論對提升我國商業(yè)銀行風(fēng)險管理能力的思考

1、論對提升我國商業(yè)銀行風(fēng)險管理能力的思考the thinking on improving the risk management ability of commercial banks in chinathesis keywords commercial banks: risk management; thinkingabstract from commercial banks, risk is associated with it. with the bankthe increasing development of the market and the increasing competi

2、tion of the market also show the complex and volatile characteristics of banking risk combined with the orders,we are in a period of economic transition. the economic environment is more complex and the banking industry is not growing wellfamiliarity, the form of risk, is more specific, and this rai

3、ses higher requirements for risk management this article attempts to passthe analysis of the general principle of risk management of commercial banks is carried out in accordance with the requirements for the implementation of the scientific outlook on development.to discuss the development directio

4、n of risk management of commercial banks in order to improve the risk management ability of commercial banks.first, the development trend of risk management of commercialbankscommercial bank risk management is the product of the development of the banking business and the increasing awareness of fin

5、ancial riskinitially, the risk management of commercial banks mainly focuses on the risk management of the asset business, emphasizing the retention of bank capitalthe liquidity was mainly related to the commercial banking business of the time, such as lendingsince the 1960s, the focus on risk manag

6、ement of commercial banks has shifted to liability risk managementby using borrowed money to maintain or increase the size and yield of assets, it creates a bar for the expansion of the bank，s businessbut it has also increased uncertainty over banks， operations. in the late 1970s, international mark

7、et rates were sharpvolatility, a single asset risk management or liability risk management no longer applies, and the risk management of assets liabilitiesin this paper, it emphasizes the coordination management of the asset business and the debt business, and the repayment period is symmetrica1.the

8、 business objectives are balaneed and risk-controlled by mutual replacement and asset dispersal. after the '80s, the bank windthe idea of risk management and technology have improved, and people have a deeper understanding of risk especially bankingthese changes in the market environment have be

9、en exacerbated by increased competition, narrower lending spreads, and widespread use of derivative instrumentsboth show the limitations of the existing theory of the risk management of the existing assets in this case, the off-balance-sheet riska series of ideas, such as management theory and finan

10、cial engineering, are applied to the risk management of commercial banksone step expands the scope of commercial banking, and applies more math, informatics, and information on risk management methodsmethods such as engineering deepen the connotation of risk management as a management science in 198

11、& baselthe capital agreement was formally introduced and improved, marking the risk management and financial regulation of western commercial banksthe further refinement and unification of the theory also means the relative integrity of the risk management principle of international bankingin th

12、is formover the past 20 years since the 1980s, the international banking crisis management model and content have been greatly developedduring the period, we reviewed the development course of bank risk management theory and practice for more than 20 years, and the commercial bank risk managementthe

13、 theory and practice of the theory are almost all set in the basel capital accord. so, for businessin the case of bank risk management, the basel agreement was born and perfected, which is the risk management leather of the international banking industrythe outcome of life the basel committee, in pa

14、rticular, announced the new bar in june 1999 and 2001the sellcapital agreement (the first draft) and (second draft)the new basel agreement is fully inheritedthe basel ii rules of regulation, in 1988, continued to be based on capital adequacy ratiosfocusing on credit risk control, we embarked on a si

15、ngle capital adequacy constraint and shifted to highlighting bank riskssupervision is based on the requirements of minimum capital, supervision of the supervision department, and market disciplinecommon constraintsit is fair to say that the new basel accord fully embodies the development direction o

16、f the international banking risk management philosophy.if competition for banks before the basel capital agreement was a disorderly competition, then barcathe banking competition under the el capital agreement will be based on risk identification, measurement, evaluation, control and risk culturecom

17、petition for the bank，s risk management capabilities for content this is important for the risk management of commercial banks in chinathe guiding significance is the basis and standard of participating in international competition of commercial banks in chinasecondly, the existing shortage of risk

18、management of commercial banks in chinacompared with foreign banks, the risk management of commercial banks in china is in both internal management and externalenvironmentthere is a big gap: from the outside, the external environment needed for bank risk management is prematurethe reasons for this a

19、re manifold, and the reason why the credit system has not yet been sound is important in addition, external supervision and marketthe role of field restraint is still far from being fully utilized, and in our country, the disclosure of banking information is very irregular and notcomplete, the regul

20、atory measures of external regulators are relatively simple, and the market has an external constraint on banksto strengthenfrom the inside of the bank, the risk management of commercial banks in china is also related to the concept, technology, method and so onthere is a big gap between advaneed fo

21、reign banks first, there is a knowledge of risk managementthe gap in foreign banks, it takes a lot of risk - the principle of return matching, to control risk and create profitsand it's a matter of equal importance but in our commercialbanks, the relationship between risk management and business

22、 developmentthere is a difference second, the gap in risk management philosophy. it is embodied in two aspects: one is the wholethe concept of face risk management is not yet in place, still mainly based on credit risk management, the market risk and operational windinsurance is not enough. the seco

23、nd is the lack of differentiated ideas in the process of risk management, ignoring different businesses,the differences between different risks and regions not only fail to manage the business risks but they are easy to producecreate new risks third, the gap in risk management approaches. risk is co

24、mpared to foreign risk management methodsthe lack of quantitative analysis method is very inaccurate in terms of risk identification and measurement. fourth, risk managementthe gap in the system the sound and independence of the system is a way of ensuring that risk management is advanced and object

25、ivethe key to the force but in our country, some banks， risk management systems are often inadequate and risk management suffersthe boundary factor interferes more, the principle of independence is not enough fifth, the gap in information technology. at present, ione of the biggest obstacles to impr

26、oving risk management in china，s commercial banks is that the construction of risk management information systems has been severely delayedrisk management requires a large amount of business information that is missing, unable to accurately manage risk exposure and directly affect the windthe decisi

27、on-making science of risk management the tasks and requirements of risk management of china，s commercial banksat this stage, the basic task of risk management of commercial banks in our country can be divided into two parts, from commercial banksinternally, the basic task of risk management is to es

28、tablish a strict internal control system and a good corporate governance machinethe value of bank shareholders will be realized by making the maximum risk and ensuring the healthy development of the banking businessthe biggest change from outside the commercial bank, the basic task of risk managemen

29、t is to strengthen commercial banking we should reform and improve the financial system, and basically prevent and defuse financial risksin order to realize the basic task of risk management and improve the risk management level of our commercial banks as soon as possible,three requirements must be

30、met:first, adapt to the requirements of business development commercial banks are at the core of profitability and shareholder valuebusiness development is the fundamental task of commercial banks, and the absence of development is a risk regardless of the riskdevelopment and reckless "zero ris

31、k" are not right risk management is not an end to riskthe reasonable matching of risk and yield within the scope of capital allocation.second, adapt to external regulatory requirementswith the development of the banking industry, the external supervision becomes more and more strict,baset s new

32、 capital agreement serves as one of the three pillars of regulatory oversight external regulation to commercial banksit is the external force of compliance management and the internal need to strengthen risk contro1. the regulation is goldthe "rules of the game in the competition, the risk mana

33、gement of banks only has the opportunity to adapt to external regulationequal market competition winsthird, we should adapt to the requirements of the development trend of international advanced bank risk management with the international banking industrythere has been a dramatic change in the appro

34、ach of risk management, and the change will continue in our countrythe risk management of commercial banks is short, and there is a big gap with the international advanced banks therefore, icommercial banks must keep abreast of the development of international risk management and grasp the advanced

35、risk management of banks in timetechnology and ideas to adapt to increasingly competitive needs.fourth, thoroughly implement the scientific outlook on development and raise the risk management capacity of commercial banksaccording to the concept and experience of international advaneed bank risk man

36、agement, combine the characteristics and needs of our commercial banksthe author thinks that the development direction of risk management of commercial banks in our country should make five changesto improve risk managementfirst, the risk management content is changed from credit risk to credit, mar

37、ket and operational risk as the silverthe complexity of the business is compounded by the risks of the banks from the original credit risk to multiple types of riskswork together at the same time, the international banking industry is also aware of various types of risksa growing risk management is

38、a risk that is managed by managing a single risk and managing multiple risksthe direction of management the risk management of commercial banks in our country should not only manage the credit risk, but alsowe will pay more at tention to the management of risks such as market, operation and law.seco

39、nd, the approach of risk management is transformed from direct management to direct and indirect management at present, ithe risk management methods and methods of commercial banks are relatively simple, and some bank risk management is mainly directadministration is the main, such as approve credit

40、 letter project, collect bad assets and so on. but the development of risk management in the futurein order to further play the role of indirect risk management.third, the risk management object is transformed by a single loan to an enterprise as a whole, with a single industry towards the assetport

41、folio management transformation. at present, with the change of economic activity, the business operation characteristic, the form of capital operationprofound changes have taken place to review the credit risk management method of the main content of the enterprise，s balance sheetthe complex capita

42、l goods such as subsidiaries, affiliated companies and multinational companies are not suitable for the prevention of riskthe pattern of the camp makes risk more complex and hidden, which requires risk management to be borrowed from a single loanmanagement is changing the overall risk to the enterpr

43、ise, not only to review the financial situation, but also to the enterprisemanagement, shareholding structure, foreign investment and all cash flow. also, look at risk managementthe angle from one enterprise to the whole industry, the market changes, the microanalysis is emphasized systematicallyresearch on risk on the basis of these work, the eventual trans