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The international commercial bank risk management experience and the enlightenment to our country

Author: ZhangZhanTao From: www.yourpaper.net Posted: 2010-06-08 05:25:02 Read:

Abstract: risk management is a very important aspect of the operation of commercial banks, commercial banks in China still exist many deficiencies in risk management, by analyzing the experience of the United States and Germany commercial banks in risk management. Combined with the risk management of Chinese commercial banks. This situation to improve the risk management of Chinese commercial banks suggestions.
Keywords: the experience of commercial bank risk management,

The international commercial banks through the development and practice of a few years, accumulated and summarized many advanced concepts and methods, drawing on the experience of foreign banking risk management, to accelerate the reform, is of great significance to strengthen the management of Chinese banking industry.
The main experience of , the international commercial bank risk management
Risk management of commercial banks in the United States, Germany, two countries with strong representation in the world, this paper will introduce the experience of risk management of commercial banks in the two countries as reference.
1, the United States
(1) risk management framework of strict, complete.The organizational structure of the United States of America system of risk for commercial banks to establish and complete with all job functions quite clear.With Bank of America as an example, the row of the matrix type of risk management framework is based on "flat".Under the bank commission Bank Board of directors, is responsible for the entire bank risk management arrangements, each business department committee management customer manager, together with the marketing manager, business manager.The risk manager is divided into business risk manager and functional risk manager, the former and the client manager in the day-to-day operations of the credit risk, market risk assessment and management, monitoring and evaluation which is responsible for the entire bank risk, so risk management is responsible by the business and functional departments.In personnel management, customer manager, business risk manager to accept the dual leadership of the corresponding business departments and departments.Risk management framework for Bank of America this flat, clear the various business departments, leading the checks and balances of power, improve the bank's risk management ability.
(2) positive, dynamic risk management system.Risk management system of the United States of America some big banks mainly consists of three parts: the standardization and financial report.The United States commercial banks generally refer to Moodie (Moody), the standard & Poor's (Standard& Poors) standard rating reports of several well-known rating agencies to develop standard rating the bank credit risk of credit portfolio, write reports, submit the top management, found problems in.Limit.The United States commercial banks as a risk exposure limits in a certain extent and limits on banking activities, banks are only engaged in risk action within a predetermined asset quality level, even for investment projects that meet the conditions set to limit exposure to flat rolling.Investment guidelines and strategy.In the selection of investment market type and region of liquidity, or does not match the risk exposure of the existence of assets and arbitrage of interest rate, exchange rate, market risk planning.Investment guidelines and strategy in a certain extent, limit the bank's investment and arbitrage activities, avoid unnecessary losses.
(3) the risk of portfolio management method of low risk, high return.The United States banks improve credit asset management model of traditional, mainly take the "management" loan portfolio of credit assets.These improvements include from single risk to each loan to the system risk focus on overall bank assets, from first to last from holding loans to timely business loans to increase the flow of assets}, from between the loan price and risk linked to the relationship between the lack of focus on risk and return.Some banks according to their business objectives, capital adequacy to the other bank or fund, financial institutions to "buy" or "sell" loans; to determine loan prices according to the loan business operations; with other financial institutions, asset prices are not interchangeable, currency exchange form of sale, namely "hedge"; using a wide variety of asset management tools to make credit portfolio to loan asset management target positive.
2, Germany
German banks to the universal bank system is the typical, large commercial banks such as Deutsche Bank Group, the Bank of Dresden and other leading represents the development trend of the German commercial bank, the following is mainly through the large commercial banks in risk management experience.
(1) the establishment of risk framework across the world.The Deutsche Bank Group as an example, it has the huge branches and subsidiaries in the world.Deutsche Bank Council "Group Executive Committee", as the highest administrative agencies, according to the nature of the business has four management department; between the Group Executive Committee and the business sector, the establishment of Management Committee, appointed by the group of two senior executives as a leader, board and management department is responsible for the risk control and management in their respective areas; the Group Executive Committee on overseas branches in risk auditor risk monitoring, established a global risk management network.
(2) the establishment of "development principle of sound operation".German commercial banks do not pursue the asset size and the number of blind expansion, closely around the risk adjusted return on capital, return on assets, return on equity, assets, bad debt, these core index.In the choice of target customers "have into have retreat", not the pursuit of customers, but to strive for business cooperation with customers.
(3) the implementation of efficient bank assets and liabilities risk management techniques.German commercial banks implement asset-liability ratio management strictly.The German bank law established a series of asset-liability ratio, to monitor bank risk, which control the proportion for the major: the total amount of credit to a single customer shall not exceed 25% of the capital, all over the capital of 10% large loan shall not exceed 8 times the total capital, the lower capital adequacy ratio must be maintained within 8%, bank position assets and a month realisable assets must be more than short-term debt within a month.German commercial banks in assets and liabilities business through the global capital market "active" liabilities, issue the bill handling money, comprehensive risk management by means of credit funds.The main management: customer contribution degree evaluation technology, credit credit rating system, industry credit risk evaluation system of credit risk and investment risk, exchange control technology.Banks in the choice of credit enterprise, the history data to account for only 40% of the bank's credit rating references, the remaining 60% mainly through the next 5 years is expected to enterprise development prospects.
(4) construction of risk identification, assessment, limited, effective monitoring and transfer of distributed system.German commercial banks generally according to different risk facing the bank, designs the model of risk measuring different.Layered on the risk assessment and early warning system is established: the head office is mainly responsible for monitoring the distribution of assets structure risk, monitoring of credit assets, regional, national, industry currency distribution structure risk, control risk limit the bank's main branch; and area manager is responsible for the credit risk, the market main body key risk, operation risk the risk and the bank's assessment and analysis.Take the limit and the risk management of different strategies, including from the high-risk area of economy of resource reorganization strategy, asset securitization selling assets at a discount policy, bank loans and other scattered assets risk control strategy, a single customer and industry asset allocation proportion strategy, non core business restrictions limited liability company risk strategy, the overseas branches local listed financing and localization strategy.
(5) risk assessment using the database and intelligent technology.With the development and application of electronic information technology, large German commercial banks developed high-speed electronic bank system risk assessment.The Bank of Dresden chose the combination of business intelligence technology of IBM database and BO, combining, real-time monitoring and analysis of risk factors, isolation and tracking suspicious risk, close observation of the bank account, the default behavior can quickly identify, to take timely action, effectively help the bank to reduce the cost of risk.
two, international experience of risk management of commercial banks in China from
The United States of America, German commercial banks in two countries risk management measures are different, but can achieve the same effect of effective risk management.Characteristics of their risk management model in common, is the direction of strengthening internal risk management of banking in china.
> organization system
(1) to improve the corporate governance structure of the commercial bank, a clear division of responsibility and authority.At present, most commercial banks in China have completed shareholding reform, relatively perfect corporate governance structure, but how to eliminate the internal management of the banks strong administrative color, the formation of power supervision and restraint mechanism will be effective is to further improve the focus of corporate governance structure.In view of this, commercial banks in the
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