| 浅议经济资本计量及其在银行风险与价值管理中的作用 |
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| 引用本文： | 段玉青,王博.浅议经济资本计量及其在银行风险与价值管理中的作用[J].乌鲁木齐职业大学学报,2010,19(2):25-29,40. |
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| 作者姓名： | 段玉青 王博 |
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| 作者单位： | 乌鲁木齐职业大学财务处,新疆乌鲁木齐830002 |
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| 摘 要： | 在现代商业银行监管框架下,资本决定了商业银行的经营规模扩张能力和风险抵御能力,资本管理成为当今国际先进商业银行经营管理的核心。随着股份制改造工作的深入推进和银监会资本充足率监管力度的不断增强,积极探索向现代商业银行经营管理模式转变的路径,在研究国际先进商业银行经营管理模式和国际监管规则的基础上,引入经济资本的概念,建立了以经济资本为核心的风险和效益约束机制。
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| 关 键 词： | 经济资本 计量 风险与价值 |
On the Economic Capital Measurement and Its' Effect of Risk in the Bank and Value Managements |
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| Abstract: | In the modern commercial banking supervision framework,the capital determines the scale expansion of commercial banks and risk resilience.Capital management turns into the core of the current advanced management among all international commercial banks.As the shareholding system reform and the China Banking Regulatory Commission to promote the work of in-depth supervision of capital adequacy ratio has been strengthening,active exploration to change the path model in modern commercial bank management has been started based on the study of management mode and the international regulatory rules in international advanced commercial banks,so the concept of economic capital can be introduced,and economic capital as the core mechanism of the risk and restraint of benefits be established. |
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| Keywords: | economic capital measurement risk |
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