|Table of Contents|

Measuring models for risk defender capability of commercial bank(PDF)

《长安大学学报（社科版）》[ISSN:1671-6248/CN:61-1391/C]

Issue:
2008年01期
Page:
55-60
Research Field:
应用经济学
Publishing date:
2008-03-20

Info

Title:
Measuring models for risk defender capability of commercial bank
Author(s):
JIAN Chuan-hong1;  LIANG Xi1;  ZHANG Tong-jian2
1. School of Management, Chongqing University, Chongqing 400444, China; 2. School of Business, Huaihai College, Lianyungang 222005, Jiangsu, China
Keywords:
New Basle Capital Accord;  risk control;  credit risk;  prior test
PACS:
F830.33
DOI:
-
Abstract:
New Basle Capital Accord points out that the risk management is the main function, and the capability of risk management is the core competence for current banks. So, the risks in the commercial banks involve operation risks, marketing risks and credit risks. The construction of risk management model of commercial banks is the prerequisite of risk administration. However, the process in the construction should not only manifests the core concept of the new accord, but also be practical for the current practice for the commercial banks in their risk management. Here, exploratory factor analysis and testifying factor analysis can help testify it. The results in the testification also shows that there still exist a lot of problems in the risk management.

References:

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Memo

Memo:
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Last Update: 2008-03-20