Research On Enterprise-wide Risk Management Of Commercial Banks

Enterprise-wide risk management of commercial banks means comprehensive management of all kinds of risks in different business levels in the whole bank. Based on scientific quantification of risks, commercial bank should integrate credit risk,market risk and operational risk by means of a core idea-"risk adjusted return on capital" to achieve internal comprehensive risk management at first;at the same time, by drawing support from supervising departments and market force, a triple risk-managing system which includs the bank itself, supervisor and market can be established to cover effectively all kinds of risks faced by the bank.Because of the longtime operation under planning-economy system,commercial banks in our country lack necessary risk-managing culture and practice.So it is significant to speed up the shift to enterprise-wide risk management by learning advanced ideas from international banking industry. By focusing on the application of "risk adjusted return on capital" idea, this thesis attempts to discuss relevant theoretical and pratical issues about the establishment of enterprise-wide risk-managing system of commercial banks.The thesis is divided into five parts. The first one(chapterl) is preface, which introduces the importance and background for the paper, and summarizes relevant researching documents and builds the frame of the paper . The The second part (chapter2) introduces the risk types faced by commercial bank and reviews the developing history of its risk management, then defines the idea-"enterprise-wide risk management of commercial banks"thereby. The third part (chapter3) introduces...