经济资本在我国商业银行绩效评估中的应用

Applications of Economic Capital in Performance Evaluation of China's Commercial Banks

以资本为基础的现代商业银行绩效评估体系,有效地促进了商业银行经营理念和增长方式的转变。目前,中国商业银行基于监管资本的绩效评估,能够很好地达到监管要求,但风险衡量的敏感度差,不利于银行价值的实现。如果将经济资本引入银行绩效评估,可以使银行对风险的把握更加精准。同时,将RAROC作为银行绩效评价指标,会使银行资本和资产运用更充分,从而真正实现银行价值最大化。

The performance evaluation system of modern commercial banks based on capital effectively promotes their change of business concept and growth mode. Currently, according to performance evaluation of supervising capital, China＇s commercial banks reach supervising demand well, but the bad sensitivity of risk measurement blocks the realization of bank value. Introducing economic capital into performance evaluation of banks will help them control risk correctly; meanwhile, the performance evaluation system of banks by RAROC will use their capital and assets more sufficiently, and reach maximization of bank value.