本文選題：商業(yè)銀行 + 經(jīng)濟(jì)資本�。� 參考：《安徽大學(xué)》2013年碩士論文

【摘要】：隨著我國(guó)金融市場(chǎng)的蓬勃發(fā)展,近年來(lái)我國(guó)商業(yè)銀行的數(shù)量日趨增加,各種金融新興業(yè)態(tài)萌發(fā)。銀行作為金融業(yè)的最大主體,對(duì)我國(guó)經(jīng)濟(jì)持續(xù)健康發(fā)展、國(guó)民生活水平不斷提高有著不可忽視的影響。商業(yè)銀行的不斷改革為銀行帶來(lái)更多發(fā)展的機(jī)遇,但與此同時(shí)也面臨著來(lái)自國(guó)內(nèi)外的壓力和巨大的競(jìng)爭(zhēng)及挑戰(zhàn)。商業(yè)銀行風(fēng)險(xiǎn)管理水平與國(guó)際先進(jìn)銀行之間仍然存在著較大的差距,而價(jià)值創(chuàng)造能力、盈利能力和綜合競(jìng)爭(zhēng)力也有待提高。近幾年來(lái),風(fēng)險(xiǎn)事件頻發(fā),我國(guó)商業(yè)銀行遭受的風(fēng)險(xiǎn)越來(lái)越大。在這種機(jī)遇與挑戰(zhàn)并存的環(huán)境背景下,我國(guó)商業(yè)銀行如何通過(guò)正確的風(fēng)險(xiǎn)控制程序和手段來(lái)規(guī)避風(fēng)險(xiǎn)、減少損失、提高價(jià)值,就顯得尤為重要。因此,對(duì)我國(guó)商業(yè)銀行風(fēng)險(xiǎn)管理對(duì)價(jià)值創(chuàng)造的影響進(jìn)行理論和實(shí)證分析,從而提出如何應(yīng)對(duì)風(fēng)險(xiǎn)、創(chuàng)造價(jià)值,是十分必要的。 本文共分為五個(gè)部分,第一部分為引言部分,主要介紹本文的研究背景與意義、國(guó)內(nèi)外研究動(dòng)態(tài)、研究思路和方法以及研究的創(chuàng)新與不足。第二部分為基礎(chǔ)分析部分,在介紹MM理論、戰(zhàn)略管理理論、風(fēng)險(xiǎn)管理理論和價(jià)值鏈理論這些相關(guān)理論的基礎(chǔ)上,闡述了商業(yè)銀行風(fēng)險(xiǎn)管理與價(jià)值創(chuàng)造的相關(guān)概念,并系統(tǒng)地介紹了商業(yè)銀行風(fēng)險(xiǎn)管理的發(fā)展沿革。第三部分對(duì)我國(guó)商業(yè)銀行目前的風(fēng)險(xiǎn)管理現(xiàn)狀進(jìn)行了描述性統(tǒng)計(jì),并通過(guò)對(duì)銀行經(jīng)濟(jì)資本相關(guān)內(nèi)容的介紹以及經(jīng)濟(jì)資本配置與風(fēng)險(xiǎn)管理關(guān)系的闡述,總結(jié)出商業(yè)銀行風(fēng)險(xiǎn)管理對(duì)價(jià)值創(chuàng)造的影響機(jī)理。第四部分是實(shí)證分析部分,提出了風(fēng)險(xiǎn)管理對(duì)于價(jià)值創(chuàng)造影響的研究假設(shè),并悉心選取了研究樣本及變量指標(biāo),構(gòu)建了多元回歸模型,使用SPSS19.0軟件對(duì)變量間的關(guān)系進(jìn)行了相關(guān)性研究。實(shí)證研究結(jié)果表明,撥備覆蓋率、資產(chǎn)負(fù)債率、上市情況對(duì)銀行價(jià)值創(chuàng)造呈現(xiàn)正影響,而資本充足率對(duì)銀行價(jià)值創(chuàng)造能力呈現(xiàn)負(fù)影響,不良貸款率與價(jià)值創(chuàng)造能力不具有顯著相關(guān)性。第五部分主要概括了本文的理論以及實(shí)踐方面的研究結(jié)論,提出具有針對(duì)性的意見(jiàn)和建議,并展望了未來(lái)的研究方向。 本文的創(chuàng)新及特色之處在于,在結(jié)合MM理論、戰(zhàn)略管理理論、風(fēng)險(xiǎn)管理理論和價(jià)值創(chuàng)造理論的基礎(chǔ)上,通過(guò)分析風(fēng)險(xiǎn)管理對(duì)價(jià)值創(chuàng)造的影響機(jī)理來(lái)提出銀行風(fēng)險(xiǎn)管理和價(jià)值管理的重要性以及聯(lián)系,并提出了當(dāng)前的銀行改革和建設(shè)的重點(diǎn),即銀行全面風(fēng)險(xiǎn)管理。我國(guó)現(xiàn)有的研究主要是單獨(dú)針對(duì)商業(yè)銀行風(fēng)險(xiǎn)管理或商業(yè)銀行價(jià)值創(chuàng)造的其中一個(gè)方面,而對(duì)于前者對(duì)后者影響的實(shí)證研究很少。本文著重的是通過(guò)建立模型研究風(fēng)險(xiǎn)管理對(duì)價(jià)值創(chuàng)造的影響,從銀行的市場(chǎng)風(fēng)險(xiǎn)、信用風(fēng)險(xiǎn)、流動(dòng)性風(fēng)險(xiǎn)三方面設(shè)計(jì)解釋變量,并通過(guò)收集銀監(jiān)會(huì)年報(bào)及各銀行年度報(bào)告中的經(jīng)濟(jì)數(shù)據(jù)來(lái)分析商業(yè)銀行風(fēng)險(xiǎn)管理的現(xiàn)狀,總結(jié)目前我國(guó)商業(yè)銀行的風(fēng)險(xiǎn)管理問(wèn)題以及所取得的進(jìn)展,并提出相關(guān)意見(jiàn)和建議,以幫助改善銀行管理風(fēng)險(xiǎn)的能力,引導(dǎo)銀行提高價(jià)值創(chuàng)造水平。
[Abstract]:With the rapid development of China's financial market, the number of commercial banks in China has increased in recent years, and various financial emerging formats have sprout. As the largest subject of the financial industry, banks have an invisible effect on the continuous and healthy development of our economy and the continuous improvement of the national standard of living. The continuous reform of commercial banks brings more banks to the banks. At the same time, the opportunities for development are also facing pressure from home and abroad and huge competition and challenges. There is still a big gap between the risk management level of commercial banks and the international advanced banks, and the value creation ability, profitability and comprehensive competitiveness are still to be raised. In recent years, the risk events have been frequent and China's commercial silver has become more frequent. In the context of the coexistence of such opportunities and challenges, it is particularly important for Chinese commercial banks to avoid risks, reduce losses and improve their value through correct risk control procedures and means. Therefore, the impact of risk management on value creation in China's commercial banks is theoretically and empirically divided. It is very necessary to propose how to deal with risks and create value.
This article is divided into five parts. The first part is the introduction, which mainly introduces the background and significance of the research, the research trends at home and abroad, the research ideas and methods, and the innovation and deficiency of the research. The second part is the basic analysis part, and introduces the related theories of MM theory, strategic management theory, risk management theory and value chain theory. On the basis of this, it expounds the related concepts of the risk management and value creation of commercial banks, and systematically introduces the development and evolution of the risk management of commercial banks. The third part makes a descriptive statistics on the present situation of the risk management of commercial banks in China, and introduces the related contents of the bank's economic capital and the allocation of economic capital. The relationship between risk management and risk management is expounded, and the influence mechanism of risk management on value creation is summarized. The fourth part is the empirical analysis part, puts forward the research hypothesis of the impact of risk management on value creation, and carefully selects the research sample and variable index, constructs a multiple regression model, and uses the SPSS19.0 software to the variables. The empirical study shows that the reserve coverage rate, the asset liability ratio and the listing situation have a positive impact on the bank value creation, while the capital adequacy ratio has a negative impact on the bank value creation ability, and the bad loan rate has no significant correlation with the value creation ability. The fifth part mainly summarizes the theory of this article. On the basis of the research findings, we put forward some pertinent opinions and suggestions, and look forward to the future research directions.
On the basis of MM theory, strategic management theory, risk management theory and value creation theory, this paper puts forward the importance and connection of bank risk management and value management by analyzing the influence mechanism of risk management on value creation, and puts forward the focus of current bank reform and construction. That is, the overall risk management of the bank. The current research in our country is mainly about one aspect of the risk management of commercial banks or the value creation of commercial banks, and few empirical studies on the effect of the former on the latter. This paper focuses on the impact of risk management on value creation through the establishment of a model, from the market risk of the bank, Credit risk, liquidity risk three design explanatory variables, and by collecting the annual report of the CBRC and the annual report of the bank's economic data to analyze the current situation of the risk management of commercial banks, summarize the current risk management problems and the progress of the commercial banks in China, and put forward some suggestions and suggestions to help improve the bank. The ability to manage risks will guide banks to improve the level of value creation.
【學(xué)位授予單位】：安徽大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33;F830.42

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