我国商业银行风险偏好管理框架构建研究

发布时间：2018-01-18 10:39

本文关键词：我国商业银行风险偏好管理框架构建研究　出处：《天津财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：商业银行风险偏好是银行为实现持续经营和盈利的目标,根据自身的风险承受能力而愿意承担的风险类型和风险总量。在2008年国际金融危机之后,风险偏好作为商业银行风险管理工具的重要性得到了进一步的突出和强调,也受到了国际银行业的高度关注。良好的风险偏好管理框架不仅能够恰当的体现银行的整体发展战略,也能够为商业银行的管理者提供风险管理的依据,从而使得商业银行成功实现从被动防范风险到主动经营风险的转变。此外,随着《巴塞尔协议Ⅲ》的实施,国际银行业所面临的监管环境更加严峻,盈利空间也进一步变窄。因而,在这样的大环境下,构建良好的风险偏好管理框架,对于银行实现在风险可控的前提下最大化股东收益的经营目标具有十分重大的意义。本文以商业银行风险偏好的内涵为出发点,分析了风险偏好之于商业银行的持续经营和科学发展的重大意义,给出了商业银行风险偏好管理框架的设定原则与具体的设定方法,并在此基础上总结了大量国际先进银行在构建与实施风险偏好管理框架上的实践经验,包括其在风险偏好管理框架构建与实施上的共同点及其所面临的共同挑战,还总结了这些国际先进银行在应对挑战时的良好实践和先进经验。此外,本文引入了加拿大皇家银行与澳大利亚国民银行在构建风险偏好管理框架上的实践经验作为案例,从而为我国商业银行风险偏好管理框架的构建工作提供了学习借鉴的楷模。最后,在充分借鉴国际先进银行风险偏好管理实践经验的基础上,本文对我国商业银行的各级管理者在构建风险偏好管理框架时的具体职责分别提出了要求,并且指出了我国商业银行构建风险偏好管理框架的重点发展方向。
[Abstract]:The risk preference of commercial banks is the type of risk and the total amount of risk which banks are willing to undertake in order to achieve the goal of continuing operation and profit according to their own risk bearing capacity. After the international financial crisis in 2008. The importance of risk preference as a risk management tool of commercial banks has been further highlighted and emphasized. A good risk preference management framework can not only properly reflect the overall development strategy of banks, but also provide the basis for risk management for the managers of commercial banks. In addition, with the implementation of Basel III, the international banking industry is facing a more severe regulatory environment. Therefore, in such an environment, a good risk preference management framework is constructed. It is of great significance for banks to achieve the goal of maximizing shareholders' income under the premise of controllable risk. Based on the connotation of commercial banks' risk preference, this paper analyzes the significance of risk preference to the continuing operation and scientific development of commercial banks. This paper gives the principles and methods of the risk preference management framework of commercial banks, and summarizes the practical experience of a large number of international advanced banks in the construction and implementation of risk preference management framework. Including its risk preference management framework in the construction and implementation of the common ground and the common challenges faced by these international advanced banks in response to the challenges of good practice and advanced experience. This paper introduces the practical experience of Royal Bank of Canada and National Bank of Australia in the construction of risk preference management framework as a case. Thus, it provides a model for the construction of risk preference management framework of commercial banks in China. Finally, on the basis of fully learning from the international advanced bank risk preference management practice experience. In this paper, the author puts forward the specific responsibilities of the managers at all levels of the commercial banks in constructing the risk preference management framework, and points out the key development direction of the construction of the risk preference management framework in China's commercial banks.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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