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.docVIP

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 2013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 ABSTRACT ?????Chinas market economy system has been initially established, the traditional planned economic system has been broken, but the market economy is not complete with the instability of the economic transition period specific. Operation in the city Commercial banks into the market economy, regardless of the operating environment or the operating mechanism is quite different from economic plan .The era of specialized banks. New business environment, the profit-maximizing business objectives to commercial banks .The visit has brought an unavoidable severe problems - banks risk management. Commercial banks risk management .The problem is that the core of the commercial bank management, risk management, quality is directly related to the commercial banks.Line of life and death. State-owned commercial banks but to take advanced risk management theory and methods to improve Comprehensive risk management levels in order to achieve accession to the WTO truly international standards.The starting point of this study is to refer to the New Basel Capital Accord, to build Chinas state-owned commercial Bank of comprehensive risk management system to strengthen banks risk management were discussed. Keywords: state-owned commercial banks ;New Basel Capital Accord ;risk management; capital adequacy ratio;  目 录 第1章 引言 1 1.1 选题背景 1 1.2 研究目标和意义 1 第2章 巴塞尔协议Ⅲ 3 2.1 巴塞尔协议三简介 3 2.2 与原有协议对比变化 5 2