中國銀行業(yè)在中國改革開放三十年的浪潮中高速持續(xù)發(fā)展,目前已有多家銀行位列全球銀行前列,所獲得的的成績著實令人滿意與自豪。但是我們也必須清晰的認(rèn)識到,中國仍然是一個金融政策相對封閉的國家,中國銀行業(yè)過去的長期快速發(fā)展主要依賴于中國經(jīng)濟的高速增長以及競爭不充分所致。隨著全球經(jīng)濟的不穩(wěn)定因素增加,貿(mào)易摩擦和中國房地產(chǎn)行業(yè)泡沫積聚將導(dǎo)致中國經(jīng)濟增長速度放緩,銀行規(guī)模增速放緩,過去依賴規(guī)模增長帶動效益的局面將有所改變,中國銀行業(yè)急需做好盈利模式調(diào)整準(zhǔn)備。同時,中國金融開放也將引入國際競爭者以及帶動金融衍生品的發(fā)展,銀行經(jīng)營風(fēng)險加劇,急需做好提前應(yīng)對準(zhǔn)備。經(jīng)濟資本管理正是協(xié)調(diào)效益、規(guī)模與風(fēng)險有機統(tǒng)一的先進管理理念,商業(yè)銀行實施經(jīng)濟資本管理體系優(yōu)化的重要性不言而喻。本研究通過對銀行資本的分類、功能與作用以及經(jīng)濟資本管理的發(fā)展歷史、背景研究,得出中國商業(yè)銀行處在戰(zhàn)略轉(zhuǎn)型關(guān)口,實施經(jīng)濟資本管理迫在眉睫。同時,通過文獻綜述法、案例分析法對ZX銀行廣州分行經(jīng)濟資本管理體系進行研究,運用基于RAROC為核心的經(jīng)濟資本管理體系對ZX銀行廣州分行現(xiàn)行體系進行分析,最后基于以RAROC為核心的經(jīng)濟資本管理理論及運用... 

【文章來源】：廣東外語外貿(mào)大學(xué)廣東省

【文章頁數(shù)】：71 頁

【學(xué)位級別】：碩士

【文章目錄】：
ACKNOWLEDGEMENTS
ABSTRACT
摘要
Chapter Ⅰ Introduction
    1.1 Research background
    1.2 Research purpose and significance
    1.3 Research methods
    1.4 Research structure and logical framework
Chapter Ⅱ Literature Review
    2.1 Capital Management of Bank
        2.1.1 The definition of Bank Capital
        2.1.2 The function of bank capital management
        2.1.3 The Content of Capital Management of Bank
        2.1.4 History of the development of bank capital management
    2.2 Economic capital management
        2.2.1 Economic capital and the concept of economic capital management
        2.2.2 Main contents and functions of economic capital management system
    2.3 Relevant research at home and abroad
        2.3.1 Research on the measurement of economic capital
        2.3.2 On the allocation of economic capital
        2.3.3 Research on the implementation path of economic capital management system
        2.3.4 Theory of Economic Capital Management
    2.4 Comments on the existing research and the innovation of this paper
Chapter Ⅲ Case Introduction
    3.1 Brief introduction of Guangzhou Branch of ZX bank
        3.1.1 Introduction to Guangzhou Branch of ZX bank
        3.1.2 Organizational structure of Guangzhou Branch of ZX bank
    3.2 Economic Capital Management status of Guangzhou Branch of ZX bank
        3.2.1 Regulatory Capital Implement Limit Management
        3.2.2 Assessment and Evaluation of Economic Capital
Chapter Ⅳ Analysis of existing problems and causes
    4.1 Commercial Banks lack of awareness and ability of economic capital management
        4.1.1 The traditional management culture remains unchanged and the consciousness of high-level economic capital management is insufficient
        4.1.2 Lack of analysis of economic capital management and insufficient attention of management department
        4.1.3 Insufficient economic capital management training and ability of business unit
    4.2 Lack of guidance of comprehensive economic capital management mechanism
        4.2.1 Lack of evaluation mechanism of economic capital management of business units based on RAROC
        4.2.2 Lack of economic capital distribution system based on RAROC
        4.2.3 Lack of economic capital allocation system based on RAROC
        4.2.4 Lack of assessment mechanism of individual economic capital management based on RAROC
    4.3 Economic Capital Management Is Not Refined Enough
        4.3.1 Insufficient support for economic capital management system
        4.3.2 Insufficient fine management of economic capital by management department
        4.3.3 Insufficient fine management of economic capital of managed households by business units
Chapter Ⅴ economic capital management optimization strategy suggestions
    5.1 Strengthen the awareness and ability of economic capital management of the whole staff
        5.1.1 Strengthen market analysis,promote top management to change business ideas in advance,and gradually change from scale development to quality development
        5.1.2 Introduce economic capital management as an important part of business analysis to improve the attention of branch management department
        5.1.3 Strengthen the economic capital management system training of business units,and improve the economic capital management awareness and ability of all staff
    5.2 Comprehensively improve the mechanism of economic capital management system
        5.2.1 Establish an economic capital management operation analysis and evaluation mechanism based on RAROC
        5.2.2 Establish the allocation mechanism of economic capital management system based on RAROC
        5.2.3 Establishing the allocation mechanism of economic capital management system based on RAROC
        5.2.4 Establish the personal assessment and promotion mechanism based on RAROC
    5.3 Strengthen the fine management of the whole process
        5.3.1 Accelerate the establishment of a fine management system for economic capital management
        5.3.2 Strengthen the fine management of economic capital in the early,middle and late stages of the branch management department
        5.3.3 Strengthen the management of business units and the fine management of economic capital of customers
Chapter Ⅵ conclusion and Prospect
    6.1 Conclusion
    6.2 Limitations
    6.3 Prospect
REFERENCE


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博士論文
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碩士論文
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