The Feasibility Study On Economic Capital Management Of Urban Commercial Banks

Commercial Bank forms a fire-new method of risk management since the 1980s, that is, Economic Capital Management. Which bellow the setting of the speed developing financial market and the complicated risk profile, with an ever-growing realization of capital management and risk management. Economic capital management incarnates Commercial Bank's new ideas of risk management and solves the balance problem of profit and risk. At the same time, it is evolved the common language of international commercial bank management step by step. At present, the research and the application of economic capital management in our Commercial Bank is under the condition of primary phase, especially the Economic Capital Management of urban commercial bank is starting, and therefore, research the economic capital management of Commercial Bank not only has the theoretical significance, but also has the significant practical significance. The greatest character of this thesis is put urban commercial bank as the research object, and make some beneficial exploration on urban commercial economic capital management. Inspect the risk management of our urban commercial bank, and analyze the prominent problems. On that basis, explore how to bring economic capital management into urban bank, the difficulties and obstacles which need to overcome in the process of import capital management, and how to solve these difficulties and obstacles.There are eight chapters of this thesis:Chapter One: Introduction. Introduce the writing background and significance; the domestic and overseas research and application status; the research mentality, method and possible innovation spot of the thesis.Chapter Two: Summary of Economic Capital Management. Introduce the connotation of economic capital and the economic capital management in detail. Set forth the relation of economic capital management and《Basel New Capital Agreement》, the vital role of economic capital management in comprehensive risk management.Chapter Three: Introduction of economic capital calculates, collocate and assess methods. Introduce the specified of《New Capital Agreement》and international advanced banks in process of applied economic capital calculates, collocate and chief method of performance assessment.Chapter Four: The frame design of urban commercial bank economic capital management. Put sever subsystems of economic capital management into a uniform macro- economic capital management frame, which stand in the height of bank whole situation management.Chapter Five: The research of urban commercial bank economic capital calculates. First of all, research the risk management status of our urban commercial bank. On that basis, put forward the adoptive risk calculate methods of our urban commercial bank at present. At the same time, improve some advanced calculate model analysis, which has referential role for our urban commercial apply these models.Chapter Six: The research of urban commercial bank economic capital collocate and performance assessment. First of all, suggest our urban commercial bank adopt interior ratio method to collocate economic capital, and adopt capital fluctuate method to collocate economic capital on the basis of accelerated interior rate. With respect to performance assessment, suggest qualify for organization, product and custom by EVA. Put forward on the basis of interior transfer price cost accounting import advanced methods and systems in order to achieve the accuracy of assessment.Chapter Seven: Boost the strategy of urban commercial bank economic capital management. Urban commercial bank carry out economic capital management cannot be accomplished in an action, which must be step by step. Therefore, the author put forward own view about economic capital management propel principle and possible technical problem.Chapter Eight: Conclusion. Sum up the research innovation and shortage of the thesis, and specify the later research aspect.