基于风险管理理论的商业银行全面风险管理框架设计研究

【作者】 张丽；

【导师】 秦志宏；

【作者基本信息】 内蒙古大学 ， 工商管理， 2006， 硕士

【摘要】 风险管理能力是银行生存与发展的核心能力之一。好的风险管理能力创造关键的竞争优势，构建完善的全面风险管理体系是银行参与激烈的国际金融市场基础。 我国银行业的全面风险管理体系建设目前尚处于相对初级的阶段，由于缺乏一个完善的风险管理体系，在经济繁荣时期银行业往往忽视风险的存在而快速扩张，在经济调整时期面对难以遏制的不良资产上升趋势则常常束手无策、无能为力。由此银行业整体特别是国有银行风险管理体系建设的缺失不仅影响我国银行业竞争力的提升，也迫使政府动用大量的宝贵资源填补漏洞，国家财富被浪费，金融体系的安全和社会的稳定亦可能面临威胁。 中国工商银行经过二次剥离不良资产后，将紧紧围绕推进公司治理结构，实施股份制改造，逐步向现代商业银行经营模式转变，达到全行经营风险最小、盈利最大化的目标。目前中国工商银行仍没有建立起符合国际标准的风险管理体系，作为工商银行风险管理部门要针对国有商业银行主要面临哪些风险?面临的风险具有哪些特殊性?风险管理存在哪些问题及其原因?为什么要采取全面风险管理?全面风险管理应当确定哪些原则和方向?实施全面风险管理应当采用哪些措施和对策等问题急需制定中国工商银行内蒙古分行全面风险管理机制的框架。逐渐形成一套严谨而全面的风险管理体系。 本文结合当前最新风险管理理论、借鉴国外商业银行风险管理的先进思想、经验和国外先进的风险管理理论和方法，明确国有商业银行风险管理的方向和原则，并采取有效的对策和措施实施全面风险管理，提高国有商业银行经营和管理风险的能力，保持我国国有商业银行持续稳定的发展。以中国工商银行内蒙分行为研究对象，以构建符合工行实际情况的全面风险管理体系框架，为工行改革后的发展提出一个新的、具有可行性的设想。更多还原

【Abstract】 The ability of Management is one of the core ability for the bank’s subsistence and development . And the finer ability of Risk Management can create key competition advantage. So constituting the perfect system of Risk Management lays the foundation for furious competition in International Finance.Development of our domestic banking risk management is still on an initial stage. Due to the lack of an integrated risk management system and framework ,the bank have concentrated on rapid expansion with ignoring the existence of risk during a blooming period, simultaneously have shown powerless and helpless as they are facing deteriorate of rising bad assers. The insufficiency of the risk management framework, development not only has affected the improvement of our domestic bank’s competency, but aiso has pushed the government to employ a tremendous amount of precious resource to fill in the loopholes. Which leads the waste of resource and drives possible threaten to the security of our financial system and stability of our society.After bad property had been stripped twice, ICBC will push on company administery structure, transform stock-system, and change to a morden commercial bank, which has the lowest risk and the highest profit.Now, ICBC has not built a fit risk management system. As a risk management department of ICBC, we must make a frame of whole risk management system, it is about : which risks commercial bank are faced with, what are specific property of the risks,what are the problems of risk management, why we must make a frame of whole risk management system, what should we do to make it. So we can form a well-knit and all-round risk management system.The thesis thinks that the state-owned commercial banks in our country should draw lessons from foreign advanced riskmanagement theory and methods .define the direction and principle of risk management, and take effective countermeasures and measure to implement overall risk management, inorder to improve the ability that the state-owned commercial banks function and control the risks, and to keep the continual and steady development of state-owned commercial banks of our country. I take ICBC as the object of study, to build a all-round risk management system, whice is fit for ICBC, put forward a new and practicable plan for development of ICBC.更多还原