我国商业银行风险管理和防范策略

发布时间：2018-06-08 08:39

本文选题：商业银行 + 银行风险　；参考：《东北财经大学》2013年硕士论文

【摘要】：自银行诞生之日起,商业银行因风险引发的事件就屡见不鲜。直至20世纪以来,随着经济和科技的迅猛发展,银行遭遇的风险事件的数量与日俱增,由此造成的损失更是数目庞大。随着经济全球化形势的蓬勃发展,当今银行业的经营方式更加国际化,产品和业务更多地面向全球,银行业所面临的风险也日益趋向复杂化和多样化。与此同时,当今社会存在的金融业逐步开放以及市场竞争日益激烈的趋势,也迫使银行业更多地涉足到风险颇高的金融领域中。然而目前商业银行为了增加竞争力一味追求规模扩张和效益扩大,渐渐忽视商业银行的风险管理的重要性,片面的追求经营成果的取得而没有考虑风险成本的存在,这种行为给商业银行埋下了无尽的风险隐患。因此,对商业银行风险管理问题进行充分和深入的研究,从而加强我国商业银行风险管理能力和提高风险管理水平,己成为当前我国在金融领域中亟待解决的重大问题。风险管理是商业银行各项管理体系中一项复杂的系统的工程,为了达到有效规避风险和控制风险的目的,银行机构不仅需要采用先进的风险管理技术和工具,同时需要从文化、结构、制度、体系等多个方面着手,树立银行的风险管理文化,完善银行的公司治理结构,健全银行的内部控制制度,构建全面的风险管理体系,将风险管理这一概念全面贯穿到银行业各项业务和各个环节中。因此,本文以商业银行风险管理体系为研究对象,对我国商业银行风险的表现形式、特征及成因做了研究和分析,并从风险管理的文化、制度、体系等方面提出银行风险管理的宏观对策,同时从微观的角度对银行涉及的信用风险、利率风险和流动性风险等各种具体风险形式进行了深入研究,对现代商业银行风险管理体系提出了政策建议。本文全文共分为五个章节,内容结构安排如下：第一章,绪论。本章主要介绍了商业银行风险管理的研究背景、研究内容以及研究目的,并简略介绍了本文写作的整体思路与使用的具体方法,使读者了解对商业银行风险管理进行研究的必要性与迫切性,同时对本文的结构框架与整体思路做出清晰的认识。第二章,相关理论综述。在这一章中,首先明确银行风险的定义及分类,然后详细介绍了风险管理理论的内涵与理论的演进和发展,最后对当今国际金融界主要遵从的标准和规则——巴塞尔协议的产生和发展做详细和系统的阐述。本章的作用是以坚实的理论研究为基础为之后的风险管理体系研究做准备。第三章,我国商业银行风险的表现形式、特征及成因分析。我国商业银行面临的主要风险包括信用风险、操作性风险、流动性风险、利率汇率风险、财务风险和犯罪风险等多种类型的风险,同时呈现出集中性、社会性和隐蔽性的特征。本章通过对目前我国银行面临的各种风险及表现特征的分析来了解银行风险存在的规律性与特殊性,从而进一步发掘导致现行银行高风险现状的具体原因,包括经济原因、政治原因、法律原因、人文原因和银行自身原因五个方面。第四章,商业银行风险管理防范策略。上一章对风险管理现状提出了存在的问题,本章将在上章基础上提出对存在问题的防范策略与解决措施。本章首先对国家先进银行的风险管理原则进行探讨,然后结合我国实际情况提出全面风险管理的解决对策。为了得到对现存问题全面的解决方法,我国商业银行在宏观方面应做到树立健全的风险理念,营造良好的外部环境,完善银行的公司治理结构,建立科学的风险管理框架,同时提高管理技术并改变管理方式；在微观方面,应加强对信用风险、利率风险、流动性风险的管理,完善内部风险控制管理体系,深化人力系统改革,提高员工业务素质。全面风险管理是现代银行业风险管理的前进方向,是现代银行业提高经营水平以及增强国际竞争力的必然选择。第五章,结论与展望。本章将从全文的研究分析的基础上得出最后的结论,指出对复杂的风险管理理论探讨的不全面性,并对未来中国商业银行业如何加强风险管理能力、提高风险管理水平提出建议与期望。
[Abstract]:From the date of the birth of the bank, the events caused by the risk of commercial banks are not uncommon. Since twentieth Century, with the rapid development of economy and science and technology, the number of risk events that the bank has encountered is increasing, and the resulting losses are huge. With the rapid development of the economic globalization, the operation mode of the current banking industry More international, products and business are more global, and the risks facing the banking industry are increasingly complex and diversified. At the same time, the trend of the financial sector and the increasingly fierce market competition in today's society have forced the banking industry to move more into the financial sector with high risk. However, business is currently in business. In order to increase competitiveness, banks pursue scale expansion and benefit expansion, and gradually ignore the importance of risk management of commercial banks. They pursue a one-sided pursuit of business results without considering the existence of risk costs. This kind of behavior has buried endless risks for commercial banks. Therefore, the risk management problem of commercial banks is filled. In order to strengthen the risk management ability and improve the risk management level of commercial banks in China, it has become a major problem to be solved urgently in the financial field of China.
Risk management is a complex system project in the management system of commercial banks. In order to effectively avoid risk and control risk, bank institutions need not only advanced risk management technology and tools, but also culture, structure, system, system and other aspects to set up the bank's risk management culture. To improve the corporate governance structure of the bank, to improve the internal control system of the bank, to build a comprehensive risk management system, and to put the concept of risk management through all aspects of the banking business and all links. Therefore, this paper takes the risk management system of commercial banks as the research object, and features the characteristics and characteristics of the risk of commercial banks in China. The causes are studied and analyzed, and the macro countermeasures of bank risk management are put forward from the culture, system and system of risk management. At the same time, various specific risks, such as credit risk, interest rate risk and liquidity risk involved in the bank are deeply studied from the micro point of view, and the risk management system of modern commercial banks is put forward. The paper is divided into five chapters. The content structure is as follows:
Chapter 1, introduction. This chapter mainly introduces the research background, content and purpose of the risk management of commercial banks, and briefly introduces the overall thinking and specific methods of the writing, so as to make readers understand the necessity and urgency of the research on the risk management of commercial banks, at the same time, the structure framework and the whole of this article are also made. Make a clear understanding of the idea.
The second chapter is a summary of relevant theories. In this chapter, the definition and classification of bank risk is first defined, then the connotation and development of the theory of risk management are introduced in detail. Finally, the main compliance standards and rules of the international financial circle - the production and development of the Basel agreement are described in detail and systematically. Its role is to prepare for future research on risk management system based on solid theoretical research.
The third chapter is the analysis of the forms, characteristics and causes of the risk of commercial banks in China. The main risks faced by commercial banks in China include credit risk, operational risk, liquidity risk, interest rate risk, financial risk and crime risk, which are characterized by centrality, sociality and concealment. Through the analysis of the various risks and characteristics that our banks are facing at present, we can understand the regularity and particularity of the existence of bank risks, and further explore the specific reasons for the current high risk status of the banks, including five aspects, such as economic reasons, political reasons, legal reasons, humanistic causes and bank self reasons.
The fourth chapter, the risk management prevention strategy of commercial banks. The last chapter put forward the existing problems of risk management. This chapter will put forward the prevention strategies and solutions to the existing problems on the basis of the above chapter. This chapter first discusses the risk management principles of the state advanced banks, and then puts forward the comprehensive risk management in combination with the actual situation of our country. In order to get a comprehensive solution to the existing problems, the commercial banks in China should establish a sound risk concept, create a good external environment, perfect the bank's corporate governance structure, establish a scientific risk management framework, raise the management technology and change the management mode, and in the microcosmic aspects. We should strengthen the management of credit risk, interest rate risk, liquidity risk, improve the management system of internal risk control, deepen the reform of human system and improve the quality of employees' business. Comprehensive risk management is the direction of risk management in modern banking industry. It is the inevitable choice for modern banking to improve the level of business and enhance the international competitiveness.
The fifth chapter, conclusion and prospect. This chapter will draw the final conclusion on the basis of the research and analysis of the full text, and point out the incomplete discussion of the complex risk management theory, and put forward some suggestions and expectations on how to strengthen the risk management ability and improve the risk management level in the future Chinese commercial banking industry.
【学位授予单位】：东北财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

【参考文献】