基于巴塞尔资本协议三对国有商业银行信用风险的实证研究VIP免费

电子科技大学成都学院毕业设计论文论文题目学生姓名学号专业系(分院）指导教师指导单位I2013年6月制摘要我国的市场经济体系初步建立，传统的计划经济体制已被打破，但是市场经济还不完备，具有经济体制转轨时期所特有的不稳定性。运作于市场经济之中的商业银行，无论是经营环境还是经营机制都迥异于经济计划时代的专业银行。全新的经营环境、追求利润最大化的经营目标给商业银行带来了一个无法回避的严竣问题——银行风险管理。商业银行风险管理问题是商业银行经营管理之核心，风险管理的质量优劣直接关系到商业银行的生死存亡。国有商业银行唯有采取先进的风险管理理论和方法，提高全面风险管理的水平，才能在入世后实现真正的国际接轨。本文研究的出发点就是参照巴塞尔新资本协议，对构建我国国有商业银行全面风险管理体系，加强银行风险管理进行了探讨。关键词：国有商业银行，巴塞尔新资本协议，风险管理，资本充足率IIABSTRACTChina'smarketeconomysystemhasbeeninitiallyestablished,thetraditionalplannedeconomicsystemhasbeenbroken,butthemarketeconomyisnotcompletewiththeinstabilityoftheeconomictransitionperiodspecific.OperationinthecityCommercialbanksintothemarketeconomy,regardlessoftheoperatingenvironmentortheoperatingmechanismisquitedifferentfromeconomicplan.Theeraofspecializedbanks.Newbusinessenvironment,theprofit-maximizingbusinessobjectivestocommercialbanks.Thevisithasbroughtanunavoidablesevereproblems-banks'riskmanagement.Commercialbanks'riskmanagement.Theproblemisthatthecoreofthecommercialbankmanagement,riskmanagement,qualityisdirectlyrelatedtothecommercialbanks.Lineoflifeanddeath.State-ownedcommercialbanksbuttotakeadvancedriskmanagementtheoryandmethodstoimproveComprehensiveriskmanagementlevelsinordertoachieveaccessiontotheWTOtrulyinternationalstandards.ThestartingpointofthisstudyistorefertotheNewBaselCapitalAccord,tobuildChina'sstate-ownedcommercialBankofcomprehensiveriskmanagementsystemtostrengthenbanks'riskmanagementwerediscussed.Keywords:state-ownedcommercialbanks;NewBaselCapitalAccord;riskmanagement;capitaladequacyratio;III目录第1章引言......................................................................................................................11.1选题背景................................................................................................................................11.2研究目标和意义....................................................................................................................1第2章巴塞尔协议Ⅲ......................................................................................................32.1巴塞尔协议三简介................................................................................................................32.2与原有协议对比变化............................................................................................................52.3新协议可能对银行业产生的影响分析.................................................................................62.4对各国的不同影响................................................................................................................7第3章信用风险概述....................................................................................................103.1信用风险..............................................................................................................................103.1.1信用风险的含义.......................................................................................................103.1.2信用风...