我国中小商业银行风险管理的对策研究

【作者】 丁苑春；

【导师】 黄济生；

【作者基本信息】 华东师范大学 ， 金融学， 2004， 硕士

【摘要】 中小商业银行是我国商业银行制度变革的产物。十多年来，中小银行获得了很大发展，已成为我国金融体系的重要组成部分，对经济发展和金融体制改革起着促进作用。入世后，随着银行业全面开放和利率市场化的推进，中小商业银行面临的竞争格局日趋复杂，风险暴露增加。在此背景下，对中小商业银行风险管理进行研究具有重要的现实意义。 本文试图以中小商业银行为切入口，在探究其风险过程中揭示了中小商业银行的风险特征和风险来源。在此基础上，对我国中小商业银行的风险管理提出了综合性的指导建议。论文主要内容如下： 第一章首先对中小商业银行的概念进行了界定。然后，分别对我国中小商业银行的发展背景、发展历程和发展困境进行了阐述，从而揭示了我国中小商业银行的脆弱性和潜在的危险。 第二章给出了银行风险的定义，并从不同的角度对银行风险进行了分类。在此基础上，结合实际对我国中小商业银行当前所面临的主要风险及其特征进行了描述。 第三章在前一章分析的基础上，分别从宏观和微观的角度，探析了我国中小商业银行的风险源。以上市银行为例，运用大量数据和图表对我国中小商业银行的风险源进行了实证分析，重点剖析了我国中小商业银行因资产负债管理而产生的风险，即银行内部的风险源。 第四章针对我国中小商业银行面临的风险和风险源提出了风险管理的对策。主要从五方面加强管理：首先，培育风险文化，树立风险意识。其次，完善银行的治理结构。第三，健全风险控制体系。第四，加强资产负债的风险管理。第五，综合考虑风险和收益的关系。 本文的创新之处在于：选择了中小商业银行风险管理这一新视角，对其风险特征和风险源进行了探析，并从微观的角度，即中小商业银行自身的角度，提出了风险管理的对策。中小商业银行加强风险管理，从而提高其核心竞争力。更多还原

【Abstract】 Small and Medium-sized Commercial Banks (SMCBs) are the results of commercial bank system transformation in China. In the past decades, SMCBs have acquired great development, and have become an important part of financial system. The development of these banks also promotes economy development and system transformation. With further opening up in banking sector and deregulation of interest rate, SMCBs will encounter severe competition from foreign and domestic counterparts, and their risk exposures will be greater. Under such background, it is meaningful to have a close study on risk management of SMCBs.Starting from SMCBs, this thesis tries to find out their risks, and to analyses risks, then to give some suggestions on the management of risks. This thesis is divided into four parts:Chapter 1 firstly gives a definition about SMCBs, and then describes the development process of SMCBs, and disclosures banks’ weakness.Chapter 2 presents different classification of bank risks. Then compared with the state-owned commercial banks, analyses the main risks of SMCBs and these risks characteristics at present.Chapter 3 identifies internal and external risk resources of SMCBs based on the above chapter. Then from banks own side, discusses the internal risk resources mainly.Chapter 4 puts forward that SMCBs should respond actively to risk management from five aspects. First, banks should establish risk culture. Second, banks should improve their governance. Third, banks should enhance risk control. Fourth, banks should strengthen their risk management of the assets and liabilities. Finally, banks should consider the relation of risk and return.The innovation of this thesis lies in that risk management of SMCBs is chosen to be analysed. From SMCBs’ point, some suggestions are put forward. Now, risk management can be seen as a core competence of banks., so SMCBs should pay more attention to risk management.更多还原