我国商业银行风险预警机制体系研究.docVIP

PAGE PAGE 6 目 录 TOC \o 1-3 \f \h \z \u 中文摘要 1 英文摘要 2 1引言 3 1.1 研究背景及意义 3 1.2 文献综述 3 1.3 论文框架 4 2 商业银行风险的界定和指标的选择 4 2.1 商业银行风险的界定及分类 5 2.1.1 流动性风险 5 2.1.2 信用风险 5 2.1.3 汇率风险 5 2.1.4 利率风险 6 2.1.5 经营风险 7 2.2商业银行风险预警指标的选取 8 2.2.1我国现行商业银行风险预警指标体系的缺陷 8 2.2.2 风险预警指标体系的构建原则 9 3 我国商业银行风险预警机制的构造与实例 10 3.1层次分析法 11 3.1.1构造层次分析结构 11 3.1.2构造判断矩阵 12 3.1.3判断矩阵的一致性检验 16 3.2利用层次分析法的单排序计算单个风险包含指标的权重 17 3.3 利用层次分析法的总排序计算各个预警指标的加权权重 19 3.4建立风险预警函数 20 3.5 案例分析 22 4政策建议 24 谢辞 27 参考文献 27 附1 28 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 Abstract: Since the accessingedion to the WTO, in order to fulfill the commitments, Chinas China has being gradually relaxation relaxed the control of bank-led financial sector monopoly control, particularly state-owned commercial banks on behalf of the shareholding system reform . As a good example，the U.S. sub-loan crisis triggered by the global crisis proved that Relaxed relaxing regulation will would be inevitably have inevitably brought about the risks of banks, the U.S. sub-loan crisis triggered by the global crisis, are good examples. ThereforeSo, a sound risk management mechanism, to enhance the risk management capabilities, this is the only way to reform the banking sector development. How to build the bank so the risk of early-warning mechanism? Based on the analysis of the risk to build a system of risk indicators of commercial banks, the use of Iwe used the AHP to determine the risk of early-warning indicators of commercial banks the right to re-establish the risk of early-warning function. In the end,we use the China Merchants Bank will be as an example in the empirical analysis of .and draw the conclusion that t