中国银行AH分行资管业务风险管理研究
发布时间：2019-03-01 18:18
【摘要】：得益于居民财富的持续积累以及流动性的持续宽松,资管业务作为新兴行业迅速崛起。从中国电子银行网公布的数据来看,2015年中国资产管理行业规模及增速双双创下历史新高,年末各类资管机构资产管理总规模达到近90万亿元,相比2014年增长53.7%,创下2009年以来最高增速;就总规模而言,2015年资产管理行业的体量已然超越同期国内生产总值67.67万亿元的规模,与沪深两市流通市值总规模(41.79万亿元)和全国债市存量规模(47.93万亿元)的加总相当。随着金融改革的不断深化,大资管时代已然来临,银行、信托、保险、券商、基金公司等各类型金融机构纷纷涉足资管业务,在不同业务领域展现出相应的业务专长与优势。而商业银行在经济步入新常态与利率市场化的大背景下,在机构间竞争日益充分的情况下,以前所未有的力度开展资管业务,在资管市场中占有重要的地位,在银行业金融机构转型中发挥着重要的作用。而如何持续健康、依法合规的开展资管业务,如何摸准市场脉搏找准投资方向和策略,如何有效的防控各类风险,成为比拼各银行业金融资管实力的重要环节。本文基于风险规避理论进行风险管理论证,运用案例分析与规范论文总结提炼的方法,系统地梳理了国内外文献,以中国银行AH分行为案例,阐述了中国银行AH分行资管业务发展情况及存在的问题,虽然目前AH分行资管业务发展势头良好,暂未出现资管业务逾期,但由于长期受表外类资管业务非刚性兑付观念影响,风险管理意识淡薄,导致AH分行的资管投向越来越集中,风险管理能力逐渐减弱。同时,本文通过对中国银行AH分行资管业务风险进行分析,综合考虑其所处的内外部市场环境,对AH分行资管业务主要面对的风险特征进行研究并制定相应的管理措施,旨在帮助AH分行不断提升资管业务风险管理能力,增强核心竞争力,同时对于其它金融同业也有一定的借鉴作用。中国银行AH分行资管业务风险管理结论如下:一、制定充分竞争的风险考核策略与业务发展重点;二、加强业务审批管理;三、实施完善的联动机制及应急保障策略。本文的结构安排如下:文章的第一章对论文的选题背景及意义、研究内容与框架、研究思路及方法、论文的创新点进行综述,了解当前资管业务的发展现状以及风险管理的必要性;第二章详细介绍银行风险管理理论基础及文献综述;第三章对中国银行AH分行资管业务发展现状及存在的问题进行阐述,同时对资管业务存在的问题进行特点分类,并对相关成因进行风险分析;第四章在第三章研究的基础上对中国银行AH分行资管业务暴露的问题提出相应风险管理措施;最后提出自身的研究结论与研究展望。
[Abstract]:Thanks to the continued accumulation of household wealth and continued easing of liquidity, the asset management business has risen rapidly as an emerging industry. Judging from the data released by China Electronic Banking Network, in 2015, the size and growth rate of China's asset management industry both reached a record high. At the end of the year, the total size of asset management of various asset management institutions reached nearly 90 trillion yuan, an increase of 53.7% compared with 2014. The highest growth rate since 2009; In terms of total size, the size of the asset management industry in 2015 has exceeded that of 67.67 trillion yuan in gross domestic product over the same period. And Shanghai and Shenzhen stock market total circulation market size (41.79 trillion yuan) and the national bond market stock scale (47.93 trillion yuan) total equivalent. With the deepening of financial reform, the era of big asset management has come, banks, trusts, insurance, securities firms, fund companies and other types of financial institutions have set foot in the asset management business, showing the corresponding business expertise and advantages in different business areas. Under the background of the economy entering into the new normal and the interest rate marketization, the commercial banks are playing an important role in the asset management market under the circumstance of the increasingly full competition among institutions and the unprecedented efforts to carry out the asset management business. It plays an important role in the transformation of banking financial institutions. How to carry out the asset management business in accordance with the law, how to find the market pulse, how to effectively prevent and control all kinds of risks, has become an important link in the competition of the financial asset management strength of the banking industry. Based on the theory of risk aversion, this paper demonstrates the risk management, uses the methods of case analysis and normative paper to summarize and refine, systematically combs the domestic and foreign literature, and takes the Bank of China AH Branch as a case. This paper expounds the development and existing problems of the assets management business of the AH branch of the Bank of China. Although the development momentum of the assets management business of the AH branch is good at present, there is no overdue asset management business, but it is affected by the idea of non-rigid payment of off-balance-sheet asset management business for a long time. The weak awareness of risk management leads to more and more centralized capital management of AH branch, and the ability of risk management is gradually weakened. At the same time, by analyzing the risk of the assets management business of the Bank of China's AH Branch, considering the internal and external market environment, this paper studies the main risk characteristics of the AH branch's asset management business and formulates the corresponding management measures. The purpose of this paper is to help AH branch to improve the risk management ability of asset management business and enhance its core competence, which can also be used for reference to other financial peers. The conclusions of the risk management of the assets management business of the AH branch of the Bank of China are as follows: first, to formulate a fully competitive risk assessment strategy and the key points of business development; second, to strengthen the management of business approval; third, to implement a perfect linkage mechanism and emergency safeguard strategy. The structure of this paper is as follows: in the first chapter of this paper, the background and significance of the topic selection, the research content and framework, the research ideas and methods, and the innovation of the paper are summarized. To understand the current situation of the development of asset management business and the necessity of risk management; The second chapter introduces the theoretical basis and literature review of bank risk management in detail. The third chapter describes the current situation and the existing problems of the assets management business of the Bank of China AH Branch. At the same time, it classifies the characteristics of the problems existing in the asset management business, and analyzes the related causes of risk. The fourth chapter puts forward the risk management measures for the exposure of the assets management business of the AH branch of the Bank of China on the basis of the research in the third chapter, and finally puts forward its own research conclusions and research prospects.
【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2
本文编号：2432680
[Abstract]:Thanks to the continued accumulation of household wealth and continued easing of liquidity, the asset management business has risen rapidly as an emerging industry. Judging from the data released by China Electronic Banking Network, in 2015, the size and growth rate of China's asset management industry both reached a record high. At the end of the year, the total size of asset management of various asset management institutions reached nearly 90 trillion yuan, an increase of 53.7% compared with 2014. The highest growth rate since 2009; In terms of total size, the size of the asset management industry in 2015 has exceeded that of 67.67 trillion yuan in gross domestic product over the same period. And Shanghai and Shenzhen stock market total circulation market size (41.79 trillion yuan) and the national bond market stock scale (47.93 trillion yuan) total equivalent. With the deepening of financial reform, the era of big asset management has come, banks, trusts, insurance, securities firms, fund companies and other types of financial institutions have set foot in the asset management business, showing the corresponding business expertise and advantages in different business areas. Under the background of the economy entering into the new normal and the interest rate marketization, the commercial banks are playing an important role in the asset management market under the circumstance of the increasingly full competition among institutions and the unprecedented efforts to carry out the asset management business. It plays an important role in the transformation of banking financial institutions. How to carry out the asset management business in accordance with the law, how to find the market pulse, how to effectively prevent and control all kinds of risks, has become an important link in the competition of the financial asset management strength of the banking industry. Based on the theory of risk aversion, this paper demonstrates the risk management, uses the methods of case analysis and normative paper to summarize and refine, systematically combs the domestic and foreign literature, and takes the Bank of China AH Branch as a case. This paper expounds the development and existing problems of the assets management business of the AH branch of the Bank of China. Although the development momentum of the assets management business of the AH branch is good at present, there is no overdue asset management business, but it is affected by the idea of non-rigid payment of off-balance-sheet asset management business for a long time. The weak awareness of risk management leads to more and more centralized capital management of AH branch, and the ability of risk management is gradually weakened. At the same time, by analyzing the risk of the assets management business of the Bank of China's AH Branch, considering the internal and external market environment, this paper studies the main risk characteristics of the AH branch's asset management business and formulates the corresponding management measures. The purpose of this paper is to help AH branch to improve the risk management ability of asset management business and enhance its core competence, which can also be used for reference to other financial peers. The conclusions of the risk management of the assets management business of the AH branch of the Bank of China are as follows: first, to formulate a fully competitive risk assessment strategy and the key points of business development; second, to strengthen the management of business approval; third, to implement a perfect linkage mechanism and emergency safeguard strategy. The structure of this paper is as follows: in the first chapter of this paper, the background and significance of the topic selection, the research content and framework, the research ideas and methods, and the innovation of the paper are summarized. To understand the current situation of the development of asset management business and the necessity of risk management; The second chapter introduces the theoretical basis and literature review of bank risk management in detail. The third chapter describes the current situation and the existing problems of the assets management business of the Bank of China AH Branch. At the same time, it classifies the characteristics of the problems existing in the asset management business, and analyzes the related causes of risk. The fourth chapter puts forward the risk management measures for the exposure of the assets management business of the AH branch of the Bank of China on the basis of the research in the third chapter, and finally puts forward its own research conclusions and research prospects.
【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2
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相关期刊论文 前3条
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