The Study Of Economic Capital Restriction And Meticulous Management On Commercial Banks

According to the requirement by international tradition and the development trend,capital is the final factor determining the expansion ability, risk resistance ability andmarket competition ability of commercial banks, so, capital management, capital adequacyrate and reasonable capital payback is the core of operation and management for advancedinternational commercial banks. As dummy capital that balances income and risk,economic capital plays a very important role in risk resistance. Starting with the concept ofthe economic capital, this thesis puts forward a new method to establish economic capitalmanagement system, sets up optimum assets allocation model under the dual restriction ofrisk and benefit by using the technology and method of the modern management sciencewidely, find the solution to the issue of the capital optimum allocation.Restricted by the size of economic capital, the state-owned banks that aimed at themaximum value target must rescan the risk and benefit of every product and find out anew balance between resources collocation, risk control and benefit target. This thesisbuilt a resources equilibrium allocation model for banks to choose their strategy bySWOT analyzing method and verified the result by a resources equilibrium allocationmodel established by economic mathematics. The conclusion indicates that,developing intermediary services and improving the quality of their assets byincreasing investment on risk control management are the keystone of the long termsstrategy for state-owned banks. Based on it, this study defined the aims of themeticulous management on assets and liabilities operation under the restriction ofeconomic capital by using methods of the modern management science, such as themethod of 0-1 plan, random dispersion demand model and net present value method,etc. At the same time, this thesis used fuzzy mathematics theory to measure compositerisk and applied Markov process theory to control the bad assets. It has established aframework and method system of the meticulous management on assets and liabilitiesoperation.In view of the intermediary service strategy, this study analyzed the essence ofintermediary service profoundly with the gambling theory, analyzed the process of thegame between the bank and its customer and use Bayes decision-making theory to solvethe problem of the price making on intellectual productions. At the same time, this thesisdiscussed the foreground of the cooperation between the bank and insurance company,show clearly the prospect of the mixed operating, proposed the idea and measures of themeticulous management on intermediary services for commercial banks.