The Positive Research On Marketing Risk Of China Commercial Bank

Facing with the several problems occurred in domestic commercial bank, this paper analyses and studies completely and systematically the actual states in market risk.Firstly, this paper analyses the theories from the contents and reasons.secondly, this paper analyses the actual states of market risk in Chinese banking. To our commercial bank, current states of marketing risk are high rate of bad loan, low amplification rate of capital and low profit ratio. On the basis of market risk analysis of First bank system,inc of Minneapolis and Quaker bank, we find that we have to prevent from the marketing risk under sophisticated conditions i.e. requirement of banking development, the rule of relational treaty force and the competition of foreign-capital banking with the rapid development of finance in china.Thirdly, which is the core of the whole paper, after comparing the many deferent methods, we choose VaR method to value the marketing risk of several domestic banks which supplies the important basis to value the states of market risk for Chinese commercial bank.Finally, on the basis of enough research into the detailed contents, the paper provides the research inclusion. At the same time, the author offers some proposals and countermeasures to improve the capacity of marketing risk management of commercial bank in china from the aspects of establishment of risk management systems, valuable risk management culture, connection of IT and marketing risk management technology, finance control according to the valuable experiences of international banks in risk management.