浅析我国商业银行风险管理的现状

国内商业银行的风险管理水平与国际一流银行相比有很大差距。一方面国内商业银行缺乏对风险的系统管理 ,体现在观念、组织结构和风险管理体系上 ;另一方面国内银行在风险管理技术上也明显落后 ,如VAR方法、信用风险模型和RAROC的使用。现代商业银行风险管理的趋势是量化管理和国际监管。国内商业银行只有参照国际监管标准 ,加紧建设内部评级体系 ,发展风险管理的量化技术 ,努力提高风险管理水平 ,才能在激烈的竞争中生存

An Analysis on the Status Quo of Risk Management in China's Banking Industry

This paper analyzes the status quo of risk management in China's banking industry by comparing it with its counterparts of leading international banks. The comparisonincludes the staffs' attitude towards risk, risk management structure and system, and the application of risk management technologies such as VAR, credit risk models and RAROC criterion. Followong that suggestions are put forward developing risk management in China's banking industry with reference to international regulation standard.