基于全面风险管理的网络银行经济资本配置方法及调整

The Capital Allocation and Its Adjustment in Ⅰ-bank Base on the ERM

信息技术的进步推动了网络经济的迅速发展,人类逐步跨入信息时代,网络银行将会为实现这一跨越提供资金流的便利。由于其混业经营趋势与其所面临网络经济环境的复杂性,网络银行需要覆盖每一项业务、深入每个流程、规范和科学地全面风险管理。合理配置网络银行资本,能够有效地抵御风险,促进其良性发展,而这一过程需要基于全面风险管理的方法,将收益和风险直接挂钩,为可能出现的最大风险做出资本准备,使其和可持续盈利的目标相一致。文章正是从这一角度出发,结合网络银行的特性,研究RAROC技术在其资本配置中的应用,并探究了应用RAROC技术的支撑体系。

By the leap of information technology promotes the rapid development of network economy, human entered the information age gradually, while I-bank will provide the cash flow convenience to achieve this crossing. For its universal banking trends and the complexity environment of network economic it facing, I-bank needs the standardized and scientific overall risk management which covers every business, and penetrates into each process. Rational allocation of I-banking capital can resist its risks effectively, and promote its healthy development, while this process requires the benefits with the risks direct contact, make the capital reserves for probable maximum risk base on the ERM, consistent with the objectives of sustainable profitability. This paper right starts from this point, combine the characteristics of I-bank, research the applications of RAROC technology in capital allocation, and explore the support system of RAROC application.