国际金融研究
國際金融研究
국제금융연구
Studies of International Finance
2012年
1期
72~78
,共null页
风险偏好 风险调整资本收益率 银行战略
風險偏好 風險調整資本收益率 銀行戰略
풍험편호 풍험조정자본수익솔 은행전략
Risk Appetite; Risk-adjusted Return on Capital; Banking Strategy
风险偏好是银行在实现战略目标过程中愿意且能够承担的风险数量和种类,实质上是银行战略在风险管理上的具体体现。本轮金融危机表明,构建良好的风险偏好框架是建设稳健的全面风险管理体系的重要内容之一。风险偏好设置包括选取指标、量化指标值等;传导则包括自上而下的分解和自下而上的反馈过程。风险偏好应成为全程风险管理的主线。本文从风险偏好的定义、作用、设置和传导角度做一分析,以期对国内商业银行构建和实施科学的风险偏好框架有所启示。
風險偏好是銀行在實現戰略目標過程中願意且能夠承擔的風險數量和種類,實質上是銀行戰略在風險管理上的具體體現。本輪金融危機錶明,構建良好的風險偏好框架是建設穩健的全麵風險管理體繫的重要內容之一。風險偏好設置包括選取指標、量化指標值等;傳導則包括自上而下的分解和自下而上的反饋過程。風險偏好應成為全程風險管理的主線。本文從風險偏好的定義、作用、設置和傳導角度做一分析,以期對國內商業銀行構建和實施科學的風險偏好框架有所啟示。
풍험편호시은행재실현전략목표과정중원의차능구승담적풍험수량화충류,실질상시은행전략재풍험관리상적구체체현。본륜금융위궤표명,구건량호적풍험편호광가시건설은건적전면풍험관리체계적중요내용지일。풍험편호설치포괄선취지표、양화지표치등;전도칙포괄자상이하적분해화자하이상적반궤과정。풍험편호응성위전정풍험관리적주선。본문종풍험편호적정의、작용、설치화전도각도주일분석,이기대국내상업은행구건화실시과학적풍험편호광가유소계시。
Risk appetite refers to the types and amount of risks that a bank is willing to take and able to bear in achieving its strategic goals, which directly expresses the strategy on risk management in substance. The financial crisis shows that one of the essential contents of Enterprise-wide Risk Management (EWRM) is to build a robust risk appetite framework. Risk appetite configuration or setting process includes indieator selection, indicator measurement, and etc. The transmission process includes the decomposition from the top to bottom and the feedback from the bottom to top. Risk appetite should become one of the cores of EWRM. This paper analyses of the definition, role, configuration and transmission process of risk appetite, with a view to assisting domestic commercial banks to build and implement an appropriate risk appetite framework.