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Recognition of several problems on the risk management of commercial bank

Author: TangBoZuo From: www.yourpaper.net Posted: 2010-06-08 01:53:21 Read:

Abstract: in the modern economic and social life, risk is everywhere, in China's current rapid development of the financial industry is even more so, the new Basel accord to the risk of the banking sector is summarized as credit risk, market risk, operational risk and other eight categories, but far from covering all bank risk.Therefore, this paper discusses some views on several issues related to risk management of commercial bank.
Keywords thesis: Commercial Bank; risk management of

The 1 risk management as the principle of the


The bank is operating risk, control risk, special enterprises and risk loss, acquisition risk income.Good bank criteria is not much, size, many are not even a one to the profits, but the risk management technology, management ability, risk management, quality management benefit.From the evolution of international banking supervision of the trend, the idea of risk-based supervision has become the consensus of the national regulatory authorities, from the "core principles for effective banking supervision" to "new Basel accord" fully reflects the requirements of this principle.However, the banking industry in recent years the risk exposure of examples and regulatory practice, behind the risk or the risk, because the risks are mostly caused by the.The risk is mainly manifested in three aspects: management concept of management idea, management ability and the occupation ethics twist will cause the commercial bank operation and management behavior of the irrational, huge risks and losses, the lack of the main business departments, branch or line managers and even worse, but also obviously influence on safe, effective management a mechanism: the occupation ethics, moral hazard is penetrated into all aspects of banking risk, case from abroad, the Bank of Bahrain for illegal operation causing huge losses, to be destroyed on one day a long history, large financial institutions.In China, this kind of case is meet the eye everywhere, such as the 327 national debt crisis Wanguo Securities makes the China after the reform and opening up one of the first large firms are about to be closed, a number of risks of securities companies, Trust Investment Company, urban and rural credit cooperatives are appearing with the moral risk is closely related to.President Liu Mingkang in a national cooperative financial training class 1 graduation speech mentioned: "Bank of 80% cases in the branch, branch of case 80% is a leading and participating in crime."The two and 80% have been confirmed repeatedly in recent years exposed various bank case.
Thus, managers business philosophy, management ability, occupation ethics for the bank's survival and development have a profound effect, therefore, supervision, or management or, should fully embody the principle of risk, but risk management is people-oriented, attach great importance to the review and appraisal qualification for bank executives and the fulfillment of duties, strict access, strict management.
2 bank corporate governance structure
A good corporate governance structure and governance mechanism is an important basis for stable operation of commercial bank and the sustained development.Corporate governance is concerned, according to the traditional theory of new classical economics has always followed the "shareholder primacy" theory of modern enterprises, the only target the interests of the shareholders or the shareholder benefit maximization is not the sound of the modern enterprise management, and only when all the stakeholders participatory governance, their common interests in the pursuit of relative equilibrium state, enterprise will become true with independent economic interests in the pursuit of market main body.Therefore, the corporate governance emphasizes the rights and responsibilities of stakeholders and a set of rules for processing firm and procedures.
However, international and did not form a system ~, general corporate governance model, the formation of the corporate governance structure has its complex social, economic background and unique cultural origin, cannot analogy and evaluation of simple.We usually mentioned two kinds of corporate governance modes such as the mode, German mode, a few years ago, the corporate governance of Usa Inc because of Enron, WorldCom was international society and blame general.Draw on the advantages and avoid disadvantages, learn widely from others' strong points for consideration, the corporate governance with our country present company basic requirements of two governance patterns, such as the mode of the system of independent directors and the board of supervisors Germany mode, the board of directors system, the purpose is to strengthen balance.From the practice of the reform of China's banks, the composite governance mode at the operational level, did not achieve the desired objective, but the governance structure is more complicated, governance efficiency is low.
Application and management mode of 3 risk management model of the change in
Many international banks have full use of risk management models, advanced technology to control risk, the domestic some commercial banks began to try to use such as internal rating method (IRB) and other advanced risk management techniques for risk management, the internal rating method related to customer rating, debt rating, default risk exposure management as an example the risk management model, which involved is a great challenge for the current model of bank risk management.
The IRB approach is based on the customers deeply, continual understanding based on the ratings than the external rating, more sophisticated, more timely.Requests the country, area evaluation of risk; industry, understanding risk, according to the economic cycle, the scale of operation (production, sales) change monitoring risk; and breach of contract records, generally require the customer data for more than five years.While the domestic banks generally lack the necessary customer database and experience data standard, the short term is difficult to complete the data accumulation of IRB requirement of historical data, historical data is accurate, comprehensive, systematic grasp.Filter the useless data, cleaning is not real data, adjust not comparable data, and through the risk weight function formula or some data index into the capital requirement.While the domestic banks generally existing data with indicators, indicators of the policy to follow phenomenon, enterprise or bank, or there are different degrees of distortion of information.
Not only the internal rating method play a role in credit management, loan pricing, risk warning and so on, but also the establishment of credit policy and strategy, reserving, important foundation of the economic capital allocation.This requires not only set up the appropriate risk management organizational system, but also to a large number of familiar with international financial market, familiar with the financial business, a good number of economic analysis and financial risk management professionals.
Therefore, domestic commercial bank development is particularly important to establish their own internal rating system, but the face of the economic environment, financial environment, information environment, talent environment is still not optimistic, according to the real requirements of the new Basel accord change risk management ideas, management also need to pay a huge effort.
4 of capital constraint and constraint asset
A series of prudent supervision indicators of banking supervision listed, the most scientific, the most effective, the most useful is the capital adequacy ratio, both the capital constraint, and asset quality requirements.The IT requirements of scientific development, if the blind development, seek for speed, scale, asset expansion soon, the capital adequacy ratio will be reduced; second, it requires to improve the quality of assets, if the assets increase, lax management, quality is not high, deduction will increase, capital adequacy ratio will decline: third, Dang require banks to rational distribution of profits, cannot eat light net, at the same time the distribution of profits to increase capital, otherwise it can not add mechanism, expand the business, affect the enterprise sustainable profitability.
Capital is the basis of the bank's survival and development, but also the core of bank risk management, for many years has been ignored by the Commercial Bank of our country.In recent years, China Banking Regulatory Commission formulated the "commercial bank capital adequacy management measures" issued, banks are fully aware of the value of effect of capital risk management and capital allocation of cost and income, have introduced the concept of economic capital, increase capital management efforts, vigorously develop the low risk, low capital business, the introduction of the concept of capital is still in the performance management system.
Considering from the perspective of capital adequacy rate, capital and risk assets are difficult to separate, and many commercial banks are facing the problem of asset quality problems.Look at the problems need attention and concern from the Shenzhen banking.Data shows, 2006 Shenzhen banking non-performing loans if removed, built in three rows, stripping factors, the actual increase in the beginning of the year about 700000000.1 - May year, non-performing loans of the Bank of Shenzhen in the past three years the first time the "non-performing loans," increased 2300000000, non-performing rate rose 0.63 percentage points.Continuous decline in loan quality will directly bring a heavy financial burden.Of course, the causes of bad loans of commercial banks is very complex, and the economic cycle, macroeconomic policy, legal environment, credit foundation and other factors are closely related, therefore, to create a good financial ecological environment is the urgent need to address the problem.
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