本文關(guān)鍵詞： 國有商業(yè)銀行 全面風(fēng)險(xiǎn)管理 巴塞爾新資本協(xié)議　出處：《上海外國語大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

【摘要】：隨著金融全球化和金融創(chuàng)新的發(fā)展，我國國有商業(yè)銀行面臨的競爭日益激烈，面臨的風(fēng)險(xiǎn)日趨復(fù)雜，這就要求銀行要具有更為完善的風(fēng)險(xiǎn)管理機(jī)制和更強(qiáng)的風(fēng)險(xiǎn)處理能力。風(fēng)險(xiǎn)管理是現(xiàn)代商業(yè)銀行管理的核心內(nèi)容之一，它在我國國有商業(yè)銀行的經(jīng)營管理中占有非常重要的地位，銀行可以通過對各種風(fēng)險(xiǎn)的管理，減少由于業(yè)務(wù)和市場的變化而帶來的損失。 目前，我國國有商業(yè)銀行的風(fēng)險(xiǎn)管理體系還不夠完善，過多的集中在信用風(fēng)險(xiǎn)而忽視了市場風(fēng)險(xiǎn)和操作風(fēng)險(xiǎn)。因此現(xiàn)有的風(fēng)險(xiǎn)管理體系很難控制銀行所面臨的各種風(fēng)險(xiǎn)，不利于我國國有商業(yè)銀行的健康發(fā)展。國際先進(jìn)銀行早就開始實(shí)施全面風(fēng)險(xiǎn)管理體系，并且在此基礎(chǔ)上都有了自己的特色。近年來，隨著經(jīng)濟(jì)全球化和我國金融體制的改革，我國國有商業(yè)銀行業(yè)務(wù)和產(chǎn)品不斷多元化，對全面風(fēng)險(xiǎn)管理體系構(gòu)建的要求也越來越強(qiáng)烈。 本文以商業(yè)銀行風(fēng)險(xiǎn)管理為研究對象，對商業(yè)銀行風(fēng)險(xiǎn)管理的相關(guān)基礎(chǔ)理論進(jìn)行了概括。然后，在金融危機(jī)背景下，重點(diǎn)介紹了花旗銀行的全面風(fēng)險(xiǎn)管理體系以及匯豐銀行完善的全面風(fēng)險(xiǎn)管理體系，通過對這兩家國際先進(jìn)銀行的全面風(fēng)險(xiǎn)管理體系的分析，，歸納出他們的長處和弊端，為我國國有商業(yè)銀行全面風(fēng)險(xiǎn)管理體系構(gòu)建指引方向，建立實(shí)踐基礎(chǔ)。最后，在分析了我國國有商業(yè)銀行現(xiàn)有的風(fēng)險(xiǎn)管理體系后，根據(jù)巴塞爾新資本協(xié)議的要求，以及國際先進(jìn)銀行的成功經(jīng)驗(yàn)，構(gòu)建適合我國國情的國有商業(yè)銀行全面風(fēng)險(xiǎn)管理體系。
[Abstract]:With the development of financial globalization and financial innovation, Chinese state-owned commercial banks are facing increasingly fierce competition and increasingly complex risks. This requires banks to have a more perfect risk management mechanism and stronger risk handling capability. Risk management is one of the core contents of modern commercial bank management. It plays a very important role in the management of state-owned commercial banks in our country. Banks can reduce the losses caused by the changes of business and market through the management of various risks. At present, the risk management system of state-owned commercial banks in our country is not perfect enough, too much is focused on credit risk and neglects the market risk and operational risk, so the existing risk management system is very difficult to control all kinds of risks faced by banks. It is not conducive to the healthy development of state-owned commercial banks in China. Advanced international banks have already begun to implement a comprehensive risk management system, and on this basis have their own characteristics. In recent years, with the economic globalization and the reform of our financial system, The state-owned commercial banks have diversified their business and products, and the requirements for the construction of a comprehensive risk management system are becoming more and more intense. This paper takes the risk management of commercial banks as the research object, summarizes the relevant basic theories of the risk management of commercial banks, and then, in the context of the financial crisis, This paper mainly introduces the comprehensive risk management system of Citibank and the comprehensive risk management system of HSBC. Through the analysis of the comprehensive risk management system of these two international advanced banks, it concludes their strengths and weaknesses. Finally, after analyzing the existing risk management system of state-owned commercial banks in China, according to the requirements of the new Basel Capital Accord, And the successful experience of the international advanced banks to construct the comprehensive risk management system of the state-owned commercial banks suitable for the situation of our country.
【學(xué)位授予單位】：上海外國語大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.2

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