我国国有商业银行全面风险管理体系研究

发布时间：2018-02-22 13:43

本文关键词： 国有商业银行全面风险管理巴塞尔新资本协议　出处：《上海外国语大学》2012年硕士论文　论文类型：学位论文

【摘要】：随着金融全球化和金融创新的发展，我国国有商业银行面临的竞争日益激烈，面临的风险日趋复杂，这就要求银行要具有更为完善的风险管理机制和更强的风险处理能力。风险管理是现代商业银行管理的核心内容之一，它在我国国有商业银行的经营管理中占有非常重要的地位，银行可以通过对各种风险的管理，减少由于业务和市场的变化而带来的损失。目前，我国国有商业银行的风险管理体系还不够完善，过多的集中在信用风险而忽视了市场风险和操作风险。因此现有的风险管理体系很难控制银行所面临的各种风险，不利于我国国有商业银行的健康发展。国际先进银行早就开始实施全面风险管理体系，并且在此基础上都有了自己的特色。近年来，随着经济全球化和我国金融体制的改革，我国国有商业银行业务和产品不断多元化，对全面风险管理体系构建的要求也越来越强烈。本文以商业银行风险管理为研究对象，对商业银行风险管理的相关基础理论进行了概括。然后，在金融危机背景下，重点介绍了花旗银行的全面风险管理体系以及汇丰银行完善的全面风险管理体系，通过对这两家国际先进银行的全面风险管理体系的分析，，归纳出他们的长处和弊端，为我国国有商业银行全面风险管理体系构建指引方向，建立实践基础。最后，在分析了我国国有商业银行现有的风险管理体系后，根据巴塞尔新资本协议的要求，以及国际先进银行的成功经验，构建适合我国国情的国有商业银行全面风险管理体系。
[Abstract]:With the development of financial globalization and financial innovation, Chinese state-owned commercial banks are facing increasingly fierce competition and increasingly complex risks. This requires banks to have a more perfect risk management mechanism and stronger risk handling capability. Risk management is one of the core contents of modern commercial bank management. It plays a very important role in the management of state-owned commercial banks in our country. Banks can reduce the losses caused by the changes of business and market through the management of various risks. At present, the risk management system of state-owned commercial banks in our country is not perfect enough, too much is focused on credit risk and neglects the market risk and operational risk, so the existing risk management system is very difficult to control all kinds of risks faced by banks. It is not conducive to the healthy development of state-owned commercial banks in China. Advanced international banks have already begun to implement a comprehensive risk management system, and on this basis have their own characteristics. In recent years, with the economic globalization and the reform of our financial system, The state-owned commercial banks have diversified their business and products, and the requirements for the construction of a comprehensive risk management system are becoming more and more intense. This paper takes the risk management of commercial banks as the research object, summarizes the relevant basic theories of the risk management of commercial banks, and then, in the context of the financial crisis, This paper mainly introduces the comprehensive risk management system of Citibank and the comprehensive risk management system of HSBC. Through the analysis of the comprehensive risk management system of these two international advanced banks, it concludes their strengths and weaknesses. Finally, after analyzing the existing risk management system of state-owned commercial banks in China, according to the requirements of the new Basel Capital Accord, And the successful experience of the international advanced banks to construct the comprehensive risk management system of the state-owned commercial banks suitable for the situation of our country.
【学位授予单位】：上海外国语大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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