The Risk Management Of The Commercial Bank After Financial Crisis

It has been more than two years since Subprime Crisis had happened. It has spreaded from banking crisis to the recession of global substantial economy, and we are not aware of the time when this crisis ends. The initiator of the evil is Wall Street, regarded as "financial fire bulkhead", which makes the world financial circles feel uneasy. This crisis has given us two lessons. Firstly, it can not to solve a problem to create a bigger problem. Secondly, with regard to hidden crisis aroused from financial innovation, supervised department needs better to formulate detailed rules and regualtions for monitoring.We can see clearly through the crisis that banking industry is faced not only with credit risk, market risk which comes from fluctuation in interest and exchange rate, but also operational risk owing to misoperation. Due to the liquidity risk generated by asset and liabilities headline mismatching, in a manner of speaking, single risk prevention no longer applies to current macro-environment.In fact, after passing the new Basel Capital Accord, many large scale commercial banks in western countries consciously have complied with treaty to increase capital fund and met primary law requirement of internal Ratings-Based before financial crisis, some of them even meet the requirement of higher law. Regulatory framework proposed by new capital accord is based on three backbones of lowest capital requirements, supervised department's supervision and market restraint, which is more sever, more complete and scientific than previous supervised rule. However, financial crisis still defeated many large-scale banks. For that reason, in December 2010, Basel committee introduced Basel III and proposed a package of reformation after summarizing the experience of financial crisis. Comparing to foreign advanced banks, commercial banking risk management in our countries are more imperfect. The reason is financial market has not yet completely got away with this holocaust, however, with the penetration of financial internationalization, commercial banks sooner or later will face the same risk.This thesis introduces Basel Accord from the fist to the third part, by means of analyzing and studying development process of international banking risk management. Combining with current international banking risk management cases of other big banks, it deeply studies the measurement method and management experience of credit risks, operational risk, market risk and liquidity risk. And then it has discussed current risk category and risk management development direction of commercial banks in our country, and found out the solution by analyzing its own insuffient, combining with national condition to propose some suggestions for establishing commercial bank risk management system.This thesis is divided into 5 chapter. The first chapter is introduction, which introduces research method, background and significance and so on. The second chapter is about risk management theory of commercial banks, which shows the development and latest achievement by introducing Basel Accord evolution. The third chapter introduces the risk management theory and measurement pattern, properly combining with cases to analyse. The fourth chapter illustrates how to measure credit and market risk in our country by means of demonstration analysis. The fifth chapter puts forward the suggestion for estblishing comprehensive risk management in our country.