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Study Of Commercial Bank Risk Management Issues

Posted on:2008-12-19Degree:MasterType:Thesis
Country:ChinaCandidate:L Y GuFull Text:PDF
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With financial liberalization, financial globalization and the development of new financial innovation, commercial banks are also appearing in risk diversification and complicated trend. Commercial banks risk shift from a single to the risks of diversification, from a risk alone interactive to various risks development affecting each other. The types of risks also constantly updated change and have a variety of ways. It also requires management tool and management processes increasingly mature and management technology advancement, the commercial banks risk management is forward to an Enterprise-wide Risk Management.Commercial banks Enterprise-wide Risk Management is the commercial banks conduct all levels of business and the various types of the overall risk, it is a commercial bank on the basis of science quantification of risk of, through credit risk, market risk, operational risk and business processes in all areas, in order to realize the internal overall risk management; At the same time, through regulatory and market forces bound, it will formate trinity of risk management system including the a bank itself, regulators and market and effectively cover commercial banks risks. So learning from international banking advanced risk management philosophy and accelerating the thift to the Enterprise-wide Risk Management play a good impact on Chinese commercial banks in the reform and development.This paper in the process of discussing a comprehensive risk management of commercial banks learns from the advanced international experience in the operation and management of banks from external economic system and the environment, commercial banks own governance structure, management structure, technical personnel; the quantitative analysis and qualitative analysis for commercial banks a comprehensive risk management maturing provided ideas and solutions, and in today's fast-changing financial environment for comprehensive risk management to meet the times intense competition and challenges the corresponding recommendations and prospect.This paper using the process of writing to ask questions, analyze problems, solutions to those problems and methods to VAR Risk Measurement risk management in commercial banks in the use of the main line analyze the Commercial Bank of comprehensive risk management theory and practice, and the corresponding solutions. This paper is divided into five parts. The first part of the definition and theoretical analysis, introduced the concept of a comprehensive risk management as well as the main risk measurement methods - VAR, and reviewed the theory and literature at home and abroad. The second part introduced the provisions the commercial banks face in of the Basel agreement on the risk of type, and credit risk, market risk and operational risk of the three major risk quantification and related definitions and the VAR model is discussed and analyzed. The third part introduced several major issues on China's comprehensive risk management in the banking industry facing and the underlying reasons for their analysis; Part IV learn from foreign advanced banking methods, and make solutions for the relatively hot issues fully the impact on China's banking industry of risk management.The novelty of this paper is to the main lineā€”VaR for three risk to run through and unicom, though because of the limited level of VaR metrics for measuring the specific analysis is limited to models and methods, but in a comprehensive introduction and comprehensive risk analysis and risk issues resolved in the process of fully consider the needs of VaR various types of data and measure the use of tools and methodologies, and in solutions in combination with changes in the market put forward their own ideas.
Keywords/Search Tags:an Enterprise-wide Risk Management, VaR model, credit risk, market risk, operational risk
PDF Full Text Request
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