The Research Of Commercial Bank Risk Management Base On Economical Capital

Along with the high speed development of the financial globalization,the intensified competition in banking industry, thediversifying,complicating and globalizing risk, the commercial bankoriginal sole risk management pattern cannot meet to the risk control. Theeconomical capital emerge as the contemporary banking industry compliedwith the international supervising and managing request, which accordwith highly developed in the money market and more and more complexrisk. pays great attention to internal capital management, and surmountedthe brand-new management idea which the capital supervising andmanaging request produces. Not only it proposed with the application hasrealized the establishment the mutual unification which in highly thequantification foundation risk, the income and the capital undertook, butimpelling the risk management and the capital management wholeunification unceasingly. Based on advanced technical method of economicalcapital, such as the VaR risk measurement model and the risk adjustmentincome (ROROC), which enables the economical capital make a full use inthe comprehensive risk control. It also enables the credit risk, the marketrisk, the operation risk management policy to obtain the full considerationin a risk management platform and the commercial bank's strategy buildupon the risk management foundation, the factor of risk is considered in theprice strategy, and considered fully the risk brings the economical capital takes factor.This paper studies on the domestic and foreign scholar's commercialbank risk management, and the economical capital management foundation.It use the new Barthel agreement for reference, especially on riskmanagement pattern of the recognition, the measurement, the control andthe shift of risk, carries on the reasonable disposition to the economicalcapital, the science appraisal and the configuration of economical capital.This article combines the present situation of Our country's Commercialbank in the implementation based on the economical capital riskmanagement, propose the economical capital in the risk managementmicroscopic domain and the macroscopic domain utilization, in view of theexistence question, propose the feasibility strategy of economical capitalmanagement Our country's Commercial bank.