Research On Economic Capital Allocation Of China's Commercial Banks

Capital is the foundation of which commercial banks can survive and develop. It is the capital that affects the ability of commercial banks to resist the risk, and finally determines the possibility of commercial banks to survive in the market. During last recent years'practice, banks have formed a completely new capital management method, economic capital management. And the most important part of EC is the economic capital allocation, which means, measuring the bank's risk precisely, and then assigning the bank's capital efficiently to enhance the risk management.This thesis is mainly analyzing the economic capital allocation efficiency of China's commercial banks, basing on the foreign and home theories on economic capital and economic capital allocation, and also the practice experience of economic capital allocation these years, then giving advice of enhancing the efficiency of the economic capital allocation of China's commercial banks.The thesis can be divided into three parts.The first part is the fundamental theory analysis, including the first and second chapter. It is mainly providing the theory foundation for the following practice analysis, case study, and demonstration studies.The second part is about the practice analysis of the economic capital allocation of commercial banks, which includes the model of the economic capital allocation and also a case study of that, basing on the practice experience, the method and the path of the economic capital allocation analysis.The third part mainly studies the economic capital allocation of China's commercial banks, including Chapter Four, Five and Six, is the most important part. This part's most important effect is to provide the suggestions to improve China's economic capital allocation after the status analysis and the demonstration analysis.