金融全球化下中国商业银行风险及其控制研究

华中科技大学硕士学位论文金融全球化下中国商业银行风险及其控制研究姓名：陈昌铭申请学位级别：硕士专业：工商管理指导教师：张克中20091001I5IIAbstractBanksasaspecialenterprisebusinessrisk,notallthetimetodealwithavarietyofrisks.Currently,duetoimproperriskcontroloftheU.S.financialsectortriggeredbythesub-primecrisisontheglobalfinancialenvironmentandeconomicdevelopmenthascausedtremendousdamage.Inthiscontext,thefullliberalizationofthedomesticbankingbusinessoccasion,thedomesticcommercialbanks,foreignmultinationalbankshowtomeetthechallengesandhowtoresisttheimpactofthefinancialcrisis,howtostrengthenriskcontrolbusinessprocesses,improvetheriskofcrisesdefensecapabilities,makingChina'scommercialbanksinarapidlychangingglobaleconomictidehasasustainablecompetitiveedge,thesewillbeweneedtoseriouslyconsiderandstudy.Inthispaper,absorbinganddrawingonpreviousresearchbasedontheresults,fromthemacro-backgroundofChina'sbankingsectorstartingcurrentrealityofdomesticcommercialbanksarefacingavarietyofriskfactorswereanalyzedandstudied.First,inthebeginningofthisarticledescribestheresearchbackgroundandsignificance,foranoverviewofdomesticandforeign-relatedresearchandtoexploretheconceptsofbankriskandriskcontrolofrelevantstrategies.Secondly,China'scurrentdomesticcommercialbankstovariousrisksfacedbythedivisiontothesystemicriskandthetwomajorcategoriesofnon-systemicrisks,theserisksmainlyfromthecurrentsub-primecrisis,theimpactofChina'srecentlyintroducedthevariouskeymacro-policy,domesticcommercialbanks,foreignpolicyandindustryoperationalsituation.Amongthem,inthesystemicriskanalysis,mainlyforqualitativeanalysis,withthecurrentactualsituation,rightfromthesubprimemortgagecrisisandthenationalmacro-policyrisksareanalyzed.Inthenon-systematicriskanalysis,mainlyforthequalitativeanalysisandquantitativeanalysisofcombinedoperationlistedontheindustrydataandconductaqualitativeanalysis.Ofthese,fivedomesticcommercialbanksforthefinancialanalysisusedbyotherindustriesIIIusingthetraditionalanalyticalmodelofitscalculationofvariousfinancialindicators,suchassolvencyindicators,profitabilityindicators,andtouseDuPontanalysismethodcomprehensiveanalysistoarriveattheresultsofitsrisk.Finally,thissummaryandsummaryofresearchonChina'scommercialbankriskmanagement'sviewsandrecommendations,butalsopointedoutthedeficienciesinthisstudy.Keywords:risk,riskcontrol,commercialbanks??“v”1121.12090WTO31.220502060207020802090419887200461988·(18)“”5H·G·19811949KupiecPaulJamesO'Brien1995——“”“”KupiecPaulJamesO'Brien“”200862008:“”2005(2005)“‘————————————’‘’7‘’”(2005)1.3302060--“”8“”922.12.1.1102.1.2()()2.1.32.1.411(2.1.5;2.1.6;122.1.72.1.82.22.2.1132.2.2()2.2.3142.2.42.2.515163101003-1,6.9,10,52.2,14,3.4,2.9,8.8,1.817“”“”“”3.13.1.1200127“”“”20079.25200385%GDP“”“”181.1—1.2(AIG)“”AIG62200061“”“”493.1.2200967405“”19200820093.23.2.1“”“”2024.98%2005254876.571.89154252520“”“”WTO“”“”“”213.2.220092008“4”200920096307.363-12009200911.62138%200921.07,30%40%“”47%1,24700200931.89322%5%1238%47%4.583.25590%200945918412573744-786463.3%21.2%147224.87%200956600260055260039%50.5%20096153046,4967.2232.46%5353.4934.99%6146,;223-2“”2009“”3.2.3235--------12004-20083-2:20042005200620072008112579001272680015021200219459002675070047688005159500627490097676001174800051199005536400657170010081600119741004904200471030046322006905300925990047251004882000515910056421006395700390992000458574200544851100659817700755545200371436900429806500511830700617589600708789000195516002875790033010900420977004659660019423000224689002246890023368900233689002004200520062007200894.99%93.72%93.94%93.60%93.81%243-30821.89%34.10%10.69%0746.10%49.07%27.53%0618.03%-1.66%14.79%0513.05%-3.95%47.09%0421.89%3.41%10.69%GDP3-40843.92%34.62%19.87%0744.51%31.47%16.40%0641.77%30.84%14.03%0540.54%37.01%16.38%0442.36%43.56%25.08%253-33-520042005200620072008(ROE)25.08%16.38%14.03%16.4%19.87%1/(1-0.95)1/(1-0.94)1/(1-0.94)1/(1-0.94)1/(1-0.94)(ROA)1.31%1.11%0.92%1.15%1.31%43.59%37.04%30.87%31.49%34.62%0.0301%0.0299%0.0299%0.0364%0.0378%22004-20083-6:2004200520062007200819916462505865380380040958005530800788803994873/205240026984005012226633541039712210430026759003144093930387107531524300210770063658667282873764977070011676006027654973398303934102241310552001571797005818845470931248878941711242568001492016002088095246705555160526798400795150068481810374341470300147050014707002004200520062007200896.53%96.63%94.09%94.81%94.92%263-70835.04%38.27%16.96%077.68%114.46%23.25%0651.79%80.84%123.59%0525.82%25.01%18.15%0435.04%38.27%16.96%06070607077.68%114.46%3-80848.79%38.11%26.51%0750.11%37.22%22.42%06/18.69%12.88%0539.70%15.68%15.93%0439.61%15.79%15.06%3-4273-920042005200620072008(ROE)15.06%15.93%12.88%22.42%26.51%1/(1-0.97)1/(1-0.97)1/(1-0.94)1/(1-0.95)1/(1-0.95)(ROA)0.57%0.59%0.85%1.36%1.46%15.79%15.69%18.69%37.22%38.11%0.036%0.0375%0.0456%0.0365%0.0384%32004-20083-10:20042005200620072008167609921467002987492258764334560576980078472481128957109214714874943048824230896034051075830153034619300324854233530354987712515974941095640545704815536046259854555322957306662689344159149803513094254444202198557540706646380388668248126772364135103015