摘要
经济资本计量必须以数据积累为基础,本文将探讨数据基础对构成经济资本的三大风险(信用风险、市场风险和操作风险)进行有效计量的重要作用,这是我国大型银行在巴塞尔协议三的监管下参与国际竞争的必然选择,也是中小商业银行在利率市场化下管理转型、平衡资本配置与风险补偿、真正提高整体盈利能力的前提和策略手段。
It is well-known that the measurement of economic capital must be based on data accumulation.This paper discusses the influence of data accumulation on the efficient measurement of the three risks of economic capital,i.e.,credit risk,market risk and operational risk.Economic capital measurement is a choice that China's large banks have to make against international competition under the supervision of BaselⅢ.As for the small and medium-sized banks,it is a prerequisite and strategy they should take in order to achieve management transformation,a balance between risk and return and an increase of the overall profit-making capacity.
出处
《东南大学学报（哲学社会科学版）》
CSSCI
北大核心
2014年第1期57-60,132,共4页
Journal of Southeast University(Philosophy and Social Science)
基金
江苏省人力资源和社会保障厅江苏省博士后科研资助计划课题"基于RAROC和EVA的经济资本配置管理研究"的阶段性成果
