摘 要

银行业具有风险极大并且负债高的特点, 从银行业自古产生到现在以至于到未来,风险就形影不离。我国商业银行正面临着金融市场的不断开放、汇率机制不断更新以及利率市场化改革等的挑战，其面临的各种风险也变得更加繁杂，因此，其业务范围不得不逐渐进行深度拓展。在系统性全球经济一体化，银行业竞争不断走向国际化的美好背景下，商业银行提高与其他行业等间竞争力的核心手段，不断依赖于风险管理。风险管理的基础是风险评价，同时，它也属于进行风险管理不可或缺的环节，风险评价水平在一定程度上，始终显示了商行风险管理的水平。因此应尽快构建科学的风险监测体系，强化商业银行的风险评价能力，完善商业银行风险评价体系的研究，积极采取有效的措施，以便真正进行防范和化解风险，最大程度地为银行减少风险所带来的损失。本文就针对我国商业银行面临的风险，紧密结合相关的理论与实际问题，对于商业银行的风险评价，进行初步讨论，吸收国内现有的商业银行风险评价指标体系，结合国外商业银行风险评价体系的共性，构建属于我国商行的风险评价指标体系，提出了如何降低商业银行风险的建议，从而逐步提升对风险的管理水平。本文主要探究五部分的内容，分别是：第一章，绪论详尽介绍了研究的意义与背景，研究国内外的现状，及论文讲述的主要内容。第二章，阐述商行风险评价的基础理论。包括了商业银行风险的定义及其度量、商业银行风险评价及其理论基础，商业银行风险评价方法和风险评价的指标体系。第三章分析了我国的商业银行的风险评价指标体系。介绍了我国商业银行的风险评价指标体系以及阐述国内商业银行的信用评级体系。第四章，构建商行的风险评价指标体系。解释了商行风险评价指标体系的设计原则，构建的必要性，以及构建此体系的做法。第五章，说明了商业银行风险管理能力提升的对策建议，从商业银行金融风险防范的措施、全面风险管理、加强银行业监管几个方面来阐述。

关键词：商业银行；金融风险；评价指标；评级体系；风险管理

Abstract

The bank has big risks, and the bank has high liabilities.Produce from the commercial bank,risk is concomitant and always together with it.With the increasing competition from the interest rate marketabiliy, opening of financial market, and reform on exchange rate, in China, banks enlarge their scope.Meanwhile,the bussiness risks became more complex than ever. Under the background of world finance-economy intergration and banking international competitiveness,risk management is increasingly becoming the powerful means of strengthening commercial baks core competitiveness.Be foundation of the venture management,the venture evaluation is which the most important part , risk evaluation level manages the level in certain meaning concestors watch risk.Therefore,we should make focus on strenghthening commercial banks risk evaluation capacity as soon as possible,building scientific monitoring.In order to take better steps to against and mitigate risk,minimize the loss caused by the banks risk.This text aims at the commercial bank risks of China,associates the risk management theory with analyzing the risk assessment system,absorbs the common point of risk assessment system of domestic commercial banking system and western commercial banking system,designs the risk assessment system for China commercial banks,puts forward the ways to perfect the risk judgment standard and strengthen the risk judgment standard.The article includes five contents: Introduction is the first part.It is about the importance,backdrop and reviews status of risk assessment abroad. The second part discusses the theoretical basis of commercial banks risk assessment. This chapter emphasizes the risk of commercial banks about its definition and measurements,explains the basic meanings and characteristic of bank risk.Focuses on the venture management theories of commercial banks. The third chapter explains a index system of monitoring risk of commercial banks.Evaluate the system of monitoring risk of commercial banks in China,it also expound credit rating system of domestic commercial bank.The fourth chapter is to build a index system of monitoring risk of commercial banks.Expound the design principles,necessity of venture assessment index system,build a commercial banks risk judgment system. Chapter fifth gives suggestions about the risk management capabilities of commercial bank.This chapter contains how to keep a lookout on financial risks, overall risk management, strengthen banking supervision and strengthen the external constraints of financial risks.

Key Words：Commercial banks；Financial risk；Evaluation index；Rating system；Venture management

目录

第一章 绪论......................................................1

1.1 研究背景及意义.............................................1

1.1.1 研究背景...............................................1

1.1.2 研究意义...............................................1

1.2 国内外研究综述.............................................1

1.2.1 国内研究现状...........................................1

1.2.2 国外研究现状...........................................2

1.3 采用的研究方法.............................................2

1.3.1 全面分析法.............................................2

1.3.2 层次分析法.............................................2

1.4 研究内容...................................................3

第二章 商业银行风险评价的基本理论................................4

2.1 商业银行风险的定义及其度量.................................4

2.1.1 信用风险...............................................4

2.1.2 市场风险...............................................4

2.1.3 流动性风险.............................................4

2.1.4 操作风险...............................................5

2.2 商业银行风险评价及其理论基础...............................5

2.2.1 银行风险评价...........................................5

2.2.2 风险评价功能...........................................5

2.2.3 风险评价理论基础.......................................6

2.3 商业银行风险评价方法.......................................6

2.3.1 定性分析方法...........................................6

2.3.2 定量分析方法...........................................7

2.4 商业银行风险评价的指标体系.................................7

2.4.1 根据评价主体不同的分类.................................7

2.4.2 根据指标性质不同的分类.................................8

第三章 我国商业银行的风险评价指标体系............................9

3.1 我国商业银行风险评价指标体系...............................9

3.2 国内商业银行的信用风险评级体系.............................9

3.2.1 贷款风险分类方法.......................................9

3.2.2 内部信用风险评级方法...................................10

第四章 商业银行风险评价指标体系的构建............................12

4.1 商业银行风险评价指标体系的设计原则.........................12