【作者】 凌珊；

【导师】 谢望礼；

【作者基本信息】 江西财经大学 ， 国民经济学， 2003， 硕士

【摘要】 20世纪80年代中后期，一方面，随着金融开放和自由化程度不断加深，中国踏上了金融创新之路。在我们这样一个发展中国家，银行是金融业的支柱，而国有商业银行又是金融创新的主体。这是由我国当前的现状决定的。首先，四大国有商业银行在金融市场上处于垄断地位，我国的金融创新必然主要表现为国有商业银行的创新。其次，国有商业银行面临许多困境。一是国有产权形式单一，所有权虚置而且不可转让。因国有商业银行长期受政府保护，效率低下，存在严重的规模不经济，无法完全实现其法人财产权，不能形成有效的内部治理结构；二是高比例的不良贷款率。截止2002年底，中、工、建的不良贷款率分别为22.37％、25.52％、15.36％，由于历史包袱太重，农行的不良贷款率至今尚未公布，估计还要高出许多；三是银行业务结构单一，垄断地位不断下降；严格的分业经营模式不但没有降低系统风险，反而可能进一步加大金融风险；最后，2001年12月11号中国正式成为WTO的一员，国有商业银行面临更加巨大的挑战。外资银行已经开始利用其在跨国经营、创新能力方面的优势以及凭借其丰富的金融产品、优质的服务和科学的经营管理机制，与国内银行争夺优质客户群和优秀人才。因此，要了解中国的金融创新首先就必须对国有商业银行创新进行研究，这也就是本文撰写的目的之一。 另一方面，目前我国经济、金融体制改革正在进行，许多关系尚未理顺，法规管制乏力、死板，国有商业银行创新意识较为淡薄，金融工具种类较少，金融市场不发达，金融服务和管理也比较落后，金融竞争不规范，在这样的背景条件下开展国有商业银行创新，往往易于出现金融风险。随着经营环境的不断变化及银行间竞争的日益激烈，国有商业银行经营风险不断增大，风险管理就逐步上升为其经营管理中的一个重要组成部分。银行创新风险就其性质而言属于增量风险，在巨大的存量风险已是事实的情况下，增量风险的规避重于存量风险的化解。因此，对国有商业银行创新的风险进行研究，寻求防范、化解的方法，具有重大的现实意义。 本文的研究对象为国有商业银行创新风险，由于国有商业银行是银行业的主体，在文中简称为银行创新风险。本文共分四部分，对国有商业银行创新风险进行管理是本文的重点。 第一部分，银行创新的动因和现状。首先介绍了银行创新动因的一般理论——熊彼特的PC模型，还特别介绍了符合我国国情的制度改革理论。强调了本文的研究对象是改革开放以后我国国有商业银行所进行的创新活动。我国的银行创新具有自身特殊的国际背景和深层次的国内原因。随着知识经济的兴起得到迅速地发展，社会主义市场经济的确立、经济结构的调整为银行创新提供了一个基础环境，科学技术的发展是银行创新的技术条件，管理法规的缺损提供了可行性，金融风险的增加、金融竞争的加剧是其根本原因。其次，阐述了我国银行创新的现状。银行创新包括银行制度创新、银行组织结构创新和银行业务创新三个方面，通过对其现状的描述表明我国银行创新有待进一步发展。 第：二部分，银行创新的风险性。银行创新产生了一些新的金融风险，降低了金融系统的稳定性和安全性，影响了货币政策的实施效果，加大了中央银行的监管难度。其次，着重提出银行创新所产生的风险种类及其特点。银行创新不仅增加了原有的市场风险、信用风险、操作风险和法律风险，还产生了制度风险、经营管理风险、表外风险、过度投机风险、伙伴风险、电子风险和国际风险等一些新（fJ）X险。这些风险具有隐蔽性和累积性、突发性和加速性、扩散性和传染性的特点，这就更增加了对国有商业银行创新风险进行管理的难度。 第三部分，我国银行创新风险管理。首先对银行创新风险管理的内涵进行论述，探讨了囚内外银行创新风险管理的理论与方法依掘，表明我国目前银行创新风险管理理论方面存在严重不足。其次，提出我国目前银行创新风险管理中存在的问题：风险识别严重滞后：风险管理手段不合时宜；重视银行外部监管，轻视银行内部控制，银行业自律和社会监督作用甚微；中央银行重视市场准入管理，轻视持续管理和风险管理，监管重点不突出；重视人治，轻视法治。 第四部分，我国银行创新风险管理的对策。首先借鉴国外银行创新风险管理的经验，介绍了目前国外银行创新风险管理的主要新方法：风险价值法、风险调整的资本收益法、信贷矩阵、全面风险管理模式、资产组合风险。其次，提出了具体的解决办法。第一，大胆引进新的风险管理技术RAROC。详细介绍了目前国外银行业风险管理的主要手段R八mC对我国的借鉴意义。第二，完善风险管理手段。必须将存款利率控制作为资本充足率的辅助监管手段，在高科技基础上防范风阶，尤其是防患电了风险。第三，建立和完善国有商业银行内控机制。主要途径有以下几方面：充分认识内部控制的重要性，尤其是对风险管理的重视：加强国有商业银行授权授信管理；完善内部操作规程，加强系统控制，加大督促检查的力度；完善商业银行内部审计制度；提高经营透明度，做好信息披露工作；健全激?更多还原

【Abstract】 In the late 1980’s,China strides on the way of financial innovation with the deepening financial openness and liberalization. Banks are the pillars of financial industry in China as a developing country while state-owned commercial banks are the principal part of financial innovation, which depends on present conditions. Firstly, the four state-owned commercial banks monopolize the financial market and it is inevitable that our financial innovation is typified by state-owned commercial banks. Furthermore, state-owned commercial banks are confronted with various difficulties. First of all, with dominant state-owned property right and ownership’s misplacement and non-transference, state-owned commercial banks are long-term protected by the government, suffering from low efficiency and serious diseconomy in scale. Thus, it can hardly for state-owned commercial banks to realize their corporate property rights and establish effective internal governance. Second, there is high bad-debt rate. By the end of 2002,the bad-debt rates of the Bank of China, the Industrial and Commercial Bank of China, the Construction Bank of China are 22.37%, 25.52%, and 15.36%. Because of its heavy burden year by year, it has not seen announced for the Agriculture Bank of China’s bad-debt rate that is expectedly much higher. Third, with simple business structure, state-owned commercial banks see increasingly decline of their monopolizing position. Meanwhile, the strict separate operation mode had not reduced systematic risk, but possibly enlarging financial risks. Finally, after China’s entry into the WTO in dec.ll, 2001, the state-owned commercial banks faces with more challenges. Foreign banks have competed with Chinese banks in advanced customers and talents by taking their advantages in multinational operation and innovation and relying on their financial rich goods, advanced services and scientific operating mechanism. Therefore, the first thing to understand financial innovation in China is to study the innovation of the state-owned commercial banks, which is one of the aims to write this article.On the other hand, nowadays in China, the national reform on economic and financial system is going smoothly. However, many problems are still unsolved so far, such as rigid legal regulation, light innovation consciousness of the state-owned commercial banks, few financial tools, undeveloped financial market, backward financial service and management, informal financial competition, etc. Whenconducting the state-owned commercial banks innovation with so many problems, it is apt to produce financial risks. Risk management gradually become an important part of the state-owned commercial banks’ operation management because their operational risk is increasing with the change of business environment and intensified interbanking competition. In nature, banks’ innovation risk is classified as extra risk instead of existing risk. Considering the fact of huge existing risk, it seems more important to evade extra risk. Therefore, it is of practical significance to study the innovation risk of the state-owned commercial banks and seek ways to evade risk.The subject of this article is innovation risk of the state-owned commercial banks, which is shortly called innovation risks of banking because the state-owned commercial banks are the main part of the national banking system. The article totally consists of four parts, the main part of which is to manage the innovation risks of banking.The first part is the cause and present conditions of banking innovation, which firstly introduces the general theory of banking innovation, especially institution reform theory that conforms to situation of our country. Then the subject of this article is emphasized as the innovation activities of the state-owned commercial banks after the opening and reform. Our banking innovation has both its especially international backgrounds and abstruse internal causes. Banking innovation quickly with the beginning of knowledge economy. The establishment更多还原