摘要
随着我国金融市场不断地对外开放,现有的风险管理方法已不足以应对日渐加大的市场风险,加强商业银行市场风险管理已经刻不容缓。通过运用VaR市场风险计量方法的基本原理,结合实例,从规避市场风险入手,对我国商业银行市场风险管理中的优势和局限性进行分析,得出VaR方法应当被作为我国商业银行实施风险管理和控制的必要程序,应创建并完善应用VaR方法进行风险管理所需的条件,即风险管理的数据信息化建设,建立合理的内部评级方法,风险管理的团队建设等结论,从而增强我国商业银行抵御市场风险的能力。
With gradual opening up of China＇s financial market, the current risk management method cannot deal with the increase of market risk, and market management of commercial banks should be strengthened immediately. By applying basic principle of VaR marker risk measurement in example, this paper from avoiding market risk analyzes the advantages and disadvantages of market risk management of China commercial banks and concludes that VaR should be taken as a necessary procedure of commercial banks implementing risk management. We should control, build and improve the conditions of risk management needed, viz. data information construction of risk management, establish rational internal rating method, team construction of risk management, etc. and increase the ability against market risk.
出处
《商业经济》
2009年第9期60-62,共3页
Business & Economy
基金
黑龙江省2007年软科学计划项目"黑龙江省农业保险政策性补贴问题的经济学分析与实证研究"(GZ07D205)
