国内上市商业银行风险管理的绩效分析及考核研究

发布时间：2018-05-18 06:26

本文选题：上市商业银行 + 风险管理　；参考：《重庆交通大学》2014年硕士论文

【摘要】：本文从银行内部控制、外部管理完善和法律制度规制三个维度,对国内上市商业银行风险管理绩效考核问题进行分析研究。上市商业银行主要面临来自流动性风险、信用风险、市场风险和操作风险等多种金融风险因素的挑战。如何进行国内上市商业银行风险管理绩效考核,提高商业银行抵御风险能力,是上市商业银行在开放程度日益提高的金融市场,应对复杂多变的潜在金融市场风险所面临的一道难题。本文根据上市商业银行存在的风险,通过经济理论分析了上市商业银行风险产生的原因和风险管理的必要性。论文立足上市商业银行内部控制机制与内控组织结构完善、外部管理部门绩效考核标准提升和法律制度框架规制能力提高三个方面,论述如何促进国内上市商业银行稳健发展。随着国内上市商业银行对风险和资本运营收益关系认知的不断深化,做为向发达国家金融市场学习的后来者,国内上市商业银行可发挥后发优势,充分借鉴国外先进银行的经验,积极探索发展具有中国特色的全新风险监控管理绩效考核体系。现代商业银行价值管理的新理念取决于如何更好地解决银行风险和收益匹配问题,使资本在抵御风险和创造经济价值方面,呈现其平衡能力,这也是国际上商业银行风险管理的主要发展趋势。不可否认,国内上市商业银行在风险管理绩效考核体系方面的研究和应用能力尚须进一步挖掘,尤其是国内上市商业银行在波谲云诡的国际金融市场中,尚缺乏足够的风险管理和绩效提高能力。结合分析论述,作者提出用定性分析和定量分析相结合的方法,构建出具有针对性的某银行风险管理绩效考核实施方案,并在方案中对实施原则、程序、考核指标和考核结果加以阐述。文章认为,以某银行为代表的上市商业银行为对象,开展风险管理绩效考核体系研究,既有其理论价值,更具有重要的实践指导意义。案例分析方面,本文结合国内某上市商业银行在进行风险管理绩效考核给出的相应指标数据,分别从效益类、风险类、发展转型类、协调发展类四个主要类型入手,展开具有针对性的指标数据分析,并对国家金融改革背景下可能出现的新的风险控制问题,提出具有针对性的风险管理优化建议。
[Abstract]:This paper analyzes the risk management performance evaluation of domestic listed commercial banks from three dimensions: internal control, perfect external management and legal system regulation. Listed commercial banks are faced with various financial risk factors, such as liquidity risk, credit risk, market risk and operational risk. How to evaluate the risk management performance of domestic listed commercial banks and improve the ability of commercial banks to resist risks is an increasingly open financial market for listed commercial banks. To deal with the potential risks of complex and volatile financial markets facing a difficult problem. According to the risks of listed commercial banks, this paper analyzes the causes of the risks and the necessity of risk management in listed commercial banks through economic theory. Based on the improvement of internal control mechanism and internal control organization structure of listed commercial banks, the improvement of performance evaluation standards of external management departments and the improvement of regulatory ability of legal system framework, this paper discusses how to promote the steady development of domestic listed commercial banks. With the deepening of domestic listed commercial banks' cognition of the relationship between risk and capital operating income, as a latecomer to learn from the financial markets of developed countries, domestic listed commercial banks can play the advantage of latecomer. Draw lessons from the experience of foreign advanced banks, actively explore and develop a new risk monitoring and management performance appraisal system with Chinese characteristics. The new concept of modern commercial bank value management depends on how to better solve the problem of bank risk and income matching, so that capital presents its balance ability in resisting risks and creating economic value. This is also the international commercial bank risk management of the main development trend. There is no denying that the research and application ability of domestic listed commercial banks in risk management performance appraisal system should be further explored, especially in the turbulent international financial market. There is still a lack of adequate risk management and performance enhancement capabilities. Combined with the analysis, the author puts forward the method of combining qualitative analysis with quantitative analysis to construct the implementation scheme of performance appraisal of a bank's risk management, and in the scheme, the implementation principles and procedures are given. The evaluation index and result are expounded. This paper holds that the research on the performance appraisal system of risk management in a listed commercial bank, which is represented by a certain bank, has its theoretical value and important practical significance. In the aspect of case analysis, this paper combines the corresponding index data of a listed commercial bank in risk management performance appraisal, starting with four main types: benefit class, risk class, development transition type, coordinated development type, etc. This paper analyzes the index data and puts forward some suggestions of risk management optimization for the new risk control problems that may arise under the background of the national financial reform.
【学位授予单位】：重庆交通大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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