不确定性与商业银行全面风险管理研究

Uncertainty and Comprehensive Risk Management of Commercial Banks

不确定性是经济学研究的基本内容,也是影响企业经营和风险管理的重要因素。商业银行全面风险管理体系搭建和运行的效果,一定程度上取决于自身对所面临不确定性的理解和认识,以及对具有不同不确定性特征的风险的全面有效管理。本文在奈特的"风险—不确定性"二分类基础上,采用不确定性知识获得的Ku U分析框架,构建了企业经营管理所面临的内外部不确定性模型,并重新审视了不确定性与商业银行风险管理的关系,提出当前商业银行优化全面风险管理的三阶段实施路径以及各阶段的工作重点。通过对不确定性和全面风险管理的深入讨论,本文为风险管理人员提供了如何看待风险与资本管理,以及风险与决策支持等课题的新视角,以期通过增进对工作和使命的理解,促进银行业改进和提升风险管理,更加有效地使风险管理与业务经营相协调。

As an essential concept of economics, uncertainties have significant impacts on operations and risk management of enterprises. Commercial banks are a unique type of enterprise. Whether their enterprise risk management （ERM） framework can build up efficiently, operate effectively and cover all-spectrum risks depends on their understanding and knowledge of surrounding uncertainties to a certain extent. This paper constructs a risk management model of internal and external uncertainties of enterprises on the basis of the KuU analyzing framework which is based on Knight＇s distinction between risk and uncertainty. This paper reviews the relationship between uncertainty and banks＇ risk management and proposes a three-phase roadmap to implement the ERM. This paper provides a new angle for risk managers to view risk and capital management. This helps risk managers to understand their mission and responsibilities and banks to improve their risk management ability and cooperation among different businesses.