| Development of the relation between the bank and security client has become a trend because of the mixed operation. This thesis consults foreign experience and jointly analyzes the market of china and other countries, and gets a experienced model for Hunan Industrial and Commercial Bank.Security clients have the character of high risk. Though Hunan Industrial and Commercial Bank remains the prudent attitude, in the cooperative process, the bank still lack the overall analysis about the security client and lack initiative and alternative. Under the current marketing condition, the bank faces the following risk:(1) Credit risks, Credit risk is risk due to uncertainty in a counterpart's (also called an obligor's or credit's) ability to meet its obligations. The main customers all concentrate on the state-owned enterprise, the asset-liability ratio of the state-owned enterprise is relatively high, the capital can't be supplemented for a long time.(2) Market risk, it means the proxy of the bank will fluctuate when the market price factor changes. The price downside of the security market will pass to the proxy to the bank.(3) Liquidity risk, it means that the bank can not cash or suffer a big loss when cash.(4) Moral risk, it means that the employee seek for own interest and benefit and give up the professional ethics and relative regulation, and thus make loss to the bank.The traditional assessment mainly relies on experience and judge by hand, and lack risk analytical method. In this way, the assessment is subjective and random. Adopting the advanced risk management method can heighten the level of security client's management. The value at risk is one of the most advanced assessment technology. Value at risk can be applied in the fields of credit risk, liquidity risk, policy risk, operating risk and so on. Hunan Industrial and Commercial Bank should set up independent risk management system, make securities broker company credit grade criteria for evaluation. |
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