【摘要】：為了使銀行面對經(jīng)濟周期的戲劇性變化有充分的事先準備，銀行需要財務(wù)結(jié)構(gòu)化和從上到下的方法參與風(fēng)險管理，也就是需要一套完整的、系統(tǒng)的財務(wù)風(fēng)險管理體系。本文就試圖通過為J銀行構(gòu)建財務(wù)風(fēng)險管理體系，將其現(xiàn)階段財務(wù)風(fēng)險管理不系統(tǒng)化、各流程孤立成塊各自為政的局面有效解決，設(shè)計一個覆蓋財務(wù)風(fēng)險管理全過程，即識別、計量、監(jiān)測和控制，覆蓋所有財務(wù)風(fēng)險，即信用風(fēng)險、市場風(fēng)險、流動性風(fēng)險、資本風(fēng)險等在內(nèi)的全面的、在全行建立財務(wù)風(fēng)險管理風(fēng)險意識的系統(tǒng)化的管理，不斷改進提升J銀行財務(wù)風(fēng)險管理水平，早日與其業(yè)務(wù)的快速發(fā)展相匹配，為其謀求可持續(xù)健康發(fā)展提供有力的支持。 通過閱讀相關(guān)文獻發(fā)現(xiàn)，國外通過對風(fēng)險管理案例的事后處置總結(jié)，對風(fēng)險管理的理論體系研究很完善，而國內(nèi)對于財務(wù)風(fēng)險的根源及相關(guān)影響因素有很多實證研究，但實際應(yīng)用不多。本文綜合國內(nèi)外的先進經(jīng)驗，運用理論學(xué)習(xí)法、比較分析法和實踐檢驗法，將理論結(jié)合到J銀行的實際財務(wù)風(fēng)險管理工作中去。著重分析J銀行與財務(wù)風(fēng)險管理有關(guān)的情況，如組織結(jié)構(gòu)、財務(wù)情況、財務(wù)風(fēng)險情況以及財務(wù)風(fēng)險管理情況。在了解J銀行財務(wù)風(fēng)險管理現(xiàn)狀的基礎(chǔ)上，分析其與先進體系的差距，，針對其業(yè)務(wù)特點，設(shè)計適用于J銀行的財務(wù)風(fēng)險管理體系。 通過了解J銀行財務(wù)風(fēng)險管理現(xiàn)狀，發(fā)現(xiàn)存在財務(wù)風(fēng)險管理組織架構(gòu)混亂、財務(wù)風(fēng)險管理制度不健全、財務(wù)風(fēng)險管理信息系統(tǒng)空缺等問題�；谌骘L(fēng)險管理框架，為J銀行構(gòu)建了詳細的財務(wù)風(fēng)險管理體系，包括從組織架構(gòu)如何優(yōu)化、財務(wù)風(fēng)險管理制度如何健全、財務(wù)風(fēng)險指標的設(shè)定、計量方法的更新、財務(wù)風(fēng)險報告機制的實施、經(jīng)濟資本的掌控以及管理信息系統(tǒng)的開發(fā)。在總結(jié)了體系實施的情況后，提出了幾點保障措施，以保證J銀行能夠成功的建設(shè)一套成熟的財務(wù)風(fēng)險管理體系，J銀行的財務(wù)風(fēng)險管理工作會有顯著的進步。
[Abstract]:In order to prepare banks for the dramatic changes in the economic cycle, banks need financial structure and top-down methods to participate in risk management, that is, a complete and systematic financial risk management system. This article attempts to construct the financial risk management system for J bank, not systematize the financial risk management at the present stage, and effectively solve the situation that each process is isolated into blocks, and design a whole process covering the financial risk management, that is, to identify the financial risk management. To measure, monitor and control all financial risks, including credit risk, market risk, liquidity risk, capital risk, etc., to establish a systematic management of financial risk management risk awareness throughout the bank, Improving and improving the financial risk management level of bank J, matching with the rapid development of its business as soon as possible, providing strong support for its pursuit of sustainable and healthy development. Through reading the relevant literature, it is found that the theoretical system of risk management is perfect in foreign countries, and there are many empirical studies on the source of financial risk and related influencing factors in our country by summing up the cases of risk management afterwards. But the practical application is not much. This article synthesizes the domestic and foreign advanced experience, uses the theory study method, the comparative analysis method and the practice test method, unifies the theory to J bank's actual financial risk management work. Emphasis is placed on the analysis of bank J's situation related to financial risk management, such as organizational structure, financial situation, financial risk and financial risk management. On the basis of understanding the present situation of J bank's financial risk management, this paper analyzes the gap between J bank's financial risk management system and advanced system, and designs a financial risk management system suitable for J bank's business characteristics. Through understanding the current situation of financial risk management in bank J, it is found that the organizational structure of financial risk management is chaotic, the financial risk management system is not perfect, and the information system of financial risk management is vacant. Based on the comprehensive risk management framework, this paper constructs a detailed financial risk management system for Bank J, including how to optimize the organizational structure, how to improve the financial risk management system, how to set the financial risk index, and how to update the measurement method. Implementation of financial risk reporting mechanism, control of economic capital and development of management information system. After summing up the implementation of the system, this paper puts forward some safeguard measures to ensure that J Bank can successfully build a mature financial risk management system and that the financial risk management work of J Bank will make remarkable progress.
【學(xué)位授予單位】：哈爾濱工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33;F830.42

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本文編號：2169039