Research On Risk Measurement And Risk Supervision For State-owned Commercial Banks In China

In 2007,Our country has been in the WTO for more than 5 years,the protection period had finished,and the financial market has full opened for the world. The limitation of ownership,running,and form,which include the license and forks,to foreign banks will be deposit. The RMB operation for Chinese customer will also be allowed for foreign banks. Besides these,because of the sub-financial markets in our financial system have been separated manually,there are huge difference between the cost and incoming. This will provide many profiting chances for international hat money,so that it is important to monitor and control the risks of state-owned commercial banks. This paper will firstly introduce the development of state-owned commercial banks,introduce the financial crises they faced,and analysis the reasons that occurred. It will also cover the identification and measurement of four nonlinear systemic risks which known as fluid risk,credit risk,interest rate risk and management risk; the measurement for them include qualitative measurement and quantitative measurement. The last topic of this paper is positivism analysis of risk prediction system and risk monitor and management's problems; it will point out the problems in the monitor and management system,for example,the antique monitor and management way; as a conclusion,it will prove the importance of establish the risk prediction system for the state-owned commercial banks of our country. The prediction method is signal lamp display method in financial risks prediction when I perform positivism analysis against the risks prediction system of the state-owned commercial banks in our country. I will analyze all kinds of risks during the banks running their business,establish the parameters system of risks prediction,and measure the threshold and level of each parameter,then judge current bank risks in which signal lamp range and light the signal lamp accordingly. The positivism analysis will target to input module,computing module and output module.