【摘要】：伴隨著我國(guó)金融的不斷發(fā)展,近幾年來(lái),我國(guó)銀行管理水平也在不斷的發(fā)展提高。我國(guó)各大銀行都不斷改進(jìn)其經(jīng)營(yíng)理念,加快自身的發(fā)展。商業(yè)銀行不斷增強(qiáng)價(jià)值觀念,資本約束,并在風(fēng)險(xiǎn)管理上實(shí)施了改善措施等,通過(guò)加強(qiáng)經(jīng)濟(jì)資本管理,并將資本與風(fēng)險(xiǎn)相結(jié)合,建立現(xiàn)代化商業(yè)銀行資本管理理念。各大商業(yè)銀行開(kāi)始重視經(jīng)濟(jì)資本以及相關(guān)指標(biāo),例如經(jīng)濟(jì)增加值(EVA),經(jīng)風(fēng)險(xiǎn)調(diào)整的資本回報(bào)率(RAROC)等等,而這些指標(biāo)為銀行進(jìn)行資本配置,風(fēng)險(xiǎn)管理以及績(jī)效考核等都提供了依據(jù)。本文將以中國(guó)工商銀行寧波分行相關(guān)數(shù)據(jù)為樣本,通過(guò)對(duì)經(jīng)濟(jì)資本相關(guān)指標(biāo)、過(guò)程的研究分析,在監(jiān)管框架內(nèi),提出進(jìn)一步完善中國(guó)工商銀行寧波分行在本地區(qū)經(jīng)濟(jì)資本配置水平的方法,以達(dá)到中國(guó)工商銀行寧波分行提高經(jīng)濟(jì)資本管理水平和全面風(fēng)險(xiǎn)控制能力的目的。本文研究思路如下:第一章介紹選題的背景以及意義。介紹目前經(jīng)濟(jì)資本管理發(fā)展的現(xiàn)狀以及實(shí)施經(jīng)濟(jì)資本管理的重要意義。第二章通過(guò)查閱資料分析國(guó)際銀行業(yè)經(jīng)濟(jì)資本管理新趨勢(shì)和我國(guó)銀行業(yè)經(jīng)濟(jì)資本管理發(fā)展方向,以及經(jīng)濟(jì)資本管理的內(nèi)涵及應(yīng)用。對(duì)國(guó)內(nèi)外經(jīng)濟(jì)資本管理研究進(jìn)行分析評(píng)述。第三章介紹經(jīng)濟(jì)資本管理的一些基本理論,包括經(jīng)濟(jì)資本管理的內(nèi)涵和應(yīng)用。為后面具體分析中國(guó)工商銀行寧波分行經(jīng)濟(jì)資本管理現(xiàn)狀打下基礎(chǔ)。第四章主要分析中國(guó)工商銀行寧波分行經(jīng)濟(jì)資本管理的現(xiàn)狀。主要介紹了中國(guó)工商銀行寧波分行經(jīng)濟(jì)資本管理的概況并對(duì)其經(jīng)濟(jì)資本管理體系下的經(jīng)營(yíng)狀況進(jìn)行分析,評(píng)價(jià)現(xiàn)行經(jīng)濟(jì)資本管理體系優(yōu)勢(shì)與局限性。第五章對(duì)中國(guó)工商銀行寧波分行經(jīng)濟(jì)資本管理的完善。分析完善現(xiàn)行經(jīng)濟(jì)資本管理體系的必要性以及可行性,并提出完善措施。第六章則提出中國(guó)工商銀行寧波分行經(jīng)濟(jì)資本管理的保障措施。最后第七章提出結(jié)論總結(jié)。
[Abstract]:With the continuous development of finance in our country, the level of bank management in our country is also developing and improving in recent years. The major banks in China continue to improve their business philosophy and speed up their own development. Commercial banks continue to strengthen values, capital constraints, and implement improvement measures in risk management. By strengthening economic capital management and combining capital with risk, the capital management concept of modern commercial banks is established. Commercial banks began to attach importance to economic capital and related indicators, such as (EVA), risk-adjusted return on capital (RAROC) and so on, and these indicators provide a basis for banks to carry out capital allocation, risk management and performance evaluation. Taking the relevant data of Industrial and Commercial Bank of China Ningbo Branch as a sample, through the research and analysis of economic capital related indexes and processes, and within the regulatory framework, this paper puts forward the method of further perfecting the economic capital allocation level of Industrial and Commercial Bank of China Ningbo Branch in order to achieve the purpose of improving the economic capital management level and overall risk control ability of Industrial and Commercial Bank of China Ningbo Branch. The research ideas of this paper are as follows: the first chapter introduces the background and significance of the topic. This paper introduces the present situation of the development of economic capital management and the significance of implementing economic capital management. The second chapter analyzes the new trend of international banking economic capital management and the development direction of China's banking economic capital management, as well as the connotation and application of economic capital management. This paper analyzes and comments on the research of economic capital management at home and abroad. The third chapter introduces some basic theories of economic capital management, including the connotation and application of economic capital management. It lays the foundation for the detailed analysis of the current situation of economic capital management in Ningbo Branch of Industrial and Commercial Bank of China. The fourth chapter mainly analyzes the current situation of economic capital management of Industrial and Commercial Bank of China Ningbo Branch. This paper mainly introduces the general situation of economic capital management in Ningbo Branch of Industrial and Commercial Bank of China, analyzes the management situation under its economic capital management system, and evaluates the advantages and limitations of the current economic capital management system. The fifth chapter perfects the economic capital management of Industrial and Commercial Bank of China Ningbo Branch. This paper analyzes the necessity and feasibility of perfecting the current economic capital management system, and puts forward some perfect measures. The sixth chapter puts forward the safeguard measures of economic capital management of Industrial and Commercial Bank of China Ningbo Branch. Finally, the seventh chapter puts forward the conclusion summary.
【學(xué)位授予單位】：寧波大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類(lèi)號(hào)】：F832.33

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本文編號(hào)：2497532