摘要
商業(yè)銀行是資源配置的屯要主體，同時商業(yè)銀行對資源的配置又是了J一風(fēng)險
的。良好的風(fēng)險管理可以幫助商業(yè)銀行減少所面對的風(fēng)險、減少經(jīng)營成本、正確
對風(fēng)險進(jìn)行定價，從而幫助商業(yè)銀行實現(xiàn)可持續(xù)的發(fā)展。
在國際上，隨著巴塞爾新資本協(xié)議的實行、風(fēng)險計量技術(shù)的進(jìn)步，風(fēng)險管理
也日益發(fā)展。但是，我國商業(yè)銀行的風(fēng)險管理還遠(yuǎn)遠(yuǎn)算不上令人滿意。如何適應(yīng)
國際發(fā)展趨勢，加強風(fēng)險管理工作，已經(jīng)成為我國金融業(yè)的重要工作。
本文首先對風(fēng)險和風(fēng)險管理理論做了簡單的介紹，然后分析了我國銀行業(yè)風(fēng)
險管理的現(xiàn)狀和存在的問題，指出組織設(shè)置和風(fēng)險計量是我國商業(yè)銀行風(fēng)險管理
中存在的主要問題。最后，本文對風(fēng)險管理制度在宏觀和微觀兩個層面進(jìn)行了設(shè)
計。在宏觀層面，本文對風(fēng)險管理組織進(jìn)行了設(shè)計，并設(shè)計了風(fēng)險管理的總體流
程，還分析并初步解決了宏觀模型中存在的兩個相關(guān)問題，即集權(quán)與分權(quán)問題和
風(fēng)險戰(zhàn)略制定問題。在微觀層面，本文設(shè)計了業(yè)務(wù)流程中的風(fēng)險管理體系，并對
現(xiàn)代風(fēng)險計量技術(shù)做了應(yīng)用，還分析并初步解決了微觀模型中存在的兩個相關(guān)問
題，即對業(yè)務(wù)部門的多頭領(lǐng)導(dǎo)問題和計量模型的適用性問題。
關(guān)鍵詞:商業(yè)銀行風(fēng)險風(fēng)險管理制度
錄
中文摘要·················································································……l
Abstract····················································································……11
第1章前言··············································································……1
1.1研究的背景···········································································……1
1.2研究的現(xiàn)狀···········································································……2
1.31論文的框架和創(chuàng)新··································································……3
第2章商業(yè)銀行所面對的風(fēng)險······················································……4
2.1風(fēng)險的涵義和計量··································································……4
2.2商業(yè)銀行風(fēng)險的分類·······························································……5
2.3商業(yè)銀行風(fēng)險的特點····························································……7
第3章商業(yè)銀行風(fēng)險管理理論······················································……10
3.1商業(yè)銀行風(fēng)險管理理論的發(fā)展···················································……10
3.2商業(yè)銀行風(fēng)險管理的內(nèi)部控制理論·············································……12
3.3商業(yè)銀行風(fēng)險管理的計量和考核模型··········································……13
第4章我國商業(yè)銀行風(fēng)險管理現(xiàn)狀分析··········································……20
4.1我國商業(yè)銀行風(fēng)險管理的現(xiàn)狀···················································……20
4.2我國商業(yè)銀行風(fēng)險管理中存在的問題··········································……21
4.3與國際經(jīng)驗相比我國風(fēng)險管理的主要差距····································……24
第5章商業(yè)銀行風(fēng)險管理的制度設(shè)計·······································，·····……26
5.1風(fēng)險管理的宏觀組織和流程設(shè)計················································……26
5.2宏觀制度模型設(shè)計中的相關(guān)問題分析··········································……33
5.3微觀業(yè)務(wù)的風(fēng)險控制程序和計量模型設(shè)計····································……38
5.4微觀制度模型設(shè)計中的相關(guān)問題分析··········································……51
第6章結(jié)論··············································································……56
注釋·······················································································……58
參考文獻(xiàn)·········，·······································································……60
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