经济资本:商业银行经营革命

Economic Capital: the Revolution of Commercial Bank Operation

基于风险调整后的资本收益率模型的经济资本的概念,20世纪90年代后期被欧洲和美国的一些大型商业银行广泛应用。作为现代商业银行经营管理的“核心技术,”它广泛运用于商业银行经营管理的各个层面,为商业银行的经营管理提供了科学的标准和依据。本文将从资本监管、绩效考评、风险控制和经营理念四个方面阐明经济资本在风险管理方面的卓越功效,旨在阐明它所蕴含的理念对于推动我国商业银行由粗放经营转向集约经营所起的革命性作用。

The concept of economic capital based on the RAROC model has been widely used in large-scaled commercial banks in Europe and U.S.A since the late 1990s. As the＂core technique＂of the management of modem commercial banks, it is generally applied to every aspect of the management of commercial banks, and provides scientific standard and basis for the management of commercial banks. This paper tries to illustrate the outstanding effect of economic capital upon risk management from four aspects including capital regulation, performance appraisal, risk control and managerial idea. It aims to explain the revolutionary role of the idea contained for promoting our commercial banks＇ transformation from extensive operation to intensive operation.