The Research On Economic Capital Application Of Commercial Banks In Risk Management In Our Country

In this paper, case studies and theoretical basis for the method of combining, first of all on economic capital and economic capital of the application of the theory outlined in the full grasp of the theoretical foundation, and then combined with risk management of commercial banks in developed countries in the application of economic capital analysis get some revelation, and then follow the economic capital measurement, configuration, and performance appraisal application of the three-part framework for economic capital of China's commercial banks in risk management applications of economic capital case analysis, based on analysis of the economic capital of China's commercial banks to use the existence of a number of issues, combined with the characteristics of the development of China's commercial banks raised the corresponding feasible recommendations.The first chapter mainly on economic capital , an overview of the application of theory, in order to lay the theoretical basis for the launching of the article and noted that the economic capital in the commercial bank risk management role.Chapter II mainly describes the application of economic capital analysis on developed countries, and the analysis derived from these pairs of application of China's economic capital generated by inspiration .Chapter III consists mainly of China's commercial banks in the economic capital risk management, the application of empirical analysis, first introduced the Commercial Bank of China's economic capital risk management application status, and select the appropriate risk management of China's commercial banks in the economic capital measurement model, combined with China's commercial Bank in the economic capital measurement, configuration and performance analysis of three aspects of assessment, then takes a conclusion.Chapter IV the main contents of Commercial Bank of China pointed out that the economic capital application of risk management problems, then focus on issues relevant countermeasures.