中国商业银行风险管理制度设计.rar
中国商业银行风险管理制度设计,摘要商业银行是资源配置的屯要主体，同时商业银行对资源的配置又是了j一风险的。良好的风险管理可以帮助商业银行减少所面对的风险、减少经营成本、正确对风险进行定价，从而帮助商业银行实现可持续的发展。在国际上，随着巴塞尔新资本协议的实行、风险计量技术的进步，风险管理也日益发展。但是，我国商业银行的风险管理还远远算不上令人满意。...
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内容介绍
原文档由会员 白痴学东西 发布
摘要
商业银行是资源配置的屯要主体，同时商业银行对资源的配置又是了J一风险
的。良好的风险管理可以帮助商业银行减少所面对的风险、减少经营成本、正确
对风险进行定价，从而帮助商业银行实现可持续的发展。
在国际上，随着巴塞尔新资本协议的实行、风险计量技术的进步，风险管理
也日益发展。但是，我国商业银行的风险管理还远远算不上令人满意。如何适应
国际发展趋势，加强风险管理工作，已经成为我国金融业的重要工作。
本文首先对风险和风险管理理论做了简单的介绍，然后分析了我国银行业风
险管理的现状和存在的问题，指出组织设置和风险计量是我国商业银行风险管理
中存在的主要问题。最后，本文对风险管理制度在宏观和微观两个层面进行了设
计。在宏观层面，本文对风险管理组织进行了设计，并设计了风险管理的总体流
程，还分析并初步解决了宏观模型中存在的两个相关问题，即集权与分权问题和
风险战略制定问题。在微观层面，本文设计了业务流程中的风险管理体系，并对
现代风险计量技术做了应用，还分析并初步解决了微观模型中存在的两个相关问
题，即对业务部门的多头领导问题和计量模型的适用性问题。
关键词:商业银行风险风险管理制度
录
中文摘要·················································································……l
Abstract····················································································……11
第1章前言··············································································……1
1.1研究的背景···········································································……1
1.2研究的现状···········································································……2
1.31论文的框架和创新··································································……3
第2章商业银行所面对的风险······················································……4
2.1风险的涵义和计量··································································……4
2.2商业银行风险的分类·······························································……5
2.3商业银行风险的特点····························································……7
第3章商业银行风险管理理论······················································……10
3.1商业银行风险管理理论的发展···················································……10
3.2商业银行风险管理的内部控制理论·············································……12
3.3商业银行风险管理的计量和考核模型··········································……13
第4章我国商业银行风险管理现状分析··········································……20
4.1我国商业银行风险管理的现状···················································……20
4.2我国商业银行风险管理中存在的问题··········································……21
4.3与国际经验相比我国风险管理的主要差距····································……24
第5章商业银行风险管理的制度设计·······································，·····……26
5.1风险管理的宏观组织和流程设计················································……26
5.2宏观制度模型设计中的相关问题分析··········································……33
5.3微观业务的风险控制程序和计量模型设计····································……38
5.4微观制度模型设计中的相关问题分析··········································……51
第6章结论··············································································……56
注释·······················································································……58
参考文献·········，·······································································……60
后记····························..
商业银行是资源配置的屯要主体，同时商业银行对资源的配置又是了J一风险
的。良好的风险管理可以帮助商业银行减少所面对的风险、减少经营成本、正确
对风险进行定价，从而帮助商业银行实现可持续的发展。
在国际上，随着巴塞尔新资本协议的实行、风险计量技术的进步，风险管理
也日益发展。但是，我国商业银行的风险管理还远远算不上令人满意。如何适应
国际发展趋势，加强风险管理工作，已经成为我国金融业的重要工作。
本文首先对风险和风险管理理论做了简单的介绍，然后分析了我国银行业风
险管理的现状和存在的问题，指出组织设置和风险计量是我国商业银行风险管理
中存在的主要问题。最后，本文对风险管理制度在宏观和微观两个层面进行了设
计。在宏观层面，本文对风险管理组织进行了设计，并设计了风险管理的总体流
程，还分析并初步解决了宏观模型中存在的两个相关问题，即集权与分权问题和
风险战略制定问题。在微观层面，本文设计了业务流程中的风险管理体系，并对
现代风险计量技术做了应用，还分析并初步解决了微观模型中存在的两个相关问
题，即对业务部门的多头领导问题和计量模型的适用性问题。
关键词:商业银行风险风险管理制度
录
中文摘要·················································································……l
Abstract····················································································……11
第1章前言··············································································……1
1.1研究的背景···········································································……1
1.2研究的现状···········································································……2
1.31论文的框架和创新··································································……3
第2章商业银行所面对的风险······················································……4
2.1风险的涵义和计量··································································……4
2.2商业银行风险的分类·······························································……5
2.3商业银行风险的特点····························································……7
第3章商业银行风险管理理论······················································……10
3.1商业银行风险管理理论的发展···················································……10
3.2商业银行风险管理的内部控制理论·············································……12
3.3商业银行风险管理的计量和考核模型··········································……13
第4章我国商业银行风险管理现状分析··········································……20
4.1我国商业银行风险管理的现状···················································……20
4.2我国商业银行风险管理中存在的问题··········································……21
4.3与国际经验相比我国风险管理的主要差距····································……24
第5章商业银行风险管理的制度设计·······································，·····……26
5.1风险管理的宏观组织和流程设计················································……26
5.2宏观制度模型设计中的相关问题分析··········································……33
5.3微观业务的风险控制程序和计量模型设计····································……38
5.4微观制度模型设计中的相关问题分析··········································……51
第6章结论··············································································……56
注释·······················································································……58
参考文献·········，·······································································……60
后记····························..
