信贷风险管理模型研究

信贷风险是我国商业银行面临的主要风险,它构成了我国商业银行风险管理的重点和难点,是银行风险管理的核心.文章主要从信贷风险量化控制方面,全面介绍了目前应用的信贷风险管理模型,并对其适用性进行了分析.就目前而言,基于定性的传统信贷管理模型满足不了信贷风险管理的要求,国外先进的信贷风险计量模型在国内尚不具备使用的基础条件.在这种情况下,国内商业银行应该采取定性与定量相结合的风险量化模型.为了克服现行信贷风险量化模型的不足,可以将层次分析法与模糊数学理论结合起来,在信贷风险计量方面建立模糊综合评价数学模型.     

中西方商业银行全面风险管理策略比较与创新研究

随着我国商业银行改革开放进程的逐步深入,在一个全面开放的银行业竞争环境下,商业银行风险管理能力成为了决定一家银行核心竞争力的重要因素,其风险管理能力的高低成为评判银行经营管理水平高低的标准。为此,本文分析了中西方商业银行风险管理工作中存在的差异,并从借鉴西方先进银行风险管理的最佳实践入手,运用银行流程再造理论,从风险识别、风险点控制、风险管理组织支撑以及管理流程规划四个方面对国内商业银行全面风险管理体系的创新提出了相应的策略。     

改进商业银行授信风险管理

通过提高信贷管理效率降低放贷业务风险一直是银行经营管理的核心内容，近几年来，国内商业银行在借鉴国外商业银行风险管理体制的基础上，初步建立了统一的授信风险敞口管理、审查审批流程和决策体制，在授信风险管理控制模式和方法上积累了一些经验，但在当前同业竞争激烈、外部监管环境不断变化、银行信贷资产规模加速扩张的情况下，原有的授信管理和风险管理模式已逐渐显现局限性，迫切需要改进授信管理，探索建立更加科学有效的风险管理体制，提升管理和服务水平。     

股份制商业银行全面风险管理的现状、问题及对策

随着经济全球化、自由化的发展,股份制商业银行所面临的风险也呈现多样化趋势。股份制商业银行的全面风险管理在实际应用中存在一些较为普遍的问题,在一定程度上影响着股份制商业银行的可持续发展。因此,加强股份制商业银行全面风险管理,不仅要完善各项制度,建立健全全面风险管理组织架构,还需要建立完整的风险评价体系,以此来促进股份制商业银行的高质量和可持续发展。     

商业银行加强风险管理水平研究

银行是经营风险的特殊企业,风险管理是银行经营的主题。在国外商业银行已经迈入全面风险管理阶段后,我国商业银行应当正视与国外同业的差距,切实提高风险管理水平。我国商业银行应当借鉴西方商业银行的经验,规划风险管理战略。要建立完善而独立的全面风险管理组织架构,培育健康良好的风险管理理念,明确统一的风险管理政策和流程,做好数据处理及风险管理工厂系统开发引进。     

借鉴国际经验 推进我国商业银行全面风险管理建设

从国际金融实践的发展历程来看，全面风险管理模式是商业银行生存与发展的必然选择。我国商业银行风险管理起步较晚，总体上还处于风险控制阶段，与国际先进银行全面的风险管理相比，在观念、方法、体系等方面都存在很大差距，必须借鉴国际经验。推进我国商业银行全面风险管理建设。     

浅析黑龙江省中小商业银行的风险管理

近几年来,黑龙江省中小商业银行发展速度较快,而原有的风险管理体系却得不到及时的升级,严重阻碍了黑龙江省中小商业银行的进一步做大做强。通过深入剖析黑龙江省中小商业银行风险管理现状并且以哈尔滨银行为例进行实证分析,提出了构建健全的全面风险管理组织机构;完善风险管理技术体系;注重风险管理人才培养;树立稳健的、可持续发展的经营理念的建议,从而为黑龙江省中小商业银行的全面风险管理体系的建设提供参考。     

基于全面风险管理视角下的中国商业银行风险问题研究

2008年金融危机的一大教训就是银行过度进行金融创新,追求短期利润的提升,忽视对风险的管理,导致欧美大量商业银行陷入困境,部分商业银行被政府接管、甚至破产倒闭。商业银行是经营货币的特殊企业,在某种程度上经营的是风险。风险涉及到银行的方方面面,引入全面风险管理的思想,能够较为全面的分析商业银行的主要风险,采取相应对策,提升商业银行风险管理水平,促进中国金融业持续、快速、健康发展。     

商业银行操作风险内涵分析

操作风险管理需要遵循商业银行风险管理的一般流程,即风险识别、评估、监测和控制,其中风险的识别是风险管理体系的基础。对操作风险内涵和特征的正确认识将直接影响到商业银行管理操作风险的效果,通过对操作风险原因和事件两个方面进行分析,提出了一个较为综合全面的操作风险定义,对理解操作风险的内涵与识别起到一定作用。     

基于VaR的商业银行风险管理研究述评

与传统的风险衡量方法相比，VaR提供了一种考虑杠杆、相关性和当前头寸的组合风险的整体观点．被称为是一种具有前瞻性的风险衡量方法，已发展成为现代金融风险管理的国际标准和理论基础。基于VaR的商业银行风险管理研究文献，目前，主要体现在商业银行监管、商业银行资本管理和商业银行信用风险与操作风险管理三个方面，旨在尽可能地寻求利用市场工具和市场激励的方法，通过银行的政策、行为和技术提高银行的风险管理水平。     

我国房地产税制的现状及改革构想

房地产税制是维护房地产市场公平竞争，实现国家对房地产业宏观调控的有力杠杆。然而，我国现行的房地产税制却存在税费不分、税制不统一、税制结构不合理等诸多问题。严重影响了其对房地产业应有的宏观调控作用。因此，适时地推进房地产税制的改革应是当务之急，应统一内外税制，合理界定税费的范围，建立统一、规范、合理的房地产税收体系。     

The Change in Productive Efficiency in Telecommunications in the United States

The question addressed here is whether the adoption of incentive regulation, which has become an important regulatory tool in the telecommunications industry in the USA, has resulted in a change in the technical efficiency of local exchange carriers in the USA. After providing an overview of the nature of incentive regulation, a methodology for measuring technical efficiency and its change is introduced. This is a multiple-output/multiple-input distance function approach to measuring technical efficiency. The results of implementing this approach for 19 local exchange carriers for the 1988-2001 period indicate that in the production of local service, intrastate toll/access service, and interstate access to local loops, there was no change in technical efficiency between the 1988-1990 period and the 1991- 2001 period, something that incentive regulation was specifically designed to promote.     

Age Discrimination in Employment in Canada

Issues pertaining to age discrimination in employment in Canada are analyzed with a view toward highlighting lessons that may be learned from the Canadian experience—an experience that is taking on increased policy importance. Reasons for the increased attention to age discrimination issues are outlined, followed by a portrayal of the age discrimination legislation and court interpretations in Canada, especially as they pertain to mandatory retirement. Enforcement aspects are discussed, as is the evidence on age discrimination in employment and the effectiveness of legislation with respect to age discrimination and mandatory retirement. The article concludes with a discussion of the lessons to be learned from the Canadian experience, especially with respect to the poorly understood but complicated relationship between age discrimination and mandatory retirement. Policy recommendations for strengthening age discrimination legislation are also outlined. (JEL J14 , J24 , J71 )     

Inequalities in Income Distribution in Slovenia

This article presents an empirical analysis of income distribution based on income tax data for Slovenia in 1991-2000. It presents evidence of rising inequalities in income distribution (gross income, gross wages and pensions). These results are supported by coefficients of variation, Gini coefficients and by the Lorenz curves. Inequalities increased rapidly in the 1991 to 1993 period. After a significant decrease in 1994 and a steady increase from 1995 to 2000, the peak value from 1993 was not surpassed. Atkinson's requirements for dominance comparisons are not violated. Inequalities are also present in the distribution of the benefits of economic growth among income groups.     

上海生态农业发展影响因素研究

文章分析了上海生态农业发展的影响因素,并利用计量模型进行检验,认为影响上海生态农业发展的主要因素有农业基础设施、农业劳动力资源、农业产业化水平、农业科技实力状况。     

The Change in Productive Efficiency in Telecommunications in the United States

The question addressed here is whether the adoption of incentive regulation, which has become an important regulatory tool in the telecommunications industry in the USA, has resulted in a change in the technical efficiency of local exchange carriers in the USA. After providing an overview of the nature of incentive regulation, a methodology for measuring technical efficiency and its change is introduced. This is a multiple-output/multiple-input distance function approach to measuring technical efficiency. The results of implementing this approach for 19 local exchange carriers for the 1988–2001 period indicate that in the production of local service, intrastate toll/access service, and interstate access to local loops, there was no change in technical efficiency between the 1988–1990 period and the 1991–2001 period, something that incentive regulation was specifically designed to promote.     

西部地区人力资本投资与知识化发展

人力资本投资在推动知识化发展的过程中存在自增强机制，通过促进人力资本保值增值，进行人力资源合理配置，改善配置环境和配置政策、完善配套措施，有助于充分发挥这一机制的功能，从而实现西部地区知识化发展。     

Payment Systems in Countries in Transition

MOCT-MOST: Economic Policy in Transitional Economies -     

Inter-enterprise arrears in economies in transition

In the context of economies in transition, the paper argues that an excessive liquidity squeeze could throw the economy into a persistent state of low economic activity. In such bad equilibrium, enterprise transactions become largely demonetized, with a chain of arrears, a form of involuntary credit, spreading over the entire system. The empirical analysis of the Romanian experience seems to support the view advanced in the paper.