利率市场化背景下中小商业银行构建风险全覆盖管理体系研究
发布时间：2018-08-24 10:08
【摘要】：在对传统银行业风险管理技术和巴塞尔银行业风险管理新指标、新技术尚未完全掌握和熟练应对的情况下,中小商业银行如何应对挑战、构建适应自身经营和风险防控需求的风险管理体系成为当务之急。针对利率市场化持续推进带来的变化,中小商业银行要按照"信用立基、利率立本、流动立行"的基本原则,构建风险全覆盖管理体系。在框架设计方面,要完善以利率经营为重要内容的"产品服务+定价"运营模式,强化利率管理在银行风险管理体系中的特殊地位,树立基于主动调控的利率波动覆盖型风险处置理念;在管理维度方面,要重视利率变动新趋势下银行风险管理对象出现的"弥散性"和"渗透化"特征,聚焦利率风险变化的趋势性因素;在运作机制方面,要健全内部定价体系与利率风险管理的联动响应机制,完善利率连接型资产负债管理的"风险地图",建立契合宏观审慎评估(MPA)要求的稳健性评估体系,实现稳健经营和持续发展。
[Abstract]:Under the condition that the traditional banking risk management technology and the new index of Basel banking risk management are not fully grasped and skillfully handled, how to deal with the challenges of the small and medium-sized commercial banks? It is urgent to construct a risk management system to meet the needs of self-management and risk prevention and control. In view of the changes brought about by the marketization of interest rate, the small and medium-sized commercial banks should construct the risk full coverage management system according to the basic principle of "credit foundation, interest rate establishment, flow construction". In the aspect of frame design, it is necessary to perfect the "product and service pricing" operation mode, which takes interest rate management as an important content, and strengthen the special position of interest rate management in the risk management system of banks. In the aspect of management dimension, we should pay attention to the characteristics of "dispersion" and "penetration" of the risk management objects under the new trend of interest rate change. Focus on the trend factors of interest rate risk change, improve the internal pricing system and the linkage response mechanism of interest rate risk management, To perfect the "risk map" of interest rate linked asset liability management, to establish a robust evaluation system to meet the requirements of macro-prudential assessment of (MPA), and to realize sound management and sustainable development.
【作者单位】： 华南农业大学与广州农村商业银行博士后工作站;广东财经大学金融学院;广州农村商业银行;
【分类号】：F832.33;F832.5
[Abstract]:Under the condition that the traditional banking risk management technology and the new index of Basel banking risk management are not fully grasped and skillfully handled, how to deal with the challenges of the small and medium-sized commercial banks? It is urgent to construct a risk management system to meet the needs of self-management and risk prevention and control. In view of the changes brought about by the marketization of interest rate, the small and medium-sized commercial banks should construct the risk full coverage management system according to the basic principle of "credit foundation, interest rate establishment, flow construction". In the aspect of frame design, it is necessary to perfect the "product and service pricing" operation mode, which takes interest rate management as an important content, and strengthen the special position of interest rate management in the risk management system of banks. In the aspect of management dimension, we should pay attention to the characteristics of "dispersion" and "penetration" of the risk management objects under the new trend of interest rate change. Focus on the trend factors of interest rate risk change, improve the internal pricing system and the linkage response mechanism of interest rate risk management, To perfect the "risk map" of interest rate linked asset liability management, to establish a robust evaluation system to meet the requirements of macro-prudential assessment of (MPA), and to realize sound management and sustainable development.
【作者单位】： 华南农业大学与广州农村商业银行博士后工作站;广东财经大学金融学院;广州农村商业银行;
【分类号】：F832.33;F832.5
【相似文献】
相关期刊论文 前10条
1 程惠霞;我国中小商业银行的现状与发展[J];上海经济研究;2000年07期
2 杜奎峰,程惠霞;我国中小商业银行的现实问题与发展趋势分析[J];金融理论与实践;2000年09期
3 李自强;我国中小商业银行面临的困难及对策建议[J];特区经济;2000年01期
4 文彬;论“入世”后我国中小商业银行的发展战略[J];学术研究;2000年02期
5 翟勇,杨旭,沈晓;中小商业银行的竞争策略[J];现代商业银行;2000年06期
6 刘培元,陈新希;当前中小商业银行经营困难的成因分析及对策[J];新金融;2000年03期
7 郑重,吴吉芳;中小商业银行如何迎接规模优势的挑战[J];新金融;2000年05期
8 严军;“精品金融”:中小商业银行的必然选择[J];金融信息参考;2000年07期
9 严军;;“精品金融”:中小商业银行的必然选择[J];金融信息参考;2000年12期
10 阎冰竹;中小商业银行如何支持中小企业发展[J];w挛胖芸，
本文编号：2200490
本文链接：https://www.wllwen.com/jingjilunwen/touziyanjiulunwen/2200490.html
