發(fā)布時間：2018-05-20 08:33

  本文選題：商業(yè)銀行 + 經(jīng)濟資本　； 參考：《廣西大學(xué)》2015年碩士論文

【摘要】：經(jīng)濟資本是貫穿風(fēng)險度量和資本優(yōu)化配置的關(guān)鍵因素,在商業(yè)銀行預(yù)算管理、資源配置和績效考核等方面發(fā)揮重要作用,提高資本管理水平,可有效保障銀行資本補充能力與資產(chǎn)擴張相匹配,增強抵御風(fēng)險能力。目前商業(yè)銀行經(jīng)濟資本管理引入我國已有10年時間,我國銀行業(yè)監(jiān)管部門也緊緊跟隨巴塞爾委員會對銀行業(yè)監(jiān)管標(biāo)準(zhǔn)的修訂,不斷調(diào)整國內(nèi)的監(jiān)管要求,推動我國商業(yè)銀行向現(xiàn)代商業(yè)銀行轉(zhuǎn)變。本文根據(jù)我國監(jiān)管部門最新的監(jiān)管要求及有關(guān)研究,采用理論和實際案例研究相結(jié)合的方法,在考察總結(jié)國際先進銀行成功經(jīng)驗的基礎(chǔ)上,以NY銀行為實例,指出其經(jīng)濟資本管理中存在的理念未普及、約束機制不健全、存量資產(chǎn)業(yè)務(wù)經(jīng)濟資本占用不合理、過程管理不到位、配套績效考評機制不完善等問題,歸納總結(jié)認(rèn)為傳統(tǒng)經(jīng)營模式未徹底改變、經(jīng)濟資本管理制度建設(shè)滯后、經(jīng)濟資本配置方式不科學(xué)、缺乏有力的過程管理支持系統(tǒng)、傳統(tǒng)績效考核方式未徹底轉(zhuǎn)變等是產(chǎn)生這些問題原因。對NY銀行經(jīng)濟資本管理情況進行了比較全面的分析后,提出了強化經(jīng)濟資本管理理念、健全經(jīng)濟資本約束機制、加大經(jīng)濟資本占用優(yōu)化調(diào)整力度、進一步加強過程管理、進一步完善考評機制等優(yōu)化NY銀行經(jīng)濟資本管理的對策。當(dāng)前NY銀行經(jīng)濟資本管理存在的問題具有一定普遍性,因此本文所提出的相關(guān)針對性的對策,具有一定的現(xiàn)實借鑒意義。
[Abstract]:Economic capital is the key factor that runs through risk measurement and capital optimal allocation. It plays an important role in budget management, resource allocation and performance evaluation of commercial banks, and improves the level of capital management. It can effectively ensure that the capital replenishment ability of the bank matches with the asset expansion and strengthens the ability to resist risks. At present, it has been 10 years since the introduction of economic capital management to commercial banks in China, and the banking regulatory authorities in our country have closely followed the revision of the Basel Committee's standards for banking supervision and constantly adjusted the domestic regulatory requirements. Promote the transformation of Chinese commercial banks to modern commercial banks. According to the latest regulatory requirements and relevant research of China's regulatory authorities, this paper adopts the method of combining theoretical and practical case studies, and on the basis of investigating and summarizing the successful experiences of international advanced banks, takes NY Bank as an example. The paper points out that the concept of economic capital management is not popularized, the restraint mechanism is not perfect, the occupation of economic capital of stock assets is unreasonable, the process management is not in place, and the performance evaluation mechanism is not perfect. Summing up the conclusion that the traditional management mode has not completely changed, the construction of economic capital management system lags behind, the allocation of economic capital is unscientific, and there is a lack of strong process management support system. The causes of these problems are that the traditional performance appraisal method is not completely changed. After a comprehensive analysis of the economic capital management of NY Bank, the paper puts forward the idea of strengthening the economic capital management, perfecting the restraint mechanism of the economic capital, increasing the optimization and adjustment of the occupation of the economic capital, and further strengthening the process management. Further improve the appraisal mechanism and optimize NY bank economic capital management countermeasures. At present, the problems existing in the economic capital management of NY bank are universal, so the relevant countermeasures put forward in this paper are of practical significance.
【學(xué)位授予單位】：廣西大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F830.42;F832.33

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本文編號：1913904