摘要
资本管理是商业银行经营管理中最重要的一个部分。本文从资本管理的产生、发展和意义分析入手,运用经济资本管理的理念和方法,对当前国有商业银行经营管理中值得注意的问题进行了深入分析,并指出:引入资本管理的具体策略应当是以经济资本管理的理念为指导,以风险调整后的资本利润率RAROC方法为手段,以监管资本的管理为切入点,力争用3～5年的时间,分阶段逐步建立和不断完善我国国有商业银行的全面风险管理机制,实现国有商业银行及其分支机构的经营管理行为与银行(或股东)价值最大化相统一。在此基础上,本文对我国国有商业银行实施经济资本管理提出了初步的操作思路。
Capital management is an important part of the operation and management of commercial banks. In the present paper, capital management is analyzed in terms of its origin, development and significance. By adopting the ideas and method of economic capital management, issues calling for attention by commercial banks in current operation and management are addressed in depth. It is pointed out that while introducing the concrete strategy for capital management, economic capital management should be taken as the guiding principle, RAROC after risk adjustment used as a means and supervision of capital management as a staring point. Efforts should be made to establish gradually in different stages and constantly improve the overall risk management mechanism of our state-owned commercial banks within 3~5 years so that state-owned commercial banks and their branches will achieve a maximum unity between their operational management behavior and shareholders?蒺 values. Finally, preliminary guidance is provided for our commercial banks to exercise economic capital management.
出处
《金融论坛》
CSSCI
北大核心
2005年第2期22-26,62,共6页
Finance Forum
