对经济危机下投资与交易风险管理模式的几点思考

On risk management modes for investment and trading under economic crisis

该文结合国际经验从多个角度对国内商业银行投资与交易风险管理模式的变革进行了思考,指出由于风险形态的不断变化,不能孤立地看待市场风险、信用风险和操作风险;应从制度设计上体现风险经理监测报告风险的独立性;对于风险计量应做到内外结合,使用适合商业银行的评估指标。此外,要加强对交易和投资业务风险的主动性和前瞻性管理。

Based on global experience, this paper elaborates on the changes in domestic commercial banks＇ risk management modes of investment and trading. The author points out that market risk, credit risk and operation risk should not be treated in isolation; rather, the independence of the risk manager in monitoring and reporting risks should be reflected in institutional design. Risks should be measured combining both internal and external ratings and using indexes suitable for commercial banks. Furthermore, risk management of investment and trading should be enhanced in terms of initiative and farsightedness.