中國商業(yè)銀行風險管理制度設計.rar
中國商業(yè)銀行風險管理制度設計,摘要商業(yè)銀行是資源配置的屯要主體，同時商業(yè)銀行對資源的配置又是了j一風險的。良好的風險管理可以幫助商業(yè)銀行減少所面對的風險、減少經(jīng)營成本、正確對風險進行定價，從而幫助商業(yè)銀行實現(xiàn)可持續(xù)的發(fā)展。在國際上，隨著巴塞爾新資本協(xié)議的實行、風險計量技術(shù)的進步，風險管理也日益發(fā)展。但是，我國商業(yè)銀行的風險管理還遠遠算不上令人滿意。...
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內(nèi)容介紹
原文檔由會員 白癡學東西 發(fā)布
摘要
商業(yè)銀行是資源配置的屯要主體，同時商業(yè)銀行對資源的配置又是了J一風險
的。良好的風險管理可以幫助商業(yè)銀行減少所面對的風險、減少經(jīng)營成本、正確
對風險進行定價，從而幫助商業(yè)銀行實現(xiàn)可持續(xù)的發(fā)展。
在國際上，隨著巴塞爾新資本協(xié)議的實行、風險計量技術(shù)的進步，風險管理
也日益發(fā)展。但是，我國商業(yè)銀行的風險管理還遠遠算不上令人滿意。如何適應
國際發(fā)展趨勢，加強風險管理工作，已經(jīng)成為我國金融業(yè)的重要工作。
本文首先對風險和風險管理理論做了簡單的介紹，然后分析了我國銀行業(yè)風
險管理的現(xiàn)狀和存在的問題，指出組織設置和風險計量是我國商業(yè)銀行風險管理
中存在的主要問題。最后，本文對風險管理制度在宏觀和微觀兩個層面進行了設
計。在宏觀層面，本文對風險管理組織進行了設計，并設計了風險管理的總體流
程，還分析并初步解決了宏觀模型中存在的兩個相關(guān)問題，即集權(quán)與分權(quán)問題和
風險戰(zhàn)略制定問題。在微觀層面，本文設計了業(yè)務流程中的風險管理體系，并對
現(xiàn)代風險計量技術(shù)做了應用，還分析并初步解決了微觀模型中存在的兩個相關(guān)問
題，即對業(yè)務部門的多頭領導問題和計量模型的適用性問題。
關(guān)鍵詞:商業(yè)銀行風險風險管理制度
錄
中文摘要·················································································……l
Abstract····················································································……11
第1章前言··············································································……1
1.1研究的背景···········································································……1
1.2研究的現(xiàn)狀···········································································……2
1.31論文的框架和創(chuàng)新··································································……3
第2章商業(yè)銀行所面對的風險······················································……4
2.1風險的涵義和計量··································································……4
2.2商業(yè)銀行風險的分類·······························································……5
2.3商業(yè)銀行風險的特點····························································……7
第3章商業(yè)銀行風險管理理論······················································……10
3.1商業(yè)銀行風險管理理論的發(fā)展···················································……10
3.2商業(yè)銀行風險管理的內(nèi)部控制理論·············································……12
3.3商業(yè)銀行風險管理的計量和考核模型··········································……13
第4章我國商業(yè)銀行風險管理現(xiàn)狀分析··········································……20
4.1我國商業(yè)銀行風險管理的現(xiàn)狀···················································……20
4.2我國商業(yè)銀行風險管理中存在的問題··········································……21
4.3與國際經(jīng)驗相比我國風險管理的主要差距····································……24
第5章商業(yè)銀行風險管理的制度設計·······································，·····……26
5.1風險管理的宏觀組織和流程設計················································……26
5.2宏觀制度模型設計中的相關(guān)問題分析··········································……33
5.3微觀業(yè)務的風險控制程序和計量模型設計····································……38
5.4微觀制度模型設計中的相關(guān)問題分析··········································……51
第6章結(jié)論··············································································……56
注釋·······················································································……58
參考文獻·········，·······································································……60
后記····························..
商業(yè)銀行是資源配置的屯要主體，同時商業(yè)銀行對資源的配置又是了J一風險
的。良好的風險管理可以幫助商業(yè)銀行減少所面對的風險、減少經(jīng)營成本、正確
對風險進行定價，從而幫助商業(yè)銀行實現(xiàn)可持續(xù)的發(fā)展。
在國際上，隨著巴塞爾新資本協(xié)議的實行、風險計量技術(shù)的進步，風險管理
也日益發(fā)展。但是，我國商業(yè)銀行的風險管理還遠遠算不上令人滿意。如何適應
國際發(fā)展趨勢，加強風險管理工作，已經(jīng)成為我國金融業(yè)的重要工作。
本文首先對風險和風險管理理論做了簡單的介紹，然后分析了我國銀行業(yè)風
險管理的現(xiàn)狀和存在的問題，指出組織設置和風險計量是我國商業(yè)銀行風險管理
中存在的主要問題。最后，本文對風險管理制度在宏觀和微觀兩個層面進行了設
計。在宏觀層面，本文對風險管理組織進行了設計，并設計了風險管理的總體流
程，還分析并初步解決了宏觀模型中存在的兩個相關(guān)問題，即集權(quán)與分權(quán)問題和
風險戰(zhàn)略制定問題。在微觀層面，本文設計了業(yè)務流程中的風險管理體系，并對
現(xiàn)代風險計量技術(shù)做了應用，還分析并初步解決了微觀模型中存在的兩個相關(guān)問
題，即對業(yè)務部門的多頭領導問題和計量模型的適用性問題。
關(guān)鍵詞:商業(yè)銀行風險風險管理制度
錄
中文摘要·················································································……l
Abstract····················································································……11
第1章前言··············································································……1
1.1研究的背景···········································································……1
1.2研究的現(xiàn)狀···········································································……2
1.31論文的框架和創(chuàng)新··································································……3
第2章商業(yè)銀行所面對的風險······················································……4
2.1風險的涵義和計量··································································……4
2.2商業(yè)銀行風險的分類·······························································……5
2.3商業(yè)銀行風險的特點····························································……7
第3章商業(yè)銀行風險管理理論······················································……10
3.1商業(yè)銀行風險管理理論的發(fā)展···················································……10
3.2商業(yè)銀行風險管理的內(nèi)部控制理論·············································……12
3.3商業(yè)銀行風險管理的計量和考核模型··········································……13
第4章我國商業(yè)銀行風險管理現(xiàn)狀分析··········································……20
4.1我國商業(yè)銀行風險管理的現(xiàn)狀···················································……20
4.2我國商業(yè)銀行風險管理中存在的問題··········································……21
4.3與國際經(jīng)驗相比我國風險管理的主要差距····································……24
第5章商業(yè)銀行風險管理的制度設計·······································，·····……26
5.1風險管理的宏觀組織和流程設計················································……26
5.2宏觀制度模型設計中的相關(guān)問題分析··········································……33
5.3微觀業(yè)務的風險控制程序和計量模型設計····································……38
5.4微觀制度模型設計中的相關(guān)問題分析··········································……51
第6章結(jié)論··············································································……56
注釋·······················································································……58
參考文獻·········，·······································································……60
后記····························..
