全面风险管理框架下商业银行风险预警机制的构建  

The Construction of Commercial Banking Risk Early-Warning Mechanism Within a Comprehensive Risk Management Framework

作　　者：田远[1,2] 刘宁[1] 

机构地区：[1]山东财经大学国际经贸学院,山东济南250014 [2]清华大学教育研究院,北京100084

出　　处：《兰州大学学报（社会科学版）》2013年第1期108-113,共6页Journal of Lanzhou University（Social Sciences）

基　　金：教育部人文社会科学研究青年项目(12YJC790121);山东省软科学研究项目(2012RKB01308)

摘　　要：依据巴塞尔新资本协议所蕴含的银行风险管理原则,将全面风险管理理念引入到商业银行风险预警机制的研究中。结合银行整体风险的控制研究,将各类业务和各种客户承担的信用风险、市场风险、流动性风险、操作风险纳入全面风险管理范畴,根据商业银行风险管理的需求,提出了具有数据采集与整合、风险模拟与分析、结果输出与反馈等功能的风险预警机制,构建面向全面风险管理的商业银行风险预警机制。Based on the banking risk management principles covered by the new Basel Capital Accord, this paper suggests that the concept of constructing a comprehensive risk management framework should be introduced into the study of commercial banking risk early-warning mechanism. With reference to the study on the bank＇s overall risk control, all types of businesses, customer credit risks, market risks, liquidity risks, and operational risks should be incorporated into the scope of a comprehensive risk management framework. According to the demand of commercial banking risk management, this paper presents a risk early-warning mechanism which has the following functions such as data acquisition and integration, risk simulation and analysis, and result output and feedback, so that a commercial banking risk early-warning mechanism will be constructed within a comprehensive risk management framework.

关 键 词：全面风险管理 预警机制 巴塞尔新资本协议 商业银行 

分 类 号：F830.33[经济管理—金融学]