改革与战略
改革與戰略
개혁여전략
Reformation & Strategy
2015年
6期
87~90
,共null页
商业银行 中间业务 风险度量
商業銀行 中間業務 風險度量
상업은행 중간업무 풍험도량
commercial bank; the intermediary business; the measurement method
商业银行中间业务以其对资本无要求、服务性强等优势,成为银行业务发展的新兴领域,但中间业务的创新发展也将给银行带来许多风险,特别是涉及衍生品的中间业务具有很大的风险。文章探讨中间业务的风险类别及国外商业银行对风险的度量方法,并给出商业银行中间业务风险管理的建议：建立基于长期价值的风险管理战略体系;把握提升和运用风险管理技术的正确方向;加强对商业银行经营行为和金融体系系统性风险的监管。
商業銀行中間業務以其對資本無要求、服務性彊等優勢,成為銀行業務髮展的新興領域,但中間業務的創新髮展也將給銀行帶來許多風險,特彆是涉及衍生品的中間業務具有很大的風險。文章探討中間業務的風險類彆及國外商業銀行對風險的度量方法,併給齣商業銀行中間業務風險管理的建議：建立基于長期價值的風險管理戰略體繫;把握提升和運用風險管理技術的正確方嚮;加彊對商業銀行經營行為和金融體繫繫統性風險的鑑管。
상업은행중간업무이기대자본무요구、복무성강등우세,성위은행업무발전적신흥영역,단중간업무적창신발전야장급은행대래허다풍험,특별시섭급연생품적중간업무구유흔대적풍험。문장탐토중간업무적풍험유별급국외상업은행대풍험적도량방법,병급출상업은행중간업무풍험관리적건의：건립기우장기개치적풍험관리전략체계;파악제승화운용풍험관리기술적정학방향;가강대상업은행경영행위화금융체계계통성풍험적감관。
The intermediate business of commercial banks is becoming the emerging field of bank business development, for which there is no requirement for capital, and the commercial banks have strong advantages in service. But the innovation development of intermediate business of the bank will bring many risks. Especially, the intermediate business involving derivatives has great risks. This paper discusses risk categories of the intermediate business and the measurement method of risk by foreign commercial banks. Risk management of the intermediary business of commercial banks are suggested： establish the risk management system based on the long- term value; grasp the correct direction of risk management techniques; strengthen the supervision of the management of commercial bank and the systemic risk of financial system.
