经济资本与我国商业银行风险管理

银行经济资本是基于银行全部风险之上的资本,是虚拟的、与商业银行非预期损失等额的资本,《巴塞尔新资本协议》的颁布与实施,使经济资本概念开始全面引入商业银行风险管理。在西方国家,以花旗银行为代表的跨国商业银行已经全面推行经济资本管理,我国商业银行也已经引入了经济资本管理,但各个银行情况不平衡,大多停留在理念引入的状态。我国商业银行要以经济资本为核心,完善风险管理。

Economic Capital and Risk Management of China Commercial Bank

Economic capital in banks bases on the risk.It is dummy and is a kind of unexpected loss capital in the commercial bank.The printsman and implement of Basel New agreement Accord made the idea of Economic Capital into the risk management in the commercial bank.In the west,multinational commercial banks like Citigroup had pushed wholly the management of Economic Capital.In China,commercial banks had imported it,but most had not put it into practice because of the imbalance in the different banks.So we should perfect risk management and make economic capital core.