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The New Basel Capital Accord And The Risks Management System Reengineering Of The State-Owned Commercial Banks Of China

Posted on:2004-06-06Degree:MasterType:Thesis
Country:ChinaCandidate:S Y LiuFull Text:PDF
GTID:2156360122960131Subject:International Trade
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With China's entering into the WTO, China's banking will enter international financial market in an all-round way, and must obey "game rules" of international banking on operation and management, especially must manage and supervise their operations according to the supervisory principles and means of the New , Basel Capital Accord universally acknowledged as "sacred treaty". But four state-owned commercial banks as the dominant force of China's banking are facing difficulties of low capital adequacy ratio, weak internal and external supervision system and lacking market discipline mechanism, which are far from the requirements of the New Capital Accord and bring about many financial risks and threat the safety of China's finance. Therefore, the dissertation tries to engineer the risk management system of commercial bank with China's state-owned banks' characteristics according to the New Capital Accord.An introduction of the background, contents and influence on international banking of the two Capital Accords is given in the first chapter, then the chapter puts forward the topic-how to build the new risks management system of China's state-owned commercial bank adapting to the New Accord.The second chapter analyzes the risks and their reasons of low capital adequacy of China's state-owned commercial banks. It provides some approaches of replenishing their capitals.The third chapter expounds the weak internal and external supervision of China's banking, and deeply analyzes the financial risks caused by the weak supervision with the Property Right Organization Theory. It finally gives countermeasures on constructing supervision system of China's stated-owned banks.Information exposure plays an important role in the risks management of banks. China's banks should attach importance to the existing serious problems and improve it.Internal Rating-Based Approach and the concrete measurement methods of three main risks (market risks, credit risks and operational risks) are told in detail in the fifth chapter. According to the current situation of China's state-owned commercial banks and the ideas and principles of IRB, A new risk management system suitable to China is devised at last.
Keywords/Search Tags:capital adequacy ratio supervisory review, market discipline, state-owned commercial bank, risk management
PDF Full Text Request
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