农行江西省分行经济资本管理研究

发布时间：2018-06-20 17:10

本文选题：经济资本 + 资本约束　；参考：《江西财经大学》2016年硕士论文

【摘要】：在商业银行风险管理的实践中,西方银行界通过不断摸索,形成了一种新的风险管理手段,即经济资本管理。该管理模式,通过对风险资本化,实现了对风险的全面度量,现在世界银行业已普遍采取该管理模式。国内银行中,中国农业银行是较早引入西方经济资本管理与理念的,并在不断的发展和进步中,将经济资本管理模式作为自身银行发展和风险管理以及经营的核心模式。在激烈的竞争环境下,如何在管理实践中进一步提升经济资本管理的作用和效果,需要在不断的探索中认真思考。本文通过分析和梳理现有的经济资本管理及经济资本配置理论,以农业银行江西省分行经济资本管理为研究对象,运用定量分析和案例分析的方法,对其经济资本管理应用实践中存在的问题和原因进行了分析和研究,提出了针对性建议,使经济资本管理的效用最大化。本文分为五个部分。第一个部分导论。阐明研究背景与意义以及相关文献,同时讨论了本文的研究方法和内容。第二个部分,解释银行经济资本管理。同时指出了经济增加值和资本回报率的相关概念。第三个部分,分析现在中国农业银行江西省分行的相关状况。主要阐述了目前该分行的经营情况,其在经济资本管理上所取得的成绩以及在发展中所遇到的困难并找出其原因。第四个部分,介绍国外银行的经济资本管理经验。首先对国外及国内商业银行经济资本的计量配置和管理进行了介绍,并从中得出相应启示。第五部分是完善农行江西省分行经济资本管理的建议和对策。从经营理念、经济资本管理体系、绩效考核机制等角度提出了解决问题的对策建议。研究表明,农行江西省分行经济资本管理存在的问题主要包括如下几个方面:一是管理理念和力度“层层弱化”;二是基层员工“重计价,轻资本”;三是资产结构有待优化;四是资本供需存在矛盾。究其原因主要是:(1)经济资本管理理念传导不到位;(2)配套考核政策强度不够;(3)资产结构调整空间较大;(4)不同经济周期资本供需差异较大。为此,建议从以下几个方面来完善农行江西省分行经济资本管理:一是建立管理层辅导机制并加强精细化管理;二是增强考核的激励约束作用;三是调整经济资本配置管理方式;四是突出重点领域经济资本压降;五是加强队伍与信息平台建设。在不断推进和优化经济资本管理模式中,减少风险发生率,防患于未然,创造最大化价值。
[Abstract]:In the practice of risk management of commercial banks, the western banks have formed a new means of risk management, that is, economic capital management. This management model, by capitalizing risk, realizes the overall measurement of risk, and now the world banking industry has generally adopted this management model. In the domestic banks, the Agricultural Bank of China introduced the western economic capital management and concept earlier, and in the continuous development and progress, the economic capital management model as its own bank development and risk management and management of the core model. In the fierce competitive environment, how to further improve the role and effect of economic capital management in management practice needs to be carefully considered in the continuous exploration. By analyzing and combing the existing theories of economic capital management and economic capital allocation, this paper takes the economic capital management of Jiangxi Branch of Agricultural Bank as the research object, and applies the methods of quantitative analysis and case analysis. This paper analyzes and studies the problems and causes in the application of economic capital management, and puts forward some suggestions to maximize the utility of economic capital management. This paper is divided into five parts. The first part is an introduction. The background and significance of the research and related literature are expounded, and the research methods and contents of this paper are also discussed. The second part, explains the bank economic capital management. At the same time pointed out the economic added value and return on capital related concepts. The third part analyzes the current situation of Agricultural Bank of China Jiangxi Branch. This paper mainly expounds the operation of this branch at present, the achievements in economic capital management and the difficulties encountered in the development, and finds out the reasons. The fourth part introduces the economic capital management experience of foreign banks. This paper first introduces the metrological allocation and management of economic capital of foreign and domestic commercial banks, and draws the corresponding enlightenment from it. The fifth part is the suggestion and countermeasure of perfecting the economic capital management of ABC Jiangxi Branch. The countermeasures and suggestions for solving the problem are put forward from the aspects of management idea, economic capital management system, performance appraisal mechanism and so on. The research shows that the problems existing in the economic capital management of ABC Jiangxi Branch mainly include the following aspects: first, the management concept and strength are "weakened at various levels"; second, the grass-roots employees "pay more attention to valuation than capital"; third, the structure of assets needs to be optimized; Fourth, there are contradictions between capital supply and demand. The main reason is that the economic capital management concept transmission is not in place; (2) the intensity of the supporting assessment policy is not enough; (3) the space for asset structure adjustment is bigger; (4) the difference between capital supply and demand in different economic cycles is great. Therefore, it is suggested to perfect the economic capital management of ABC Jiangxi Branch from the following aspects: first, to establish the management guidance mechanism and strengthen the fine management, secondly, to strengthen the incentive and restraint function of the appraisal; The third is to adjust the management mode of economic capital allocation, the fourth is to stress the pressure drop of economic capital in key areas, and the fifth is to strengthen the construction of contingent and information platform. In the process of promoting and optimizing the economic capital management mode, we should reduce the incidence of risk, prevent trouble and create maximum value.
【学位授予单位】：江西财经大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.33

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