本文選題：商業(yè)銀行　切入點：財務(wù)風(fēng)險評價　出處：《昆明理工大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：2012年,全球經(jīng)濟(jì)增長速度進(jìn)一步放緩。受到內(nèi)外部經(jīng)濟(jì)環(huán)境的不利影響,我國未來經(jīng)濟(jì)發(fā)展面臨的不確定性更多,相應(yīng)地經(jīng)濟(jì)風(fēng)險加劇。銀行業(yè)作為經(jīng)濟(jì)風(fēng)險的中心,更應(yīng)該關(guān)注自身抵抗風(fēng)險的能力。 本文以國內(nèi)外有關(guān)商業(yè)銀行風(fēng)險管理的理論和監(jiān)管體系為基礎(chǔ),以商業(yè)銀行財務(wù)風(fēng)險為切入點,從財務(wù)風(fēng)險角度來研究商業(yè)銀行風(fēng)險。在商業(yè)銀行風(fēng)險理論概述中,本文將銀行的財務(wù)風(fēng)險分成三個層次五大方面,在簡要分析各方面風(fēng)險的基礎(chǔ)上構(gòu)建起評價商業(yè)銀行財務(wù)風(fēng)險的指標(biāo)體系。為了評價我國上市商業(yè)銀行的財務(wù)風(fēng)險,本文以模糊綜合評價法與熵值賦權(quán)法為理論基礎(chǔ)構(gòu)建了銀行財務(wù)風(fēng)險的模糊綜合評價模型。本文選取2012年我國16家上市商業(yè)銀行的財務(wù)數(shù)據(jù)為評價對象,通過模糊綜合評價模型測評了我國16家上市商業(yè)銀行2012年的財務(wù)風(fēng)險,然后運用SPSS中聚類分析法對上市商業(yè)銀行進(jìn)行分類,以證明模糊綜合評價結(jié)果的合理性。 通過評價結(jié)果,本文得出以下幾點結(jié)論：一,我國16家上市商業(yè)銀行2012年的財務(wù)風(fēng)險整體處于中性狀態(tài),處于可控范圍；二,從銀行類別來看,上市商業(yè)銀行財務(wù)風(fēng)險大小與銀行規(guī)模沒有太多聯(lián)系,總體來看,城市商業(yè)銀行的財務(wù)風(fēng)險相對較小,股份制商業(yè)銀行的財務(wù)風(fēng)險處于中等偏高的水平,國有銀行財務(wù)風(fēng)險差異較大。通過對我國上市商業(yè)銀行財務(wù)風(fēng)險進(jìn)行評價,得出的結(jié)論對我國商業(yè)銀行的風(fēng)險管理具有一定的參考價值。
[Abstract]:In 2012, the global economic growth rate further slowed down. Due to the adverse influence of the internal and external economic environment, the future economic development of China faces more uncertainty, and the economic risks are aggravated accordingly. The banking industry is the center of economic risk. More attention should be paid to their ability to resist risk. Based on the theory and supervision system of commercial bank risk management at home and abroad, this paper studies the commercial bank risk from the angle of financial risk, taking the financial risk of commercial bank as the starting point. This paper divides the financial risk of the bank into three levels and five aspects, and constructs an index system to evaluate the financial risk of the commercial bank on the basis of the brief analysis of the risks in all aspects, in order to evaluate the financial risk of the listed commercial bank in China. In this paper, the fuzzy comprehensive evaluation model of bank financial risk is constructed on the basis of fuzzy comprehensive evaluation method and entropy weighting method. In this paper, the financial data of 16 listed commercial banks in China in 2012 are selected as the evaluation objects. This paper evaluates the financial risk of 16 listed commercial banks in China in 2012 by fuzzy comprehensive evaluation model, and then classifies the listed commercial banks by SPSS clustering analysis to prove the rationality of the fuzzy comprehensive evaluation results. Based on the evaluation results, this paper draws the following conclusions: first, the financial risk of 16 listed commercial banks in China in 2012 is in a neutral state, in a controllable range; second, from the bank category, The financial risk of listed commercial banks is not much related to the scale of banks. In general, the financial risks of urban commercial banks are relatively small, and the financial risks of joint-stock commercial banks are on the high side. The financial risk of the state-owned banks is quite different. The conclusions obtained through the evaluation of the financial risks of the listed commercial banks in China have certain reference value for the risk management of the commercial banks in our country.
【學(xué)位授予單位】：昆明理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F830.42

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