| Economic capital is defined as capital from the perspective of bank internal management as well as a subdivision of unexpected loss of bank risk.According to the size of the expected loss,the bank managers usually divide the potential losses caused by the bank risk into three types:expected loss,unexpected loss and abnormal loss.For banks9 steady operation,it is significant to pay attention to unexpected losses.Taking the economic capital management as masterstroke,this paper analysis the economic capital management of HUARONG XIANGJIANG BANK from four aspects.Firstly,this paper describes the background and significance of the research object,make the literature review both at home and abroad.Secondly,it expounds the relationship among economic capital,book capital and regulatory capital,to discuss the importance of implementing economic capital management in commercial banks theoretically.Thirdly,this paper selective analysis the measurement of the weighted assets within and out of balance sheet,the estimate methods based on both standard and index to measure market risk,economic capital is applied to loan pricing,EVA,RAROC as the core of the performance evaluation system and the application of economic capital management reports in risk analysis,as well as the application of economic capital management measurement methods,configuration standards,application of loan pricing and performance assessment and risk reporting system,and the problems in management of HUARONG XIANGJIAN BANK.Finally,according to the previous research,this article put forward some countermeasures.Through the study of three major risk measurement methods in HUARONG XIANGJIANG BANK,this paper builds up the countermeasures to improve its economic capital management system,which is not only useful for the bank to retrench the cost of capital and to improve the effectiveness of capital,but also has reference significance for other urban commercial banks and institutions. |
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