Research on the Measurement of Economic Capital of Commercial Banks in China

Lingzhi Song

《World Scientific Research Journal》 7卷2期 (2021/02) Pp. 43-47

https://doi.org/10.6911/WSRJ.202102_7(2).0007

摘要

This paper first introduces the concept and function of economic capital, and then introduces the measurement of economic capital of three risks, credit risk, market risk and operational risk. This paper mainly introduces the main models and methods of economic capital measurement of international advanced banks, analyzes the current situation of economic capital measurement of commercial banks in China, and finally puts forward some suggestions.

關鍵字

Commercial Bank ； Economic capital measurement ； Risk management

參考文獻

Feng Jianjian, applied research on economic capital management of China Construction Bank, 2010, Lanzhou University, P. 38.

Li Baoliang, research on economic capital management of commercial banks in China, 2008, Jinan University, P. 53.

Li Ping, research on economic capital management and operational risk control of China commercial banks, 2008, Jilin University, P. 124.

Liao Yanhua, research on economic capital management of China Construction Bank, 2013, Nanchang University, P. 53.

Liu Chunzhi, economic capital of commercial banks: theoretical explanation and Chinese practice. 2011.