经济资本及其管理价值研究

Research on the Economic Capital and the Value of Its Management

按照国际化惯例的监管要求和发展趋势,资本决定了商业银行经营规模扩张能力、风险抵御能力和市场生存能力,资本管理、资本充足率和资本回报要求已成为国际先进商业银行经营管理的核心。经济资本作为平衡收益与风险的虚拟资本,对风险防范具有不可忽视的作用,加强经济资本管理,对于银行灵活调度资本金、实施战略管理、建立科学的绩效度量体系及引导资产定价具有重要意义。

According to the international regulatory momentum,the risk assets expansion must be restricted by capital. Now, the core of the operating and management towards advanced international commercial banks is capital management, capital adequacy rate and return on capital.As dummy capital,economic capital is very important in risk-averse.And to strengthen economic capital management has more signifi-cance for banks to dispatch their capital flexibility, implement their strategy plan, establish their performance measurement system and find out the optimum price of loan.