|本期目录/Table of Contents|

[1]简传红,梁 喜,张同健.国有商业银行风险控制能力测度模型[J].长安大学学报(社科版),2008,10(01):55-60.
　JIAN Chuan-hong,LIANG Xi,ZHANG Tong-jian.Measuring models for risk defender capability of commercial bank[J].Journal of Chang＇an University(Social Science Edition),2008,10(01):55-60.
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《长安大学学报（社科版）》[ISSN:1671-6248/CN:61-1391/C]

卷:
第10卷
期数:
2008年01期
页码:
55-60
栏目:
应用经济学
出版日期:
2008-03-20

文章信息/Info

Title:
Measuring models for risk defender capability of commercial bank
作者:
简传红1; 梁 喜1; 张同健2
1. 重庆大学 管理学院,重庆 400444; 2. 淮海工学院 商学院,江苏 连云港 222005
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
关键词:
新巴塞尔资本协议;  风险控制;  信用风险;  先导测试
Keywords:
New Basle Capital Accord;  risk control;  credit risk;  prior test
分类号:
F830.33
DOI:
-
文献标志码:
A
摘要:
新巴塞尔资本协议认为,风险控制是商业银行的核心职能。商业银行的风险主要由操作风险、市场风险和信用风险构成。风险控制能力测度模型的设计是提高国有商业银行风险控制绩效的基础性前提,而设计过程既要深刻融入新巴塞尔资本协议的思想精髓,同时又要密切联系于国有商业银行现实性的风险控制实践活动。探索性因子分析和验证性因子分析可以对模型的有效性提供经验性检验,同时通过检验结果揭示了国有商业银行风险控制过程中存在的若干问题。
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.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2007-09-19 基金项目:国家自然科学基金(70371037); 国家自然科学基金(90510016) 作者简介:简传红(1968-),男,云南宁蒗人,经济学博士研究生。
更新日期/Last Update: 2008-03-20