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Research on the Risk Management of Financial Derivative Products of Bank a

Author: ZhouJianZuo
Tutor: ChiGuoTai
School: Dalian University of Technology
Course: Business Administration
Keywords: Financial Derivative Products Risk Management BANK A
CLC: F831.2
Type: Master's thesis
Year: 2013
Downloads: 34
Quote: 0
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Abstract


Financial Derivative Product is one of the main businesses of Bank A, attract more customers and increase income only with high quality products and good service. Therefore, strengthening the risk control of financial derivatives and improving the development of product are of great significance to Bank A and its target of becoming the most trusted bank.This paper is divided into six chapters. The first chapter is the introduction, mainly introduces the research background, the domestic and foreign research present situation, research content and the technical route etc.; The second chapter is the derivatives business situation of Bank A Dalian Branch, done the analysis from Bank A in history, Bank branch to branch derivatives business process and so on; the third chapter is the risk analysis of BANK A; The fourth chapter is the case analysis of currency swap of BANK A, mainly for identifying risk, currency swap case and coupon swap case are analyzed; The fifth chapter is the countermeasure of the risk management of derivative products. The last chapter is conclusion.This paper focuses on the risk identification and analysis of financial derivative products, done the risk identification and analysis according to the Bank of BANK A existing financial derivatives business of EMBEDDED deposit, currency options, and currency swaps, and has carried on the detailed analysis of an example, proposed the following improvement measures: shortening the contract period, setting reasonable exchange rate change interval for the swap contract, changing the way for paying gains.Characteristics and innovation of this article is mainly manifested in the following aspects:Firstly, according to the impact of exchange rate changes on the parties to the transaction of currency swap case existence, put forward by shortening the currency swap contract period, and by setting the Knock Out conditions, Setting reasonable change interval of exchange rate, reduced the loss of bank and its customer when the exchange rate changes greatly. Secondly, according to the default due to of the transaction cancelling because of customer losses in the Coupon Swap and currency swap business, put forward changing income paying approach between Dalian branch and the head office, from the difference payment to one-time payment, reduce the loss of Dalian branch when customer default. Thirdly, according to the liquidity risk, put forward setting transaction limit funding gap. Fourthly, according to the derivative products system put forward improving the bank’s internal control system. Lastly, according to the lack of professional risk managers of derivative products, put forward by strengthening professional training.

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CLC: > Economic > Fiscal, monetary > Finance, banking > World of finance, banking > Financial organizations and business
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