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Research On The Risk Management Of Chineses Commercial Bank Based On ES

Posted on:2012-11-12Degree:MasterType:Thesis
Country:ChinaCandidate:B JiaFull Text:PDF
GTID:2249330371458298Subject:Business management
Abstract/Summary:PDF Full Text Request
In recent years, with the rapid development of China’s financial industry, the commercial banks which take an important part of the financial industry have considerable growth as well. The changing reform of the external environment provide a wide variety of opportunities, but the complex and changeable risk along with it makes the traditional management of the commercial banks face to the challenges. And if a bank wants to survive in the market, and cope with the competition of the industry, and to ensure sustained and healthy development in the future, it must try its best to strengthen the financial risk management capacity. At the same time, with the focus of commercial banks gradually transfer to the market, the financial market risk becomes the most important risk. But for a long time, the studying and exploring of the market risk in commercial banks of our country is relatively scarce, which makes the market risk management as the weakest chain in the risk management of commercial banks.Based on the background above, the basic content of this paper is located in building a complete risk management system for the commercial banks. This paper will begin from the theory and current management situation of the risk management in commercial banks, and by the comparison of the risk management model, to explore that ES model is just the suitable coherent measure model of risk for the market risk, and then discuss the market risk management practices, including the identification, measurement and the control measures of the market risk. Finally, the research of the entire market management system will play a practical reference for the commercial banks in our country.
Keywords/Search Tags:Commercial Bank, Market Risk, Risk Management, ES Model, Interest Risk, Exchange Risk
PDF Full Text Request
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