【摘要】：隨著金融業(yè)務(wù)范圍的擴(kuò)張和金融產(chǎn)品的增加，越來越多的風(fēng)險(xiǎn)因素暴露出來。20世紀(jì)80年代以來，商業(yè)銀行開始轉(zhuǎn)變資本管理體系，逐步向以風(fēng)險(xiǎn)計(jì)量和風(fēng)險(xiǎn)優(yōu)化為核心的全面風(fēng)險(xiǎn)管理過渡，經(jīng)濟(jì)資本管理應(yīng)運(yùn)而生。自此，銀行業(yè)開始從自身而非監(jiān)管者的角度看待銀行風(fēng)險(xiǎn)管理和資本管理，適時(shí)開發(fā)和引進(jìn)經(jīng)濟(jì)資本管理工具，不斷推動(dòng)資本管理和風(fēng)險(xiǎn)管理的統(tǒng)一。 目前，我國商業(yè)銀行的經(jīng)濟(jì)資本管理仍處在初級(jí)發(fā)展階段，資本管理和風(fēng)險(xiǎn)管理水平與國際先進(jìn)銀行有較大差距，各銀行之間也參差不齊。本文通過深入研究經(jīng)濟(jì)資本管理理論及其在實(shí)際應(yīng)用中存在的問題，，旨在針對(duì)當(dāng)前商業(yè)銀行經(jīng)濟(jì)資本管理的應(yīng)用提出建議，提升商業(yè)銀行的風(fēng)險(xiǎn)應(yīng)對(duì)能力，指導(dǎo)商業(yè)銀行經(jīng)營決策，增加銀行價(jià)值。本文的研究思路是： 第一章，緒論。闡述本文的研究背景、意義及方法，對(duì)現(xiàn)有研究進(jìn)行綜述。 第二章，經(jīng)濟(jì)資本管理理。論述經(jīng)濟(jì)資本以及經(jīng)濟(jì)資本管理的概念及發(fā)展淵源，探討經(jīng)濟(jì)資本計(jì)量、配置及績效考核方法，以及經(jīng)濟(jì)資本管理在商業(yè)銀行中應(yīng)用的必要性。 第三章，經(jīng)濟(jì)資本管理在商業(yè)銀行中的應(yīng)用。首先介紹目前我國商業(yè)銀應(yīng)用經(jīng)濟(jì)資本配置的現(xiàn)狀，其次具體研究經(jīng)濟(jì)資本管理在Z商業(yè)銀行的應(yīng)用，分析Z銀行實(shí)行經(jīng)濟(jì)資本管理的效果。 第四章，存在問題。論述經(jīng)濟(jì)資本管理在我國商業(yè)銀行應(yīng)用中的不足。 第五章，改進(jìn)措施。針對(duì)問題和不足，探討商業(yè)銀行進(jìn)行經(jīng)濟(jì)資本管理的改進(jìn)方法。
[Abstract]:With the expansion of the scope of financial business and the increase of financial products, more and more risk factors have been exposed. Since the 1980s, commercial banks have begun to transform the capital management system. Step by step transition to comprehensive risk management with risk measurement and risk optimization as the core, economic capital management emerges as the times require. Since then, banks began to look at bank risk management and capital management from the perspective of themselves rather than regulators, timely development and introduction of economic capital management tools, constantly promoting the unity of capital management and risk management. At present, the economic capital management of commercial banks in our country is still in the primary stage of development, the level of capital management and risk management is quite different from the international advanced banks, and the difference among the banks is not uniform. Through in-depth research on the theory of economic capital management and the problems existing in its practical application, this paper aims to put forward some suggestions for the application of economic capital management in commercial banks, and to improve the ability of commercial banks to deal with risks. Guide the business decision-making of commercial banks and increase the value of banks. The research ideas of this paper are as follows: chapter one, introduction. This paper describes the research background, significance and methods, and summarizes the existing research. Chapter two, the management of economic capital. This paper discusses the concept and development origin of economic capital and economic capital management, discusses the methods of economic capital measurement, allocation and performance appraisal, and the necessity of applying economic capital management in commercial banks. Chapter three, the application of economic capital management in commercial banks. This paper first introduces the present situation of the application of economic capital allocation to commercial banks in China, then studies the application of economic capital management in Z commercial banks, and analyzes the effect of implementing economic capital management in Z banks. Chapter IV, there are problems. This paper discusses the deficiency of economic capital management in the application of commercial banks in China. Chapter V, improvement measures. Aiming at the problems and shortcomings, this paper discusses the improvement methods of economic capital management in commercial banks.
【學(xué)位授予單位】：電子科技大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.33

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