摘要
风险管理是商业银行的核心职能。随着中国金融市场的全面开放,利率市场化的实施以及存款保险制度的推出,中国商业银行的经营环境日益复杂,风险管理能力亟待提升。为系统反映我国商业银行风险管理能力,本文以2014年年报数据为基础,运用因子分析方法,对我国最具代表性的16家上市商业风险管理能力进行了实证研究,研究结果表明,国有控股商业银行综合管理能力突出,而全国性股份制商业银行及城市商业银行的风险防范意识与内部控制能力较强。因此,应从风险文化建设、内部治理结构完善及资产结构优化等方面着手,全面提升我国商业银行整体风险管理水平。
Risk management is the core function of commercial banks. With the full liberalization of China＇s financial markets, the implementation of interest rate market, and the introduction of deposit insurance system, the business envi- ronment of China＇s commercial banks has become increasingly complicated, and the risk management capability of banks need to be improved. In order to investigate the risk management capability of commercial banks in China, the author chooses the 16 most representative listed commercial banks and conducts an empirical study on their risk management capabilities based on the annual report＇s data in 2014 using the method of factor analysis. The result suggests that the state - owned banks＇ comprehensive management capability is outstanding but the nationwide joint - stock commercial banks and the municipal commercial banks＇ awareness of risk prevention and capability of internal control are relatively stronger. As such, the government needs to improve the overall level of the risk management of the commercial banks in China from the aspects of the risk culture construction, the internal governance perfection and structural optimization of asset.
作者
秦洪军
孙龙建
Qin Hong-jun Sun Long-jian(School of International Business, Tianjin Foreign Studies University, Tianjin 300270 School or of Economics, Guizhou University of Commerce, Guiyang, Guizhou 550000)
出处
《贵州商学院学报》
2016年第1期31-36,共6页
Journal of Guizhou University Of Commerce
基金
国家社会科学基金教育学一般课题"战略性新兴产业相关专业教育资源利用效率评价与优化研究"(BGA140032)
天津市普通高等学校本科教学质量与教学改革研究计划项目"服务于战略性新兴产业的金融创新人才培养模式的研究与实践"(B02-0203)
天津市"131"创新型人才培养工程第三层次人选资助项目
天津外国语大学"未来之星"资助项目
天津外国语大学2015年度校级教改项目"基于天津自贸区发展需求的金融学人才培养模式改革与创新研究"(TJWD15B19)
关键词
商业银行
风险管理
因子分析
Commercial banks
Risk management
Factor analysis
