国外商业银行经济资本配置法及其在我国运用的可能性

根据假设数据,分析对比了经济资本在银行配置的3种方法.然而,我国商业银行由于监管资本充足率不足、技术管理指标难以达标和企业文化落后等原因,无法有效实现经济资本的配置.因此,只有首先提高我国商业银行监管资本的充足率和技术研发能力,使银行的经营文化真正走向市场化,将这些迫切需要解决的现实障碍化解,才有条件有效地运用经济资本配置方法,管理银行资本和风险,进行科学决策,成就价值的长期增长.

Economic Capital Allocation and its Feasibility Analysis in Chinese Commercial Bank

Economic capital allocation has come to encompass all activities associated with managing a bank's capital.It defined the process of calculating the economic capital needed by a business unit in the bank,in terms of the risks of the asset both on-balance-sheet and off-balance-sheet.We have seen so many financial crises till now,which tell us the low management efficiency of the bank,the trends of the capital loss and the decrease of the shareholder's wealth.Only by optimizing the allocation of economic capital between the business units in the bank,the maximizing the shareholder's wealth will go into realization.Therefore,economic capital allocation has become the key issue of the shareholders,regulators and banks.The commercial banks in China could not allocate the capital in short time for some reasons which are also the problems needed to solve urgently.