我国商业银行经济资本配置

【Abstract】wWw.shuoshilunwen.com With the full opening of banking in 2007 and the arrival of a new era of Basel, China’s commercial banks will compete with the advanced international banks in order to meet the challenges which contain the completive pressure of advanced technology of risk management from international banks and the strict regulatory standards. Business pattern of modern commercial banks is capital management pattern, namely, under limited capital constraints, the banking will gain the capital maximized income through continuously enhancing level of risk management. The new framework of capital adequacy which was issued by Basel committee on Banking Supervision gives economic capital allocation an important position in Bank operation and management. Therefore, the research on the allocation of economic capital of China’s commercial banks meets the request of banks’operation and management.The article firstly analyzes the theory and methods of economic capital allocation of commercial banks, and then systematically elaborates operation and specific process of economic capital allocation from the static and dynamic angles. Then it analyzes the status quo of economic capital allocation of China’s commercial banks. On this basis selects four banks for empirical analysis of the efficiency of economic capital allocation using RAROC fluctuation method respectively. Combining the above two spots, we find the problems of economic capital allocation. Last, on the basis of these problems, proposes the suggestion to improve the economic capital allocation of China’s commercial banks.This dissertation elaborates the economic capital allocation systematically by taking the qualitative method and quantitative method, makes scientific evaluation to the economic capital allocation and finds some shortages, it has important significance for the economic capital allocation in our country.