CAJ | 학술논문

经济资本管理是商业银行风险管理中的核心技术,并对资本充足率评价、产品定价和绩效评价也有着重要的价值。通过对ING银行与A银行经济资本管理的方案进行比较和分析,可以确定我国银行在风险管理的理念、技术、经济资本管理方案的精确性、可靠性,甚至信息披露等方面,都与国际大银行存在着较大的差距。要缩小这种差距,必须从观念上强化经济资本管理的核心地位,在投入和技术层面保障经济资本的功能得以充分发挥,成为商业银行整合管理资源和管理能力的核心驱动力。
경제자본관리시상업은행풍험관리중적핵심기술,병대자본충족솔평개、산품정개화적효평개야유착중요적개치。통과대ING은행여A은행경제자본관리적방안진행비교화분석,가이학정아국은행재풍험관리적이념、기술、경제자본관리방안적정학성、가고성,심지신식피로등방면,도여국제대은행존재착교대적차거。요축소저충차거,필수종관념상강화경제자본관리적핵심지위,재투입화기술층면보장경제자본적공능득이충분발휘,성위상업은행정합관리자원화관리능력적핵심구동력。
As a core facility of the risk management, economic capital is of great importance to the capital adequacy, product pricing and performance evaluation of commercial banks. This paper conducts a comparative study on the economic capital management frameworks of the ING Bank and Bank A of China. The comparison shows that there is a big gap in the ideas, techniques, accuracy and reliability of economic capital management program, and even information disclosure related to the economic capital management between China~ banks and the large banks in the world. To narrow this gap, we must strengthen the core position of economic capital management in the perception, guarantee the economic capital＇s functions full play at the input and technical levels, and make it become the core driving force for the integration of management resources and management caoabilities of commercial banks.