文档介绍：华中科技大学
硕士学位论文
次贷危机背景下我国商业银行风险管理体系研究
姓名:吴园园
申请学位级别:硕士
专业:世界经济
指导教师:刘海云
20090501
摘要
2007 年 7 月以来,美国的次级债风波愈演愈烈,已经演变成为一场波及全球的
金融危机。这场风波首先发端于美国次级住房抵押贷款出现大规模违约,进而引发
以其为基础的证券化产品收益大幅下降,价格急剧下滑,投资者遭受了巨大损失。
次级债风波的影响之大,持续时间之长超出了市场预期,恐慌的情绪逐渐在资本市
场蔓延,投资者信心受到严重打击,投资意愿下降,市场抛压沉重,流动性迅速紧
缩。资本市场受到了严重创伤,实体经济也受到了严重的影响,作为世界经济体的
重要成员中国很难独身其外,尤其是商业银行业在此次危机中首当其冲。因此我们
必须从中吸取教训,切实提高风险管理能力,探索出适合我国国情的商业银行风险
管理理论。
本文沿着商业银行风险管理理论的发展脉络,阐述了各个阶段的风险管理论,
重点阐述了全面风险管理理论,并以此理论为基础提出后文的政策建议。接着从风
险管理意识、风险管理体系、风险管理方法等方面重点结合全面风险管理体系剖析
我国商业银行存在的问题,在详细阐述了美国次贷危机产生的原因以及其产生对商
业银行所带来的影响之后,提出了完善我国商业银行全面风险管理体系的建议。本
文认为应当以八大要素为基础,从文化、政治和经济方面着手,来完善我国商业银
行的全面风险管理体系。经济是基础,文化与政治是辅助手段,通过这三个方面的
协调整合来提高我国商业银行的风险抵抗能力,提高员工的风险管理意识,从而使
我国商业银行能够尽早走出国门,跻身于世界顶级商业银行的行列当中。

关键词:次贷危机商业银行风险管理
I
Abstract
Since July 2007, the Subordinated Debt crisis in the United States was intensified,
which has evolved into a global financial crisis. This storm began in the . subprime
mortgage-backed large-scale breach of contract, investors have suffered enormous losses.
The impact of subordinated Debt storm sustained longer than the market expected, the
mood of panic in the capital market gradually spread, dealt a serious blow to the
confidence of investors, investment declined, and the market liquidity rapidly tightened.
Both the capital markets and the real economy have been severely affected. As an
important partner of the world economy, China was affected too, especially in the
commercial banking sector. Therefore, we must draw lessons from it, and effectively
improve the risk management capabilities, explore the theory of risk management of
commercial banks which is suitable for China's national conditions.
The paper elaborated the various stages of risk management mercial bank,
especially focusing on prehensive risk management theory, and after the text of the
policies was based on this theory. Then objective analyzed the problems of China's
commercial banks, after elabo