商业银行全面风险管理体系及其在我国的构建

国际金融市场的深化与国际银行业的转型对银行风险管理提出了更高要求,新巴塞尔协议的颁布标志着银行风险管理进入了全面风险管理时代。本文构建了由八个模块组成的银行全面风险管理体系,在此基础上,结合我国商业银行实际情况,指出了我国商业银行构建全面风险管理体系面临的主要障碍,并提出了相应的解决对策。

A Study on the Enterprise-wide Risk Management System in Commercial Banking and Its Setting-up in Chinese Banks

With the development of international financial market and the transformation of international active banks,banks want more advanced risk management skills. The New Basel Capital Accord will be the sign of the coming of Enterprise-wide Risk Management (ERM) era. The paper sets up ERM system in banks consisting of eight modules. Based on the actualities of Chinese commercial banks, the paper points out some major barriers to construct ERM in Chinese commercial banks. At last,the paper puts forward suggestions on how Chinese commercial banks set up ERM framework.