words: Mixed administration; Commercial banks; Investment banking
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