我国16家上市商业银行风险管理能力评价——基于2006～2014年数据的实证分析

The Comprehensive Evaluation of Risk Management Ability of 16 Listed Chinese Commercial Banks——Based on the Empirical Study of Data from 2006～2014

2006年中国金融市场全面开放以来,国内商业银行风险管理环境日益复杂。为系统反映2006年以来我国商业银行风险管理路径的变化,以进一步提高我国商业银行的风险管理能力,以2006~2014年年报数据为基础,通过定量数据分析与定性描述分析相结合的方式,对我国16家上市商业银行的风险管理能力进行了综合研究。研究结果表明,我国银行业风险管理水平整体不断提升,但在风险文化培育、风险预警机制健全及信息披露制度规范等方面仍需加强。

Since the overall opening up of China＇s financial market in 2006, the environment for domestic commercial banks＇ risk management is becoming increasingly complex. In order to reflect the changes in China＇s commercial banks＇ risk management strategies and improve China ＇s commercial banks＇ risk management capacity, the paper made comprehensive analysis on the risk management capacity of 16 listed commercial banks by using the combination of quantitative data analysis and qualitative description and based on the study on the data from 2006 to 2014.The result shows that although commercial banks＇ risk management capacity is improving constantly, there are still a lot need to be done in the cultivation of risk culture, mechanism for risk alarming and information disclosure.