【摘要】：在對(duì)傳統(tǒng)銀行業(yè)風(fēng)險(xiǎn)管理技術(shù)和巴塞爾銀行業(yè)風(fēng)險(xiǎn)管理新指標(biāo)、新技術(shù)尚未完全掌握和熟練應(yīng)對(duì)的情況下,中小商業(yè)銀行如何應(yīng)對(duì)挑戰(zhàn)、構(gòu)建適應(yīng)自身經(jīng)營(yíng)和風(fēng)險(xiǎn)防控需求的風(fēng)險(xiǎn)管理體系成為當(dāng)務(wù)之急。針對(duì)利率市場(chǎng)化持續(xù)推進(jìn)帶來(lái)的變化,中小商業(yè)銀行要按照"信用立基、利率立本、流動(dòng)立行"的基本原則,構(gòu)建風(fēng)險(xiǎn)全覆蓋管理體系。在框架設(shè)計(jì)方面,要完善以利率經(jīng)營(yíng)為重要內(nèi)容的"產(chǎn)品服務(wù)+定價(jià)"運(yùn)營(yíng)模式,強(qiáng)化利率管理在銀行風(fēng)險(xiǎn)管理體系中的特殊地位,樹(shù)立基于主動(dòng)調(diào)控的利率波動(dòng)覆蓋型風(fēng)險(xiǎn)處置理念;在管理維度方面,要重視利率變動(dòng)新趨勢(shì)下銀行風(fēng)險(xiǎn)管理對(duì)象出現(xiàn)的"彌散性"和"滲透化"特征,聚焦利率風(fēng)險(xiǎn)變化的趨勢(shì)性因素;在運(yùn)作機(jī)制方面,要健全內(nèi)部定價(jià)體系與利率風(fēng)險(xiǎn)管理的聯(lián)動(dòng)響應(yīng)機(jī)制,完善利率連接型資產(chǎn)負(fù)債管理的"風(fēng)險(xiǎn)地圖",建立契合宏觀審慎評(píng)估(MPA)要求的穩(wěn)健性評(píng)估體系,實(shí)現(xiàn)穩(wěn)健經(jīng)營(yíng)和持續(xù)發(fā)展。
[Abstract]:Under the condition that the traditional banking risk management technology and the new index of Basel banking risk management are not fully grasped and skillfully handled, how to deal with the challenges of the small and medium-sized commercial banks? It is urgent to construct a risk management system to meet the needs of self-management and risk prevention and control. In view of the changes brought about by the marketization of interest rate, the small and medium-sized commercial banks should construct the risk full coverage management system according to the basic principle of "credit foundation, interest rate establishment, flow construction". In the aspect of frame design, it is necessary to perfect the "product and service pricing" operation mode, which takes interest rate management as an important content, and strengthen the special position of interest rate management in the risk management system of banks. In the aspect of management dimension, we should pay attention to the characteristics of "dispersion" and "penetration" of the risk management objects under the new trend of interest rate change. Focus on the trend factors of interest rate risk change, improve the internal pricing system and the linkage response mechanism of interest rate risk management, To perfect the "risk map" of interest rate linked asset liability management, to establish a robust evaluation system to meet the requirements of macro-prudential assessment of (MPA), and to realize sound management and sustainable development.
【作者單位】： 華南農(nóng)業(yè)大學(xué)與廣州農(nóng)村商業(yè)銀行博士后工作站;廣東財(cái)經(jīng)大學(xué)金融學(xué)院;廣州農(nóng)村商業(yè)銀行;
【分類(lèi)號(hào)】：F832.33;F832.5

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