中国商业银行的风险结构选择--基于加权风险资产的视角.docxVIP

中国商业银行的风险结构选择--基于加权风险资产的视角 摘要： 本文以中国商业银行的风险结构为研究对象，基于加权风险资产（RWA）的视角，从信用风险、市场风险和操作风险三个方面进行分析和评价。通过对国内银行监管政策和实践的回顾，得出中国商业银行的风险结构选择与监管规制密切相关，并逐步向着风险管理科学化和透明化的方向演化。本文采用多元回归分析的方法，利用2009~2018年9家中国商业银行的财务数据，探讨了中国商业银行的风险结构、经营环境和市场特征的影响因素。结果表明，中国商业银行的风险结构受制于监管规制、资本充足率和存贷款净利差等经营环境因素的影响，并受到市场风险和操作风险的影响。同时，本文也提出了对中国商业银行的风险结构管理的建议，包括加强内部控制、规范股权结构和严格风险管理等方面。 关键词：加权风险资产；中国商业银行；风险结构；信用风险；市场风险；操作风险 Abstract: This paper takes the risk structure of Chinese commercial banks as the research object, and analyzes and evaluates it from three aspects: credit risk, market risk and operational risk based on the perspective of weighted risk assets (RWA). Through the review of domestic banking regulatory policies and practices, it is concluded that the risk structure selection of Chinese commercial banks is closely related to regulatory regulations, and is gradually evolving towards the direction of scientific and transparent risk management. Using the method of multiple regression analysis, the financial data of nine Chinese commercial banks from 2009 to 2018 were used to explore the influencing factors of the risk structure, business environment and market characteristics of Chinese commercial banks. The results show that the risk structure of Chinese commercial banks is influenced by regulatory regulations, capital adequacy ratio and net interest margin, and is also affected by market risk and operational risk. At the same time, this paper also puts forward some suggestions for the risk structure management of Chinese commercial banks, including strengthening internal control, regulating ownership structure and strict risk management. Keywords: weighted risk assets; Chinese commercial banks; risk structure; credit risk; market risk; operational risk 一、绪论 中国商业银行是我国金融体系中重要的组成部分，其在国家经济发展中发挥着重要作用。然而，商业银行的风险管理问题一直是国际金融业的热点话题。在金融危机的影响下，国际监管机构不断加强对银行风险管理的要求，尤其是诸如巴塞尔协议等规定额外要求银行保持一定比例的资本充足率，以应对风险暴露的可能性。在中国，银行监管部门也在不断加强对商业银行的风险监管。 商业银行的风险管理涉及到信用风险、市场风险和操作风险等方面，而风险结构选择则是取决于银行自身的情况和监管政策。加权风险资产（RWA）是评估商业