本文關(guān)鍵詞：我國(guó)商業(yè)銀行風(fēng)險(xiǎn)偏好管理框架構(gòu)建研究　出處：《天津財(cái)經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

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【摘要】：商業(yè)銀行風(fēng)險(xiǎn)偏好是銀行為實(shí)現(xiàn)持續(xù)經(jīng)營(yíng)和盈利的目標(biāo),根據(jù)自身的風(fēng)險(xiǎn)承受能力而愿意承擔(dān)的風(fēng)險(xiǎn)類型和風(fēng)險(xiǎn)總量。在2008年國(guó)際金融危機(jī)之后,風(fēng)險(xiǎn)偏好作為商業(yè)銀行風(fēng)險(xiǎn)管理工具的重要性得到了進(jìn)一步的突出和強(qiáng)調(diào),也受到了國(guó)際銀行業(yè)的高度關(guān)注。良好的風(fēng)險(xiǎn)偏好管理框架不僅能夠恰當(dāng)?shù)捏w現(xiàn)銀行的整體發(fā)展戰(zhàn)略,也能夠?yàn)樯虡I(yè)銀行的管理者提供風(fēng)險(xiǎn)管理的依據(jù),從而使得商業(yè)銀行成功實(shí)現(xiàn)從被動(dòng)防范風(fēng)險(xiǎn)到主動(dòng)經(jīng)營(yíng)風(fēng)險(xiǎn)的轉(zhuǎn)變。此外,隨著《巴塞爾協(xié)議Ⅲ》的實(shí)施,國(guó)際銀行業(yè)所面臨的監(jiān)管環(huán)境更加嚴(yán)峻,盈利空間也進(jìn)一步變窄。因而,在這樣的大環(huán)境下,構(gòu)建良好的風(fēng)險(xiǎn)偏好管理框架,對(duì)于銀行實(shí)現(xiàn)在風(fēng)險(xiǎn)可控的前提下最大化股東收益的經(jīng)營(yíng)目標(biāo)具有十分重大的意義。 本文以商業(yè)銀行風(fēng)險(xiǎn)偏好的內(nèi)涵為出發(fā)點(diǎn),分析了風(fēng)險(xiǎn)偏好之于商業(yè)銀行的持續(xù)經(jīng)營(yíng)和科學(xué)發(fā)展的重大意義,給出了商業(yè)銀行風(fēng)險(xiǎn)偏好管理框架的設(shè)定原則與具體的設(shè)定方法,并在此基礎(chǔ)上總結(jié)了大量國(guó)際先進(jìn)銀行在構(gòu)建與實(shí)施風(fēng)險(xiǎn)偏好管理框架上的實(shí)踐經(jīng)驗(yàn),包括其在風(fēng)險(xiǎn)偏好管理框架構(gòu)建與實(shí)施上的共同點(diǎn)及其所面臨的共同挑戰(zhàn),還總結(jié)了這些國(guó)際先進(jìn)銀行在應(yīng)對(duì)挑戰(zhàn)時(shí)的良好實(shí)踐和先進(jìn)經(jīng)驗(yàn)。此外,本文引入了加拿大皇家銀行與澳大利亞國(guó)民銀行在構(gòu)建風(fēng)險(xiǎn)偏好管理框架上的實(shí)踐經(jīng)驗(yàn)作為案例,從而為我國(guó)商業(yè)銀行風(fēng)險(xiǎn)偏好管理框架的構(gòu)建工作提供了學(xué)習(xí)借鑒的楷模。最后,在充分借鑒國(guó)際先進(jìn)銀行風(fēng)險(xiǎn)偏好管理實(shí)踐經(jīng)驗(yàn)的基礎(chǔ)上,本文對(duì)我國(guó)商業(yè)銀行的各級(jí)管理者在構(gòu)建風(fēng)險(xiǎn)偏好管理框架時(shí)的具體職責(zé)分別提出了要求,并且指出了我國(guó)商業(yè)銀行構(gòu)建風(fēng)險(xiǎn)偏好管理框架的重點(diǎn)發(fā)展方向。
[Abstract]:The risk preference of commercial banks is the type of risk and the total amount of risk which banks are willing to undertake in order to achieve the goal of continuing operation and profit according to their own risk bearing capacity. After the international financial crisis in 2008. The importance of risk preference as a risk management tool of commercial banks has been further highlighted and emphasized. A good risk preference management framework can not only properly reflect the overall development strategy of banks, but also provide the basis for risk management for the managers of commercial banks. In addition, with the implementation of Basel III, the international banking industry is facing a more severe regulatory environment. Therefore, in such an environment, a good risk preference management framework is constructed. It is of great significance for banks to achieve the goal of maximizing shareholders' income under the premise of controllable risk. Based on the connotation of commercial banks' risk preference, this paper analyzes the significance of risk preference to the continuing operation and scientific development of commercial banks. This paper gives the principles and methods of the risk preference management framework of commercial banks, and summarizes the practical experience of a large number of international advanced banks in the construction and implementation of risk preference management framework. Including its risk preference management framework in the construction and implementation of the common ground and the common challenges faced by these international advanced banks in response to the challenges of good practice and advanced experience. This paper introduces the practical experience of Royal Bank of Canada and National Bank of Australia in the construction of risk preference management framework as a case. Thus, it provides a model for the construction of risk preference management framework of commercial banks in China. Finally, on the basis of fully learning from the international advanced bank risk preference management practice experience. In this paper, the author puts forward the specific responsibilities of the managers at all levels of the commercial banks in constructing the risk preference management framework, and points out the key development direction of the construction of the risk preference management framework in China's commercial banks.
【學(xué)位授予單位】：天津財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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