济宁银行风险管理研究

发布时间：2018-01-12 19:00

本文关键词：济宁银行风险管理研究　出处：《山东大学》2012年硕士论文　论文类型：学位论文

【摘要】：近年来,我国银行业改革和发展取得了重大成就,为推动实体经济发展、应对国际金融危机冲击等做出了积极贡献。但在我国银行业改革发展和转型过程中,还面临不少的困难和挑战。银行业面临的风险形态不断变化,风险识别和管理的难度持续加大。同时,全球金融危机充分说明,我国银行业应积极做好风险管理工作,丝毫不放松风险管理,只有这样银行才不会放大其自身的脆弱性,才能保证我国银行业的长期稳定发展。巴塞尔新资本协议于2004年6月正式公布,其对银行风险管理提出了更高要求,更加强调风险计量的可靠性、准确性和标准化,突出了内部评级法的地位和作用,为银行业风险管理和资本监管提供了发展方向。与此同时,中国银监会根据我国银行业实际情况结合巴塞尔新资本协议有关要求,陆续发布了《中国银行业实施新资本协议指导意见》、《商业银行信用风险内部评级体系监管指引》等新的监管标准,提出了中国银行业实施巴塞尔新资本协议的时间表,即要求商业银行从2010年底起开始实施新资本协议,如果暂时不能达到银监会规定的最低要求,经批准可暂缓实施新资本协议,但不得迟于2013年底。本文以济宁银行为研究对象,系统分析济宁银行的风险管理现状,在结合济宁银行现实情况和实际需要的前提下,借鉴国内外先进经验,提出了分阶段实施内部评级法的策略方案并制定济宁银行实施风险管理的策略,以期提高济宁银行的风险管理能力,为实现成为现代化区域性股份制商业银行的目标而不断提升综合竞争力。
[Abstract]:In recent years, great achievements have been made in the reform and development of China's banking industry, which has made positive contributions to promoting the development of the real economy and coping with the impact of the international financial crisis, but in the course of the reform, development and transformation of the banking industry in China. There are also many difficulties and challenges. The banking sector is facing constant changes in risk patterns, risk identification and management difficulties continue to increase. At the same time, the global financial crisis fully illustrates. China's banking industry should actively do a good job of risk management, do not relax the risk management, only in this way the banks will not amplify their own vulnerability, in order to ensure the long-term stable development of our banking industry. New Basel Capital Accord was officially published in June 2004, which puts forward higher requirements for risk management of banks, and emphasizes the reliability, accuracy and standardization of risk measurement. It highlights the status and role of the internal rating method and provides a direction for the development of banking risk management and capital supervision. According to the actual situation of China's banking industry, the CBRC has successively issued the guidance opinions on the implementation of the New Capital Accord in China's banking industry in accordance with the relevant requirements of the Basel New Capital Accord. The new regulatory standards, such as the guidelines on the Internal rating system of Commercial Banks' Credit risk, put forward the timetable for the implementation of the Basel New Capital Accord in China's banking sector. That is to say, commercial banks are required to start implementing the new capital agreement from end of 2010. If they cannot meet the minimum requirements stipulated by the CBRC for the time being, they may suspend the implementation of the new capital agreement after approval. But not later than end of 2013. This paper takes Jining Bank as the research object, systematically analyzes the present situation of risk management of Jining Bank, and draws lessons from the advanced experience at home and abroad on the premise of combining the actual situation and actual needs of Jining Bank. In order to improve the risk management ability of Jining Bank, this paper puts forward the strategy of implementing internal rating method in stages and formulates the risk management strategy of Jining Bank in order to improve the risk management ability of Jining Bank. In order to achieve the goal of becoming a modern regional joint-stock commercial bank, the comprehensive competitiveness has been continuously promoted.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33

【参考文献】