村镇银行全面风险管控研究以重庆市A村镇银行为例

1村镇银行全面风险管控研究：以重庆市A村镇银行为例StudyontheTotalRiskManagementandControlofVillagebank:ACaseofAVillageBankinChongqingMunicipality1摘要1摘要村镇银行属于中国的银行制度历经变革后的一种产物。数十年间村镇银行已获得了较大发展,成了国家金融体系内十分重要的构成部分,其对经济的发展同金融体制的改革有着推动作用。因现代银行的业务类别日益多样和复杂,多个业务间存在交叉十分普遍,面临的风险也是集信用、市场及操作等多类风险一身的整体性而非单一性的风险，彼此交织相关性强。对风险管理的传统模式中,银行风控部门对各类风险的管理方式常出现分离,此类管理的方式一定会使风险的相互作用难得重视,风险简单相加就可引发整体高估,诱发人、物力浪费,破坏资源配置效率。因此由自身风险的管理需要而言,村镇银行中的风险管理需充分斟酌多种风险之间的相关性,由整体做好风险管理,而全面风险管理也成为银行将来风险管理的一大发展趋势。本文开展研究的目标给探索村镇银行怎样构建全面风险管理体系。先对全面的风管内涵进行了分析，对《巴塞尔协议III》做了分析，讨论了其给银行业的风管影响。根据中国银监会所发布的有关文件,分析了当前监管部门对于村镇银行全面风险管理建设的要求同有关内容,论述全面风管对村镇银行的必要意义。然后以重庆市A村镇银行为例,从信用、操作、市场及流动性等数类风险方面揭示其风险的管理的前瞻性、现实性、全面性和专业性等特征，以及市场风险管理存在的组织体系设计不合理；管理工具不完善；意识淡薄；人才缺乏等现状,找出了同《村镇银行风险管理机制建设指引》的要求存在的差距，未完全达到要求。并系统阐述了全面风险管理体系的具体构建以及构建的障碍、原则,探讨了可能面临的障碍以及应对的保障措施，应全面构建风控体系、降低风控措施和促使保障措施到位。最后，设计和提出了全面风管的信息体系框架，包括具体可实现的功能同风险经理与合规、流程的管理乃至风险容忍程度的管理平台，还包括信用、市场、操作风及流动性和声誉等风险管理系统和其它风险管理系统。关键词：村镇银行全面风险风险管控重庆Abstract1AbstractVillageBanksbelongtoChina'sbankingsystemthroughaproductafterthechange.DecadesvillageBankshaveobtainedconsiderabledevelopment,hasbecomethecountry'sfinancialsystemisveryimportantpartof,itsdevelopmentofeconomyandthereformofthefinancialsystemhasaroleinpromoting.Becauseofmodernbankingbusinesscategory,increasinglydiverseandcomplex,crossbetweenmultiplebusinessisverycommon,isacompositeofcreditrisk,marketandoperatingrisks,suchasmorelikeaintegrityratherthantheriskofoneness,interweaveeachotherstrongcorrelation.Thetraditionalmodelofriskmanagement,bankriskmanagementdepartmenttoeachkindofriskmanagementwayoftenappearseparation,suchmanagementriskonthewaywillbetheinteractionofrare,risksumcantriggerawholeovervalued,inducepeopleandmaterialresourceswaste,destroytheresourceallocationefficiency.Sobyitsownriskmanagementneeds,riskmanagementofvillageBanksneedtofullyconsiderthecorrelationbetweenvariousrisk,tobeoverallriskmanagement,andcomprehensiveriskmanagementhasbecomeadevelopmenttrendofbankriskmanagementinthefuture.ThispaperstudiesthetargettoexploreruralBankshowtobuildacomprehensiveriskmanagementsystem.Firstanalyzesthecomprehensiveconnotationoftheduct,gaveananalysisoftheBaselIII,discussitsaffectductofthebankingsector.AccordingtotherelevantdocumentsissuedbytheChinabankingregulatorycommission(CBRC),analyzesthecurrentregulatorsforoverallriskmanagementrequirementsoftheconstructionofthevillageBankswithrelevantcontent,discussesthenecessaryofcomprehensiveductofvillageBanks.AndthenwithAvillagebankinchongqingasanexample,fromcredit,operation,marketandliquidityriskaspectrevealstheriskmanagementoftheforward-looking,practical,comprehensiveandprofessionalcharacteristics,andthemarketriskmanagementorganizationsystemdesignisnotreasonable;IncompleteStudyontheTotalRiskManagementandControlofVillagebank:ACaseofAVillageBankinChongqingMunicipality2managementtools;Consciousness;Withthelackoftalentpresentsituation,findoutthevillageBanksriskmanagementmechanismconstructionguide\thegapbetweentherequirementsofnotcompletelymeettherequirements.Andexpoundsthecomprehensiveriskmanagementsystemofthespecificbuildandbuildbarriers,principle,probesintothepossibleobstacles,andtosafeguardmeasures,shouldbecomprehensivelyconstructriskcontrolsystem,toreducetheriskcontrolmeasuresandsafeguardsinplace.Finally,thedesignandputsforwardthecomprehensivepipeinformationsystemframework,includingconcretewhichcanrealizethefunctionoftheriskmanagerandcompliance,processmanagementandrisktoleranceofthemanagementplatform,includecredit,market,operationandliquidityriskandreputationriskmanagementsystemandothermanagementsystem.Keywords：Comprehensiverisk；Riskcontrol；ChongQing目录1目录1.导论..............................................................................................................11.1研究背景及意义............................................................................................11.2国内外研究综述............................................................................................21.2.1国外研究..................................................................................................21.2.2国内研究..................................................................................................31.3研究内容与方法............................................................................................41.3.1研究内容..................................................................................................41.3.2研究方法..................................................................................................51.4本文创新与不足............................................................................................51.4.1本文的创新..............................................................................................51.4.2本文的不足..............................................................................................62村镇银行全面风险管理的理论基础.............................................................72.1银行风险的类型............................................................................................72.1.1市场风险.................................................................