Commercial Bank by Risk Management Problems and Countermeasures in Chinese Listed Companies
|School||Central South University of Forestry Science and Technology|
|Keywords||Listed Commercial Banks Risk Management VaR Model|
Commercial banks have been played an important role in the process of development of national economy, especially with the improvement of openness and innovation of financial products of international financial markets,which provides great development opportunities for China’s commercial banks, but also proposes major challenge.The financial crisis which broke out in2008is a historic change in the pattern of the U.S. financial markets.China’s listed commercial banks as a separate plate, destined to play a more important role, is also facing more severe challenges, competition from international banks, the banks own internal mechanism for the improvement of information disclosure and the bank’s own integrity enhance the value of other issues. In such a context, China’s listed commercial banks’ risk management is increasingly important to study the causes of these risks and remedial measures also conform to the real needs.Therefore, this article is actively absorbing domestic and foreign banks’ risk management capacity assessment on the basis of the theory, the use of comparative and historical analysis methods, reference to the content of Basel Ⅱ, combined with China’s listed commercial banks risk management capabilities resistant characteristics, focusing on China’s listed commercial banks currently existing credit risk, market risk, operational risk for the empirical analysis, and as China’s listed commercial bank risk-management capability of the important indicators, the study found:First, the current risk of major Chinese commercial banks to credit risk based, and non-performing loan ratio for the selection of China’s listed commercial banks credit risk between2005-2011the empirical analysis found that overall China’s listed commercial banks non-performing loan ratio was gradually downward trend, indicating that the listed joint-stock commercial banks after reform overall ability to resist the credit risk has been greatly improved; Secondly, we use interest rate risk and capital adequacy ratio to measure the size of the market risk. From the analysis results, the current China’s listed commercial banks’ capital adequacy ratio is relatively stable, but the result is calculated with the new Basel Capital Accord formulas differ, otherwise the results may be amplified. And the interest rate market there is great uncertainty, big play after big drop is often accompanied by; Finally, due to operational risk data is difficult to obtain and this is a small probability but high-impact events, so the listed commercial banks operational risk more difficult to measure, the current method and the main indicators used to measure regression analysis, this paper focuses on the Shanghai Pudong Development Bank and Minsheng Bank analyzed, the result is the indicator method is more suitable for smaller banks and VaR model is more suitable for the operating system more complex, larger banks.In response to these research findings, combined with the current China’s listed commercial banks’ risk management processes that exist in risk awareness is not strong, lack of management talent, good risk management techniques behind issues such as missing data, respectively, from the overall strategic management and cross-management, strengthen risk awareness, improve risk control system, improve risk management methods and technology, put forward corresponding countermeasures.