An Empirical Study Of Commercial Bank Risk Management Efficiency

In 2007 there was a serious US subprime mortgage crisis, the subprime crisis quickly spread to the global market, which occurred in the global financial crisis that shocked the world. After the subprime mortgage crisis, the European debt crisis broke out. The existence of two financial crisis of subordinated debt to the bank to bring a lot of bad debts, and because of the credit risk derived from market risk and operational risk and liquidity also makes a lot of financial institutions to the market value decline. Many domestic and foreign banks and investment banks are at risk of collapse. In the global financial crisis, many of the risk indicators and risk systems are fundamental failure, the bank’s risk management and failed to recognize the risk of financial crisis.Risk management of commercial banks is the decisive factor in the decision of commercial banks during the financial crisis can survive, thus requiring the bank to continue to improve risk management to address financial risks. Ignore or do not pay attention to the bank’s risk control and supervision of the Bank will make the risk of falling into bankruptcy. Therefore, "Basel Ⅲ" the introduction of the new Basel capital adequacy ratio of the bank’s core capital adequacy ratio and put forward higher requirements, while also requiring banks to use to extract and fair value of the loan loss reserves of commercial banks adapt to cyclical changes in the economy. Through the financial crisis, countries also pay more attention to the risk of financial sector supervision, especially supervision of banking risks, while also actively seeking more efficient risk management system.In both the financial crisis, China’s banking sector have been hit less, this is not our country’s banking industry with a sound and efficient risk management system, but because of the openness of China’s capital is not enough, the international market due to the domestic market there is a certain degree of disconnection, commercial bank’s capital in the international market is still very limited, so little impact in the financial crisis. But as commercial banks, business gradually expanded, under the background of globalization, China’s commercial banks face pressure to very large, complex economic environment both at home and in foreign markets or the economic environment will give our banks have an impact and challenges. Compared with foreign developed to improve the efficiency of risk management and institutional foreign banks, bank risk management inefficiencies in our country and there is no significant improvement, improve the efficiency of commercial bank risk management has been a pressing issue.Firstly, the theoretical analysis, introduces the status quo under the Basel-based risk management of China’s commercial banks; and through empirical analysis, from the management level, industry level and macroeconomic level three angles, with a comprehensive analysis of risk factors and associated indicators regressed the actual efficiency of commercial bank’s risk management, including comprehensive risk factor for the four major banks face risks(market risk, operational risk, interest rate risk and liquidity risk) comprehensive factor, the main choice of whether or not the industry level listed in the capital market and structural indicators specific banks, the main macroeconomic level is to select the CPI index price changes and whether the financial crisis affected the two indexes factor receptor. Choose the world’s top ranked public assets 1,000 46 Chinese commercial banks 2007--2014 conducted panel data regression analysis of Commercial Bank specific risk management efficiency.Finally, we come to our country commercial bank risk management process, the problems based on theoretical and empirical analysis, and improve risk management efficiency and feasibility of the proposed series of countermeasures.