宽松货币政策下中小商业银行的风险管理问题——以招商银行为例
【摘要】为应对国际金融危机对我国经济的冲击，2008年下半年开始，我国开始实施适度宽松的货币政策。文章通过对我国宽松货币政策背景下中小商业银行风险管理问题的研究，分析我国中小商业银行在该背景下存在的风险，主要是信用风险、市场风险和操作风险。并对中小商业银行风险管理的方法、工具进行探究，主要以招商银行的实证分析来阐释一些风险评估和管理方法，着重介绍VaR模型在商业银行信用风险和市场风险中的运用。在探究和分析的基础上，给我国中小商业银行在风险管理上提出一些建议。
【关键词】宽松货币政策；中小商业银行；风险管理
Talk about the small and medium commercial banks’ risk management under the loose monetary policy
——A Case Study of China Merchants Bank
【Abstract】To cope with the international financial crisis impact on our economy, the second half of 2008, China began a moderately easy monetary policy. The article research the China’s small and medium commercial banks’ risk management at the context of loose monetary policy, analysis of the small and medium commercial banks in the background under the existing risk, mainly credit risk, market risk and operational risk. And the small and medium commercial banks’ risk management methods, tools of inquiry, mainly empirical analysis of China Merchants Bank to clarify some of the risk assessment and management, highlighting the VaR model in commercial banks’ credit risk and market risk of use. In the exploration and analysis, based on our country's small and medium commercial banks in risk management, offer some suggestions.
【Key Words】Loose monetary policy；small and medium commercial banks；risk management
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