商业银行经济资本应用情况分析

Analysis of Economic Capital Application in Commercial Banks

从世界范围来看,商业银行传统的资产负债管理已经难以适应新的市场和监管形势,经济资本管理得到广泛应用。花旗银行、巴克莱银行、荷兰银行等国际知名银行都把经济资本管理作为银行管理的核心与根本。与国际知名银行相比,我国商业银行的经济资本管理还存在着认识不到位、管理方法粗放、精细化程度不高、深度和广度不足等问题。建议我国商业银行借鉴国际知名商业银行经验,建立和完善基于经济资本的计量体系、资本分配制度、预算管理体系、授信审批体系和业绩考核体系,全面提升管理水平与风险防范能力。

From a worldwide perspective,traditional asset-liability management of commercial banks has been difficult to adapt to new market and regulatory situations,and economic capital management has been widely used.The internationally renowned banks such as Citibank,Barclays Bank,and ABN AMRO all regard economic capital management as the core and fundamental of bank management.Compared with internationally renowned banks,the economic capital management of commercial banks in China still has some problems,such as poor understanding,simple management methods,low level of refinement,and insufficient depth and breadth.It is suggested that China＇s commercial banks learn from the experience of internationally renowned commercial banks,establish and improve a measurement system based on economic capital,including capital allocation system,budget management system,credit approval system,and performance evaluation system,to comprehensively improve the management level and risk prevention capabilities.