The Research On Economic Capital Management Method Of Foreign Banking Groups

Since the jumping-off point of Basel agreement in 1988, foreign banking industry has stridden forward into the century of Enterprise-Wide Risk Management (ERM), they have already set up a comparative perfect system of economic capital management method until today., and effectively guarantee their capital and risk management. However, our country's banking groups are still at the primary stage of risk control and do not have a real risk management system. Since the drive for reform and opening up, our banking groups have developed unconventionally in about 20 years and the financial assets expend in striking speed as the economy of our country going up in high speed and the inherent impulse of out-stretched scale in banking's development, our banking system accumulates lots of risks, as well as influences the quality of banking capital. These problems reflect that the management level of our commercial banks needs to step up further, and the basic way is to import the superior method of economic capital management from foreign country. Based on it, discusses the following aspects:Firstly, starts from forming process of economic capital, compared with the traditional capital--- accounting capital and supervising capital, which shows the importance of inventing this method in risk management of banking groups. Secondly, the thesis emphasizes on analyzing universal application of the main three parts in economic capital management--- calculation, collocation and inside examining guideline of economic capital, concretely include: the thesis compares and analyzes the measurement tactic of credit risk, market risk and operation risk in capital measurement strategy, points out the feasibility in broad significance, sets up measurement model on assets combination level of risk, and gets the best economic capital measurement model; the thesis also analyzes the basic principle in economic capital collocation and every kind of economic capital collocation methods in foreign banking groups, explains the obstacle in real exertion of these methods, as well as puts forwards the optimization strategy of economic capital collocation; and then specifically analyzes the advantages, innovation and shortages of performance evaluation of economic capital collocation, so as to...