银行监管与风险管理

银行的风险管理是银行管理人员及监管部门都十分重视的问题。可是 ,双方的目的是很不同的。银行监管部门担心的是银行业的安全问题 ,而银行管理人员担心的是如何为股东创造价值的问题。本文讨论银行应该如何通过风险衡量 ,权益分配及内部资金调拨来为股东创造价值 ,同时又满足银行监管部门的要求。

Risk management has become increasingly important to bank managers and bank regulatory authority. However, they have a different purpose. The regulators are mainly concerned with the safety and soundness of the banking system and the bank managers are worried about how to create shareholders' value. This article discusses how banks can create value for shareholders and at the same time meet the regulatory requitement through risk quantification, equity allocation and internal fund transfer pricing.