Commercial Bank Risk Management Studies

Continuing improve and keep the advanced ability of risk management is the base to build banks lasting competition advantage and ensure banks value largest.Alongside finance risk's complex degree raising,international banks are keeping on improving and consummating theories,means and techniques of risk management,quantity analysis technique such as risk management calculate model is appling practice more and more extensive.Meanwhile,request of regulatory is raising. Detrusion of New Basel Capital Accord marks the custody model turning from simple credit risk management to juxtaposing credit risk,market risk,operational risk,organization flow redo and technique means innovation.Commercial banks' enterprise-wide risk management is turning from traditional asset and owes management to enterprise-wide risk management model.From 2006 years ,we will open native and foreign currency business to foreign capital banks overall,national commercial banks will face advanced international commercial banks competition,improve national commercial banks ability of enterprise-wide risk management have been the urgentest task.The title bases the development and practice of commercial banks enterprise-wide risk management,applys newest study achievement,raises the model and approach of building our country's enterprise-wide risk management.The title is divided into six parts totally:First part: Introduction.Expouned international banks risk management development background,evolvement and meaning to implement enterprise-wide risk management.The second part: New Basel Capital Accord and enterprise-wide risk management.Expounded the producing of International Convergence of Capital Measurement and Capital Standards and introduced the content of enterprise-wide risk management in New Basel Capital Accord.The third part: The best risk management practice of international activity banks.Expounded connotation of RAROC and SVA,the theories and models of credit...