我国商业银行全面风险管理评估的研究

发布时间：2018-07-06 17:53

本文选题：商业银行 + 风险管理　；参考：《江西财经大学》2013年硕士论文

【摘要】：对一个国家的经济来说，商业银行在金融体系中居于绝对核心地位，银行经营情况的好坏直接影响到国民经济的发展和人们的日常生活。同时自银行产生以来就一直与风险息息相关，对风险进行有效管理可以带来收益，若是风险管理出现问题则会引发巨大危害，甚至导致经济危机，直接影响经济正常运行和社会稳定。近几十年这样的案例在国外出现过多次，已经有多家大型银行因此倒闭。基于此原因，对风险管理的研究一直是国内外银行业关注的重点课题。自我国加入世贸组织以来，金融市场逐步对国际开放，这在带来利益和机会的同时，也加剧了国内外银行间的竞争，使国内银行面临着越来越复杂的风险。国内在风险管理的研究上起步较晚，无论是理念还是方法手段，目前都与国外先进银行存在较大差距。对此，需要加强对风险管理的全面研究，包括构建合理的评价指标体系，选用科学的方法模型对其进行评价，以分析当前我国商业银行的基本风险状况，指出面临的主要风险，并针对重点给出建议措施，这也是本文将要研究的方向。本文首先阐述了商业银行风险和风险管理的主要理论内容，，总结了当今国内外专家对风险的研究成果，并着重介绍了巴塞尔新资本协议，它也是我国银行业风险管理的理论指导；接下来根据巴塞尔协议精神和我国银监会的文件规定，建立一套银行风险评价指标体系，并采用综合赋权法计算指标权重，根据权重值可以得知我国银行面临的重要风险；最后运用投影寻踪模型对2011年国内10家银行的风险管理水平进行了评价分析，并根据得到的结果给我国商业银行风险管理提出个人看法和建议。
[Abstract]:For the economy of a country, the commercial bank occupies the absolute core position in the financial system, and the operation of the bank directly affects the development of the national economy and the daily life of the people. At the same time, banks have been closely related to risk since the emergence of the risk, effective risk management can bring benefits, if risk management problems will cause great harm, or even lead to economic crisis. Directly affect the normal operation of the economy and social stability. Such cases have occurred many times abroad in recent decades, and many large banks have failed as a result. For this reason, the research on risk management has always been the focus of attention of domestic and foreign banks. Since China's accession to the WTO, the financial market has gradually opened to the international community, which brings benefits and opportunities, but also intensifies the competition between banks at home and abroad, which makes domestic banks face more and more complex risks. The research on risk management in China started late. There is a big gap between the concept and the method of risk management in China and foreign advanced banks. Therefore, it is necessary to strengthen the comprehensive research on risk management, including constructing a reasonable evaluation index system and selecting a scientific method model to evaluate it, in order to analyze the current basic risk situation of commercial banks in China and point out the main risks faced by them. And to focus on the proposed measures, this is the direction of this paper will be studied. This paper first describes the main theoretical contents of risk and risk management of commercial banks, summarizes the current research results of domestic and foreign experts on risk, and emphatically introduces the new Basel Capital Accord. It is also the theoretical guidance of banking risk management in China. Then, according to the spirit of Basel Accord and the documents of CBRC, a set of index system of bank risk evaluation is established, and the weight of index is calculated by comprehensive weighting method. According to the weight value, we can know the important risks faced by our banks. Finally, we use projection pursuit model to evaluate and analyze the risk management level of 10 domestic banks in 2011. According to the obtained results, the author puts forward personal views and suggestions for the risk management of commercial banks in China.
【学位授予单位】：江西财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F224

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