The Research On Economic Capital Management Of Commercial Banks In Our Country

Since 80's in the 20th century, the western banks have gradually formed a kind of new risk management implement——economic capital management by the practice of risk management, through the capitalization of risk, it carried out the overall generous character of risk. Along with its application more and more and extensively, the economic capital management becomes the risk management style of accepting by international banks. Since the reform opening, commercial banks in our country acquired the development of super normal regulations in more than 20 years, causing to a great dealt of risk in the bank system. These problems express that commercial banks in our country need to speed the step of risk management urgently, its root still that leading gradually into the foreign forerunner's economic capital management style. Therefore, the research on the economic capital management of the commercial banks in our country contains important and realistic meanings.Firstly, it is the theory in front of this thesis. The part of theory is the theoretical analysis of economic capital and economic capital management.Secondly is the research on foreign economic capital management of the commercial banks, to get the drawing lessons of banks in our country. Commercial bank economic capital management includes contents of three aspects: calculate of commercial bank economic capital, allocation of commercial bank economic capital and performance evaluation of commercial bank economic capital. Since the limits of our country actual circumstance, we can compute unexpected loss of market risk and unexpected loss of operate risk, unexpected loss of credit risk respectively, then add them to be the economic capital. The second part of economic capital management is allocation of commercial bank economic capital. The coefficient method can't use in a long time, being the collections condition of the data of our country to match the request of the expected loss method later, the banks still should use the expected loss method. Commercial banks in our country at the time of measuring an economic accomplishment with the RAROC system, also be building up economic value added system. Combining the condition of our country, we can also should join some investigate index other, for example, the market develops index, business development index etc..Then though the fulfillment circumstance which makes use of economic capital to manage the commercial bank in our country and the analysis of case to Industry and Commercial Bank of China, the thesis gets effect, obstacle and shortage for practicing. In the fulfillment, the economic capital management system obtained better effect, including the control to conduct the risk to commercial bank and promoting worth creation and property of commercial bank combine a management. But also exist many practice obstacle of shortage of capital, lack of the information data collects, economic capital stipulation the system falling behind, the rating is not perfect of the business enterprise reputation etc., and the shortage of economic capital manage of the principle carry through not enough, the economic capital calculates not enough, the method of economic capital installs is not scientific etc..Finally combining the practice of economic capital management in our country, the thesis gets strategic choices, and arrives at the conclusion.