本文選題：經(jīng)濟資本 + 資本約束　； 參考：《江西財經(jīng)大學》2016年碩士論文

【摘要】：在商業(yè)銀行風險管理的實踐中,西方銀行界通過不斷摸索,形成了一種新的風險管理手段,即經(jīng)濟資本管理。該管理模式,通過對風險資本化,實現(xiàn)了對風險的全面度量,現(xiàn)在世界銀行業(yè)已普遍采取該管理模式。國內(nèi)銀行中,中國農(nóng)業(yè)銀行是較早引入西方經(jīng)濟資本管理與理念的,并在不斷的發(fā)展和進步中,將經(jīng)濟資本管理模式作為自身銀行發(fā)展和風險管理以及經(jīng)營的核心模式。在激烈的競爭環(huán)境下,如何在管理實踐中進一步提升經(jīng)濟資本管理的作用和效果,需要在不斷的探索中認真思考。本文通過分析和梳理現(xiàn)有的經(jīng)濟資本管理及經(jīng)濟資本配置理論,以農(nóng)業(yè)銀行江西省分行經(jīng)濟資本管理為研究對象,運用定量分析和案例分析的方法,對其經(jīng)濟資本管理應用實踐中存在的問題和原因進行了分析和研究,提出了針對性建議,使經(jīng)濟資本管理的效用最大化。本文分為五個部分。第一個部分導論。闡明研究背景與意義以及相關文獻,同時討論了本文的研究方法和內(nèi)容。第二個部分,解釋銀行經(jīng)濟資本管理。同時指出了經(jīng)濟增加值和資本回報率的相關概念。第三個部分,分析現(xiàn)在中國農(nóng)業(yè)銀行江西省分行的相關狀況。主要闡述了目前該分行的經(jīng)營情況,其在經(jīng)濟資本管理上所取得的成績以及在發(fā)展中所遇到的困難并找出其原因。第四個部分,介紹國外銀行的經(jīng)濟資本管理經(jīng)驗。首先對國外及國內(nèi)商業(yè)銀行經(jīng)濟資本的計量配置和管理進行了介紹,并從中得出相應啟示。第五部分是完善農(nóng)行江西省分行經(jīng)濟資本管理的建議和對策。從經(jīng)營理念、經(jīng)濟資本管理體系、績效考核機制等角度提出了解決問題的對策建議。研究表明,農(nóng)行江西省分行經(jīng)濟資本管理存在的問題主要包括如下幾個方面:一是管理理念和力度“層層弱化”;二是基層員工“重計價,輕資本”;三是資產(chǎn)結構有待優(yōu)化;四是資本供需存在矛盾。究其原因主要是:(1)經(jīng)濟資本管理理念傳導不到位;(2)配套考核政策強度不夠;(3)資產(chǎn)結構調(diào)整空間較大;(4)不同經(jīng)濟周期資本供需差異較大。為此,建議從以下幾個方面來完善農(nóng)行江西省分行經(jīng)濟資本管理:一是建立管理層輔導機制并加強精細化管理;二是增強考核的激勵約束作用;三是調(diào)整經(jīng)濟資本配置管理方式;四是突出重點領域經(jīng)濟資本壓降;五是加強隊伍與信息平臺建設。在不斷推進和優(yōu)化經(jīng)濟資本管理模式中,減少風險發(fā)生率,防患于未然,創(chuàng)造最大化價值。
[Abstract]:In the practice of risk management of commercial banks, the western banks have formed a new means of risk management, that is, economic capital management. This management model, by capitalizing risk, realizes the overall measurement of risk, and now the world banking industry has generally adopted this management model. In the domestic banks, the Agricultural Bank of China introduced the western economic capital management and concept earlier, and in the continuous development and progress, the economic capital management model as its own bank development and risk management and management of the core model. In the fierce competitive environment, how to further improve the role and effect of economic capital management in management practice needs to be carefully considered in the continuous exploration. By analyzing and combing the existing theories of economic capital management and economic capital allocation, this paper takes the economic capital management of Jiangxi Branch of Agricultural Bank as the research object, and applies the methods of quantitative analysis and case analysis. This paper analyzes and studies the problems and causes in the application of economic capital management, and puts forward some suggestions to maximize the utility of economic capital management. This paper is divided into five parts. The first part is an introduction. The background and significance of the research and related literature are expounded, and the research methods and contents of this paper are also discussed. The second part, explains the bank economic capital management. At the same time pointed out the economic added value and return on capital related concepts. The third part analyzes the current situation of Agricultural Bank of China Jiangxi Branch. This paper mainly expounds the operation of this branch at present, the achievements in economic capital management and the difficulties encountered in the development, and finds out the reasons. The fourth part introduces the economic capital management experience of foreign banks. This paper first introduces the metrological allocation and management of economic capital of foreign and domestic commercial banks, and draws the corresponding enlightenment from it. The fifth part is the suggestion and countermeasure of perfecting the economic capital management of ABC Jiangxi Branch. The countermeasures and suggestions for solving the problem are put forward from the aspects of management idea, economic capital management system, performance appraisal mechanism and so on. The research shows that the problems existing in the economic capital management of ABC Jiangxi Branch mainly include the following aspects: first, the management concept and strength are "weakened at various levels"; second, the grass-roots employees "pay more attention to valuation than capital"; third, the structure of assets needs to be optimized; Fourth, there are contradictions between capital supply and demand. The main reason is that the economic capital management concept transmission is not in place; (2) the intensity of the supporting assessment policy is not enough; (3) the space for asset structure adjustment is bigger; (4) the difference between capital supply and demand in different economic cycles is great. Therefore, it is suggested to perfect the economic capital management of ABC Jiangxi Branch from the following aspects: first, to establish the management guidance mechanism and strengthen the fine management, secondly, to strengthen the incentive and restraint function of the appraisal; The third is to adjust the management mode of economic capital allocation, the fourth is to stress the pressure drop of economic capital in key areas, and the fifth is to strengthen the construction of contingent and information platform. In the process of promoting and optimizing the economic capital management mode, we should reduce the incidence of risk, prevent trouble and create maximum value.
【學位授予單位】：江西財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2016
【分類號】：F832.33

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本文編號：2045009