Research On The Optimization Of Risk Management System Of NY Bank Jinan Branch Under The Background Of LPR Reform

On June 26,2019,the Standing Committee of the State Council pointed out that the loan prime rate(LPR)of commercial banks should be further improved.The LPR reform period began on August 20.This LPR reform has dredged the interest rate transmission channel and improved the transmission efficiency of monetary policy.With the further narrowing of the interest rate spread of commercial banks,it has had a certain impact on the traditional risk management model.At present,MLF operation is basically carried out once a month,mainly in one year.By operating at a relatively fixed time and frequency,improve the transparency,regularity and predictability of the operation,continuously release the medium-term policy interest rate signal to the market,provide a reference benchmark for the LPR quoted on the 20th of each month,and guide the market expectation.As the key to the sustainable operation of NY Bank Jinan Branch,risk management is bound to be affected by this reform.The further optimization of risk management system is also imminent as strategic guidance.The change of social background will bring about the change of risk events,which will affect the operation and development of NY Bank Jinan Branch.Under this background,study the impact of LPR reform on the risk management of NY Bank Jinan Branch,so as to optimize the risk management system of NY bank and provide guidance for the risk management of NY bank from the strategic level,It provides a certain theoretical basis and basis for regulators to formulate financial policies according to the changes of the market in the future.This paper studies the risk management performance of NY Bank Jinan Branch under the background of interest rate marketization,and then finds out the problems,adjusts the content of risk management system according to the changes caused by LPR environment,designs and optimizes the risk management system,and provides suggestions for NY Bank Jinan Branch to build a perfect risk management system.Firstly,this paper expounds the theory of information asymmetry and the theory of comprehensive risk management,understands whether the policy effect caused by environmental change is comprehensive,and constructs a complete theoretical system of risk management;Then,through the investigation and analysis of consulting data,it is determined that after the LPR reform,the most influential risks are capital adequacy risk,liquidity risk,credit risk and profitability risk.Find the existing problems of these four types of risk management and analyze the causes of the problems..The Reasons are imperfect construction of risk management system,imperfect organizational structure of risk management,and relatively backward construction of risk management team.The construction of risk management culture is not enough,the implementation of risk management policies is not enough,and the procedures are not perfect;Secondly,through expert interview and analytic hierarchy process,it is determined that the most influential risks after LPR reform are credit risk and profitability risk;Thus,the optimization scheme of risk management system is determined.Firstly,determine the objectives and principles of this risk management system optimization under the background of LPR reform,and improve the risk management organization structure;Then,according to the two types of risks that have the greatest impact after the LPR reform,improve the credit risk management and profitability risk management strategies,especially improve the disposal process of non-performing assets in the management of non-performing assets,and emphasize the unified monitoring of bank account interest rate risk management and profitability risk by the head office;Finally,it formulates the liquidity risk management strategy,capital management and capital planning.The measures to guarantee the successful implementation of the optimization scheme are proposed.Strengthen the implementation of risk management system,formulate risk preference policies,and improve the system assessment mechanism;Strengthen technical support;Strengthen the implementation of risk management culture,strengthen cultural construction and enhance risk awareness;Strengthen talent introduction;Increase financial investment;Seek external consultation and regulatory support.From the inside out,the smooth implementation of the optimized design plan is fully ensured..