The Analysis Among Commercial Banks Risk Management Strategy Adjustment From The Perspective Of Business Integration

Commercial bank middle business integration refers to the business integrationamong related resources optimization and finally formed product process. From thecurrent situation, development of China’s banking industry as an opportunity toimprove the business integration among commercial Banks in the position of thebusiness, is the only road of commercial bank’s development.However, the existing of middle business risk management system cannotcompletely meet the needs of the business integration. From the supply of risk controlperspective:(1) the commercial bank risk management system in the middle businessintegration with supply constraints, external performance for the management modedistorts the external integration, the value of the normative management for the lackof integration provide enough not external power, internal control measures ofperformance for external integration cannot provide low safety platform;(2) thecommercial bank risk management system of internal integration of business withsupply constraints, the performance for the current risk management system can notfor internal integration provide efficiency, risk management regulators can’t providedata for internal integration support, risk management mode can’t provide for internalintegration risk aversion strategy;(3) the risk management system of commercialBanks in the middle business integration benefits have restricted supply, performancefor commercial bank risk management system slowed down the middle of thebusiness integration, reducing the speed of the extent of the business integration andrestricted the business integration among the gains.From the Angle of risk control requirements:(1) the business integration among ofrisk assessment system reform has new demand, of risk identification, risk assessmentmethod and ability of the risk analysis ability needs;(2) the middle businessintegration to a system reform has new risk measurement of the intermediary business needs, the hierarchy, the uncertainty and risk diversity and dynamic risk measurementsystem are required in order to adapt to the development of the reform;(3) thebusiness integration among of risk control system reform has new demand forperformance, of internal control ability, control response ability and externalsupervision level of new requirements. Because the risk control "supply-demand"highly balance, the optimization and adjustment of the intermediary business riskmanagement system is imperative.In the risk assessment level, Suggestions:(1) to identify the business integrationamong general risk, which is the market risk, credit risk, management risk, liquidityrisk and other risks, the risk level of different sources each different;(2) the businessintegration among cognitive independent innovation, business integration of resourcesintegration, marketing resources integration and management resources integration infour steps particular risk;(3) the Delphi method to expert advice for foundation,complementary with risk list method brain storm method, curtain scene analysismethod, and based on the above risk drawing macro risk map and micro risk list.In risk measurement, according to different species level suggested thecharacteristics of the risk and risk degree take different measurement index system toimprove risk measures:(1) the most priority indicators to measure the risk of marketrisk including value index, measure of bank Credit J.P Morgan Credit measure model(Credit Metrics), evaluate operation risk top-down model, due to these indicatorsreveal the risk of loss rate, the characteristics of the high loss, therefore suggestdiversified risk measurement with tools such as the interest rate gap model, longperiod model, sensitivity analysis model, the pressure test model, foreign exchangeexposure model and so on.(2) the priority indicators to measure the risk of operationincluding bottom-up model and measure the liquidity risk of six sigma index, due tothese indicators reveal the risk of loss rate, low loss characteristics of frequency,therefore suggest in a routine monitoring indicators to measure auxiliary monitoring,such as core deposit and the ratio of total assets, total loans and deposits rates of thecore Conventional index (3) legal risks including measure, investment risk,management risk, the risk of competition due to the above risk index, a measure uncertainty caused difficulty bigger, and lesser degree and therefore suggest loss inthe index will this part a warning function and accounting audit, audit check combinequalitative form.In the risk control level, Suggestions:(1) establish business integration among riskearly warning mechanism to risk quantitative index as the foundation, set reasonablemonitoring frequency, tapping the trend analysis function;(2) the perfect businessresource integration process of the risk management mechanism, by creating astandardized innovation risk assessment system, the establishment of a comprehensiverisk management system, and improve the marketing control evaluation system meansthe implementation;(3) business resources integrated adjustment the risk of productof management strategy, through the key risk control point, business process controland information disclosure of the intermediary business means.