摘 要

商业银行在当前我国的社会和国民经济中一直占有重要的位置，若商业银行陷入危机，遭受损失的不仅仅是银行自身，对国民经济的影响也不容小觑。所以商业银行等金融机构风险管理已经成为了社会普遍关注的热门话题，也成为了商业银行必须面临的挑战。本文主要通过深入地了解我国商业银行的风险品种和商业银行的风险管理模式基础上，运用基于历史模拟法的 计算方法、 关键词：商业银行；风险管理；管理措施

Abstract

Commercial banks have been playing an important role in China's society and national economy. If commercial banks fall into crisis, it is not only the banks themselves that suffer losses, but also the impact on the national economy can not be underestimated. Therefore, the risk management of commercial banks and other financial institutions has become a hot topic of social concern, and also a challenge that commercial banks must face. Based on the in-depth understanding of the risk varieties and risk management mode of commercial banks in China, this paper uses the calculation method, model and multiple influencing factor income model based on historical simulation method, and selects the representative indicators to quantify the risk of commercial banks, and analyzes how to deal with the deficiencies of risk management of commercial banks in China, It also points out that banks should pay attention to risk management, improve risk awareness, establish a sound risk management mechanism, and effectively reduce the probability of risk occurrence.

Key Words: Commercial Bank; Risk Management; Management Measure.

 

目 录

摘 要 I

1 我国商业银行的风险总述 1

1.1商业银行的风险管理总述 1

1.2商业银行风险特点 1

2 商业银行风险种类 2

2.1 市场风险 2

2.2 信用风险 2

2.3 流动性风险 6

2.4 操作风险 7

2.5 国家风险 8

2.6其他风险 10

3 商业银行风险管理 11

3.1 市场风险管理 11

3.2 信用风险管理 12

3.3 流动性风险管理 12

3.4 操作风险管理 13

3.5国家风险管理 13

3.6其他风险管理 13

4 商业银行风险管理中的不足 14

4.1 内部因素 14

4.2 外部因素 15

5 加强商业银行风险管理措施 16

6 总结 19

参考文献 21

致谢 23