我国银行业金融衍生品风险管理研究——基于瑞士信贷银行和中国银行案例分析

Research on the Banking Sector Financial Derivatives Risk Management——Based on the Credit Suisse and Bank of China Examples

当前我国银行业创新金融产品发展迅速,而金融衍生品由于其波动性、复杂性、杠杆性等特征对银行风险管理体系提出更高要求。本文通过分析和总结瑞士信贷银行和中国银行“原油宝”风险案例,从风险识别、计量方法、数据系统等维度,对进一步完善我国银行业金融衍生品业务风险管理体系提出建议。本研究有助于我国银行业把控金融衍生品风险,在市场波动加剧的形势下严守金融稳定红线。

New financial products are thriving in China’s banking sector. On the other hand,financial derivatives are challenging the current risk management system of banks due to their volatility,complexity and high leverage. Through analyzing the risk cases of Credit Suisse and Bank of China, this paper puts forward opinions and suggestions on further improving financial derivatives risk management system for banks by reinforcing risk analysis, measurement, and limit management criteria. This study will help China’s banking institutions understand the risk control and disposal of financial derivatives,and thus strictly abide by the red line of financial stability under the increasing market fluctuation.