Construction And Application On Comprehensive Risk Management Capability Maturity Model Of Our Commercial Banks

Combined with COSO Committee’s Risk Management-Integrated Framework, the new Basel Capital Accord of bank risk management theory, Enterprise’s core competence theory and the maturity theories, the author analyzes the comprehensive risk management situation and existing problems of state-owned commercial banks, try to provide the connotation of commercial bank risk management capabilities. Then combined with maturity models will build a comprehensive risk management capability maturity model of our commercial bank. It can describe the current commercial bank risk management capabilities. From the following seven respects:a risk management principle, risk management organizational structure, risk management strategies, risk management process, human risk management capacity, risk management information systems, and strict monitoring system to analyze the specific evaluation indicators affecting the level of comprehensive risk management ability of commercial banks.The paper uses the methods of, theoretical analysis of normative and empirical analysis. Start with the relation of commercial bank risk management capabilities and the Capability Maturity Model, we build the state-owned commercial banks comprehensive risk management capability maturity models and comprehensive risk management capability index evaluation system, and illustrate it with ICBC as the empirical analysis example. On this basis, this paper also uses Analytic hierarchy process (AHP) and fuzzy comprehensive evaluation(FCE) to build state-owned commercial banks risk management capability maturity estimation models. Empowered the analytic Hierarchy Process to indicator system’s each target, quantified the index of indicator system using average method, and then combined with the specific data, we have the comprehensive risk management capability maturity score of ICBC.