我国上市银行风险抵补能力解析及其启示  

Analysis of the Risk Compensation Capability of Our Listed Banks and Some Observations

作　　者：董明会 

机构地区：[1]广东发展银行董事会办公室

出　　处：《金融论坛》2006年第7期39-46,共8页Finance Forum

摘　　要：《商业银行风险监管核心指标》是目前衡量国内商业银行风险状况及其抵补能力的权威规定。本文应用新的核心监管指标框架,以实证方法比较分析了我国5家上市股份制商业银行的信用风险状况及风险抵补能力和水平,透过指标及数据表象分析了背后存在的深层问题和原因。在此基础上,作者得出了国有商业银行海外上市必须提高资产质量和强化风险管控能力、加强业务转型和提高盈利能力、提高拨备及资本充足水平、与国际惯例接轨和加大信息披露等启示;并提出了完善《核心指标》、统一贷款损失准备计提办法及衡量指标、统一信息披露格式及口径等的政策建议。＂Core Index for Risk Surveillance by Commercial Banks＂ is an authoritative document that measures the exposures and risk compensation capability of domestic commercial banks. In this paper, the new index framework of core supervision is used to compare empirically the credit risk status and risk compensation capability and power of 5 listed joint-stock commercial banks in our country and to analyze with relevant index and data the underlying problems and causes. It is concluded that state-owned commercial banks intending to be listed in overseas market should improve their asset quality and enhance their risk control capability, change business patterns and increase profit; increase provision for the loss and capital adequacy; try to take an international look and disclose information more readily. Concrete policy suggestions are made on how to improve the core index, unify the methods and measuring index for provision against loan loss, and unify information disclosure format and statement.

关 键 词：上市银行 风险监管 核心指标 风险抵补 资产损失准备 资本充足率 

分 类 号：F832.2[经济管理—金融学]