经济资本在商业银行风险管理中的运用

经济资本管理作为商业银行风险管理的核心工具,其应用日益广泛。通过经济资本管理,银行可以量化经营所面临的全部风险并确定抵御风险的资本。实现经济资本管理,需要建立银行内部的评级体系,这涉及银行数据体系的建立和维护。由于整个社会信用文化的缺失以及有效数据的缺乏,我国的商业银行在这方面需做大量工作。

The Application of Economic Capital in Risk Management of Commercial Banks

The application of economic capital management is increasingly abroad as the core tool of risk management of commercial banks.Commercial bank can quantify the risk it is facing and the capital demanded to resist the risk.In practice,in order to realize economic capital management,firstly we need to establish inner rating system,which involves the establishment and maintenance of the data system;however,because of the lack of credit culture and effective data,our commercial banks have much work to do.