NY银行经济资本管理问题研究

发布时间：2018-05-20 08:33

本文选题：商业银行 + 经济资本　；参考：《广西大学》2015年硕士论文

【摘要】：经济资本是贯穿风险度量和资本优化配置的关键因素,在商业银行预算管理、资源配置和绩效考核等方面发挥重要作用,提高资本管理水平,可有效保障银行资本补充能力与资产扩张相匹配,增强抵御风险能力。目前商业银行经济资本管理引入我国已有10年时间,我国银行业监管部门也紧紧跟随巴塞尔委员会对银行业监管标准的修订,不断调整国内的监管要求,推动我国商业银行向现代商业银行转变。本文根据我国监管部门最新的监管要求及有关研究,采用理论和实际案例研究相结合的方法,在考察总结国际先进银行成功经验的基础上,以NY银行为实例,指出其经济资本管理中存在的理念未普及、约束机制不健全、存量资产业务经济资本占用不合理、过程管理不到位、配套绩效考评机制不完善等问题,归纳总结认为传统经营模式未彻底改变、经济资本管理制度建设滞后、经济资本配置方式不科学、缺乏有力的过程管理支持系统、传统绩效考核方式未彻底转变等是产生这些问题原因。对NY银行经济资本管理情况进行了比较全面的分析后,提出了强化经济资本管理理念、健全经济资本约束机制、加大经济资本占用优化调整力度、进一步加强过程管理、进一步完善考评机制等优化NY银行经济资本管理的对策。当前NY银行经济资本管理存在的问题具有一定普遍性,因此本文所提出的相关针对性的对策,具有一定的现实借鉴意义。
[Abstract]:Economic capital is the key factor that runs through risk measurement and capital optimal allocation. It plays an important role in budget management, resource allocation and performance evaluation of commercial banks, and improves the level of capital management. It can effectively ensure that the capital replenishment ability of the bank matches with the asset expansion and strengthens the ability to resist risks. At present, it has been 10 years since the introduction of economic capital management to commercial banks in China, and the banking regulatory authorities in our country have closely followed the revision of the Basel Committee's standards for banking supervision and constantly adjusted the domestic regulatory requirements. Promote the transformation of Chinese commercial banks to modern commercial banks. According to the latest regulatory requirements and relevant research of China's regulatory authorities, this paper adopts the method of combining theoretical and practical case studies, and on the basis of investigating and summarizing the successful experiences of international advanced banks, takes NY Bank as an example. The paper points out that the concept of economic capital management is not popularized, the restraint mechanism is not perfect, the occupation of economic capital of stock assets is unreasonable, the process management is not in place, and the performance evaluation mechanism is not perfect. Summing up the conclusion that the traditional management mode has not completely changed, the construction of economic capital management system lags behind, the allocation of economic capital is unscientific, and there is a lack of strong process management support system. The causes of these problems are that the traditional performance appraisal method is not completely changed. After a comprehensive analysis of the economic capital management of NY Bank, the paper puts forward the idea of strengthening the economic capital management, perfecting the restraint mechanism of the economic capital, increasing the optimization and adjustment of the occupation of the economic capital, and further strengthening the process management. Further improve the appraisal mechanism and optimize NY bank economic capital management countermeasures. At present, the problems existing in the economic capital management of NY bank are universal, so the relevant countermeasures put forward in this paper are of practical significance.
【学位授予单位】：广西大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F830.42;F832.33

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