金融衍生工具对我国上市银行绩效和风险控制的影响分析
毕业论文关键词：金融衍生工具；上市银行；绩效；外汇；利率
Research on the Effect of Chinese Listed Bank Performance and Risk Management of Financial Derivatives Transactions
——Based on Foreign Exchange and Interest rate Derivatives
Abstract： Since the 1990s, financial derivatives are developing rapidly. With the expansion of the trade variety and scale, financial derivatives have increasingly become one of the common use in financial decisions to solve hedge risk for international banks. As the domestic financial market has opened step by step, financial derivatives are more and more applied to domestic banking. Based on consulting relevant data, domestic and international research results, transactions of financial derivatives and their proportion of total business from financial statements of domestic listed banks, the author does the research and the analysis of current situation about how financial derivatives are used in a bank. According to the 2010-2015financial results from 14 listed banks, the author establishes the model how financial derivatives have an impact on both bank performance and risk management of these banks. The results show that there is no significant or a certain negative relationship between financial derivatives and banks’ earnings. But financial derivatives have a positive effect on risk management which can help promote bank performance. On the basis of the conclusions, the author finally provides some suggestions about financial derivatives, foreign exchange and Interest rate derivatives.
Key words: Financial derivatives ；Listed banks；Achievements；Foreign exchange；Interest rate
目 录
摘要1
关键词1
Abstract1
Key words1
一、绪论1
二、国内外文献综述2
（一）国外文献研究2
1．国外金融衍生工具对银行价值的理论研究2
2．国外金融衍生工具对银行风险影响的实证研究2
（二）国内文献研究3
1．国内金融衍生品对一般商业银行影响的理论分析 3
2．国内各类金融衍生品对上市银行绩效与风险影响的实证分析 3
三、我国上市商业银行开展金融衍生品业务的现状3
（一）上市银行开展衍生品业务的交易规模分析3
（二）上市银行开展衍生品业务的种类分析4
四、金融衍生品对上市商业银行绩效与风险控制影响的实证检验 5
（一）研究样本5
（二）变量的选取6
1．因变量的选取6
2．自变量的选取6
3．控制变量的选取6
（三）模型的构建6
（四）实证结果7
1．以金融衍生品名义价值总额为自变量的实证分析7
2．以不同种类金融衍生品为自变量的实证分析8
五、结论与建议9
（一）研究结论9
（二）银行运用金融衍生品的建议10
致谢10
参考文献10
金融衍生工具对我国上市银行绩效和风险控制的影响分析——以银行外汇和利率衍生业务为依据