目录中文摘要...............................................................1英文摘要...............................................................21引言..................................................................31.1研究背景及意义.....................................................31.2文献综述...........................................................31.3论文框架...........................................................42商业银行风险的界定和指标的选择.......................................42.1商业银行风险的界定及分类.........................................52.1.1流动性风险....................................................52.1.2信用风险......................................................52.1.3汇率风险......................................................52.1.4利率风险......................................................62.1.5经营风险......................................................72.2商业银行风险预警指标的选取........................................82.2.1我国现行商业银行风险预警指标体系的缺陷........................82.2.2风险预警指标体系的构建原则....................................93我国商业银行风险预警机制的构造与实例................................103.1层次分析法.......................................................113.1.1构造层次分析结构.............................................113.1.2构造判断矩阵.................................................123.1.3判断矩阵的一致性检验.........................................163.2利用层次分析法的单排序计算单个风险包含指标的权重.................173.3利用层次分析法的总排序计算各个预警指标的加权权重................193.4建立风险预警函数...................................................203.5案例分析..........................................................224政策建议.............................................................24谢辞..................................................................27参考文献..............................................................27附1...................................................................28第1页共34页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第1页共34页我国商业银行风险预警机制体系研究摘要：加入WTO以来，为了履行承诺，我国逐渐放松了对以银行为首的金融业的垄断性管制，尤以国有商业银行的股份制改革为代表。监管的放松必然会带来银行风险的产生，美国“次贷危机”所引发的全球危机，就是很好的例子。因此，完善风险管理机制，全面提升风险管理能力，这是我国银行业改革发展的必经之路。那么如何构建银行的风险预警机制？本文通过对风险的分析来构建商业银行风险指标体系，利用层次分析法确定商业银行风险预警指标权重，建立风险预警函数。以招商银行为例进行了实证分析，得出招商银行风险处于安全水平的结论。关键词：风险预警层次分析法风险预警指标第2页共34页第1页共34页编号：时间：2021年x月x日书山有路勤为径，学海无涯苦作舟页码：第2页共34页Abstract:SincetheaccessingediontotheWTO,inordertofulfillthecommitments,China'sChinahasbeinggraduallyrelaxationrelaxedthecontrolofbank-ledfinancialsectormonopolycontrol,particularlystate-ownedcommercialbanksonbehalfoftheshareholdingsystemreform.Asagoodexample，theU.S.sub-loancrisistriggeredbytheglobalcrisisprovedthatRelaxedrelaxingregulationwillwouldbeinevitablyhaveinevitablybroughtabouttherisksofbanks,theU.S.sub-loancrisistriggeredbytheglobalcrisis,aregoodexamples.ThereforeSo,asoundriskmanagementmechanism,toenhancetheriskmanagementcapabilities,thisistheo...
