经济资本管理及其在商业银行中的应用

发布时间：2019-03-28 19:30

【摘要】：随着金融业务范围的扩张和金融产品的增加，越来越多的风险因素暴露出来。20世纪80年代以来，商业银行开始转变资本管理体系，逐步向以风险计量和风险优化为核心的全面风险管理过渡，经济资本管理应运而生。自此，银行业开始从自身而非监管者的角度看待银行风险管理和资本管理，适时开发和引进经济资本管理工具，不断推动资本管理和风险管理的统一。目前，我国商业银行的经济资本管理仍处在初级发展阶段，资本管理和风险管理水平与国际先进银行有较大差距，各银行之间也参差不齐。本文通过深入研究经济资本管理理论及其在实际应用中存在的问题，，旨在针对当前商业银行经济资本管理的应用提出建议，提升商业银行的风险应对能力，指导商业银行经营决策，增加银行价值。本文的研究思路是：第一章，绪论。阐述本文的研究背景、意义及方法，对现有研究进行综述。第二章，经济资本管理理。论述经济资本以及经济资本管理的概念及发展渊源，探讨经济资本计量、配置及绩效考核方法，以及经济资本管理在商业银行中应用的必要性。第三章，经济资本管理在商业银行中的应用。首先介绍目前我国商业银应用经济资本配置的现状，其次具体研究经济资本管理在Z商业银行的应用，分析Z银行实行经济资本管理的效果。第四章，存在问题。论述经济资本管理在我国商业银行应用中的不足。第五章，改进措施。针对问题和不足，探讨商业银行进行经济资本管理的改进方法。
[Abstract]:With the expansion of the scope of financial business and the increase of financial products, more and more risk factors have been exposed. Since the 1980s, commercial banks have begun to transform the capital management system. Step by step transition to comprehensive risk management with risk measurement and risk optimization as the core, economic capital management emerges as the times require. Since then, banks began to look at bank risk management and capital management from the perspective of themselves rather than regulators, timely development and introduction of economic capital management tools, constantly promoting the unity of capital management and risk management. At present, the economic capital management of commercial banks in our country is still in the primary stage of development, the level of capital management and risk management is quite different from the international advanced banks, and the difference among the banks is not uniform. Through in-depth research on the theory of economic capital management and the problems existing in its practical application, this paper aims to put forward some suggestions for the application of economic capital management in commercial banks, and to improve the ability of commercial banks to deal with risks. Guide the business decision-making of commercial banks and increase the value of banks. The research ideas of this paper are as follows: chapter one, introduction. This paper describes the research background, significance and methods, and summarizes the existing research. Chapter two, the management of economic capital. This paper discusses the concept and development origin of economic capital and economic capital management, discusses the methods of economic capital measurement, allocation and performance appraisal, and the necessity of applying economic capital management in commercial banks. Chapter three, the application of economic capital management in commercial banks. This paper first introduces the present situation of the application of economic capital allocation to commercial banks in China, then studies the application of economic capital management in Z commercial banks, and analyzes the effect of implementing economic capital management in Z banks. Chapter IV, there are problems. This paper discusses the deficiency of economic capital management in the application of commercial banks in China. Chapter V, improvement measures. Aiming at the problems and shortcomings, this paper discusses the improvement methods of economic capital management in commercial banks.
【学位授予单位】：电子科技大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33

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