| 商业银行资本配置风险管理 |
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| 引用本文： | 程曾平,宋崇兰.商业银行资本配置风险管理[J].湖北汽车工业学院学报,2006,20(1):54-57. |
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| 作者姓名： | 程曾平 宋崇兰 |
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| 作者单位： | 1. 湖北汽车工业学院,信息管理系,湖北,十堰,442002
2. 中南财经政法大学,湖北,武汉,430070 |
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| 摘 要： | 商业银行风险管理的核心问题是商业银行资本和风险精确地匹配。本文借鉴国际经验,结合我国商业银行的实际情况,提出了从资本配置的角度对商业银行的整体经营风险进行有效地控制和管理。商业银行的风险管理应建立呆帐准备金、资本充足率、存款保险制度三道防线,在商业银行内部需要建立以VaR为基础的风险评估框架模型,使资本和风险匹配更加精确。
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| 关 键 词： | 呆帐准备金 资本充足率 VaR 存款保险 |
| 文章编号： | 1008-5483（2006）01-0054-04 |
| 收稿时间： | 2005-11-30 |
| 修稿时间： | 2005年11月30 |
Bank Risk Management Based on the Capital Disposition |
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| Cheng Zengping,Song Chonglan.Bank Risk Management Based on the Capital Disposition[J].Journal of Hubei Automotive Industries Institute,2006,20(1):54-57. |
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| Authors: | Cheng Zengping Song Chonglan |
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| Institution: | 1. Dept. of Information Management, Hubei Automotive Industries Institute, Shiyan 442002, China; 2. Zhongnan University of Economics and Law, Wuhan 430070, China |
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| Abstract: | The core issue of bank risk-management is the matching of capital and risk.Using the wes-tern experiences for reference,combining the actual condition of our native banking,the paper puts forward a method to control and manage the whole risk of bank management from the view of capital configuration.Three lines of defenses should be set up in the bank risk-management,which are loss loan provisioning,capital adequacy and deposit insurance.A risk evaluation frame in the bank based on VaR should be founded to match the capital and risk more accurately. |
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| Keywords: | loss loan provisioning capital adequacy VaR deposit insurance |
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