本文關(guān)鍵詞：建設(shè)銀行經(jīng)濟(jì)資本管理研究　出處：《南昌大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

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【摘要】：2008年美國次貸危機(jī)帶來了全球金融的巨大震蕩,世界實(shí)體經(jīng)濟(jì)也遭受了嚴(yán)重的下滑。在這場(chǎng)危機(jī)中,美國銀行業(yè)遭受了巨大的打擊,很多老牌的商業(yè)銀行紛紛倒閉。2009年底,受美國金融危機(jī)的影響,歐洲爆發(fā)了主權(quán)債務(wù)危機(jī),主權(quán)債務(wù)問題造成了歐洲很多商業(yè)銀行風(fēng)險(xiǎn)敞口擴(kuò)大,面臨資金鏈條斷裂的危險(xiǎn)。 本文重點(diǎn)解決三個(gè)問題：第一,商業(yè)銀行經(jīng)濟(jì)資本管理的理論基礎(chǔ)是什么,商業(yè)銀行的經(jīng)濟(jì)資本應(yīng)該如何度量；第二,建設(shè)銀行的經(jīng)濟(jì)資本管理是怎樣的情況,國外發(fā)達(dá)商業(yè)銀行的經(jīng)濟(jì)資本管理又是怎樣,相比之下建設(shè)銀行的管理有怎樣的優(yōu)缺點(diǎn)；第三,建設(shè)銀行經(jīng)濟(jì)資本管理的具體實(shí)務(wù)操作是怎樣的,需要怎樣的改進(jìn)才能更加有效。 為解決第一個(gè)問題,本文首先對(duì)商業(yè)銀行經(jīng)濟(jì)資本的相關(guān)概念進(jìn)行了解釋,重點(diǎn)闡述了風(fēng)險(xiǎn)、經(jīng)濟(jì)資本的相關(guān)概念。接著,對(duì)管理理論進(jìn)行了梳理,綜述了國內(nèi)外學(xué)者關(guān)于經(jīng)濟(jì)資本管理的不同觀點(diǎn)。之后,本文闡述了商業(yè)銀行經(jīng)濟(jì)資本的計(jì)量方法,包括信用風(fēng)險(xiǎn)、市場(chǎng)風(fēng)險(xiǎn)、操作風(fēng)險(xiǎn)等不同風(fēng)險(xiǎn)形式的經(jīng)濟(jì)資本的計(jì)量方法。為解決第二個(gè)問題,本文對(duì)中國建設(shè)銀行的經(jīng)濟(jì)資本管理情況進(jìn)行了概括性的闡述,主要是介紹了建設(shè)銀行經(jīng)濟(jì)資本計(jì)量的方法。為解決第三個(gè)問題,本文以江西省建設(shè)銀行具體案例為依托,介紹了建設(shè)銀行經(jīng)濟(jì)資本管理的實(shí)務(wù)操作,得出結(jié)論,并以此為根據(jù)給出了政策建議。 通過對(duì)以上三個(gè)問題的研究,本文得到以下結(jié)論：第一,商業(yè)銀行經(jīng)濟(jì)資本不同于會(huì)計(jì)資本,是用于應(yīng)對(duì)商業(yè)銀行經(jīng)營中的各種風(fēng)險(xiǎn)的。第二,風(fēng)險(xiǎn)損失從其發(fā)生概率大小的角度可以劃分為平均損失、非預(yù)期損失和極端損失。不同的損失要通過不同的方式進(jìn)行彌補(bǔ)。第三,中國建設(shè)銀行有其一套完整、嚴(yán)格的經(jīng)濟(jì)資本管理體系,但與發(fā)達(dá)國家商業(yè)銀行比較還有一些不足。第四,中國建設(shè)銀行江西省分行按照風(fēng)險(xiǎn)分類分別計(jì)量經(jīng)濟(jì)資本,在預(yù)算管理、績效考核、貸款風(fēng)險(xiǎn)定價(jià)、貸款限額、風(fēng)險(xiǎn)分析報(bào)告等方面均有很好的應(yīng)用。第五,不同的擔(dān)保方式其對(duì)應(yīng)的經(jīng)濟(jì)資本也有所不同,不同信用等級(jí)的客戶其經(jīng)濟(jì)資本占用也不同。
[Abstract]:In 2008, the US sub-prime mortgage crisis brought a great shock to the global finance, and the real economy of the world also suffered a serious decline. In this crisis, the American banking industry suffered a huge blow. Many old commercial banks have closed down. At the end of 2009, under the influence of the American financial crisis, the sovereign debt crisis broke out in Europe, and the sovereign debt problem caused the expansion of the risk exposure of many commercial banks in Europe. Faced with the risk of financial chain break. This paper focuses on solving three problems: first, what is the theoretical basis of economic capital management of commercial banks, and how to measure the economic capital of commercial banks; Second, what kind of economic capital management is the construction bank, what is the economic capital management of the developed commercial banks in foreign countries, and what are the advantages and disadvantages of the management of the construction bank; Third, the construction bank economic capital management of the specific practice is how, how to improve to be more effective. In order to solve the first problem, this paper first explains the related concepts of commercial banks' economic capital, focusing on the related concepts of risk and economic capital. Then, the management theory is combed. After summarizing the different viewpoints of domestic and foreign scholars on economic capital management, this paper expounds the measurement methods of economic capital of commercial banks, including credit risk and market risk. In order to solve the second problem, this paper gives a general description of the economic capital management of China Construction Bank. In order to solve the third problem, based on the concrete case of Jiangxi Construction Bank, this paper introduces the practical operation of the economic capital management of China Construction Bank. The conclusion is drawn, and the policy recommendations are given on the basis of the conclusions. Through the study of the above three problems, this paper draws the following conclusions: first, the economic capital of commercial banks is different from accounting capital, which is used to deal with various risks in the management of commercial banks. Risk loss can be divided into average loss, unexpected loss and extreme loss from the angle of probability of occurrence. Different losses should be compensated in different ways. Third, China Construction Bank has a complete set. Strict economic capital management system, but compared with commercial banks in developed countries, there are still some shortcomings. 4th, Jiangxi Branch of China Construction Bank measures economic capital separately according to risk classification, in budget management. Performance appraisal, loan risk pricing, loan quota, risk analysis report and other aspects have a good application. 5th, different ways of guarantee its corresponding economic capital is different. Different credit rating of the customer's economic capital occupation is also different.
【學(xué)位授予單位】：南昌大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F275;F832.33

【引證文獻(xiàn)】

相關(guān)期刊論文 前1條

1 湛承梅;;商業(yè)銀行經(jīng)濟(jì)資本管理問題研究[J];現(xiàn)代經(jīng)濟(jì)信息;2014年15期

相關(guān)碩士學(xué)位論文 前1條

1 秦雪;建設(shè)銀行支持建筑行業(yè)發(fā)展研究[D];安徽大學(xué);2015年

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本文編號(hào)：1372827