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论文编号：	12910
作者编号：	2320170297
上传时间：	2021/12/13 22:11:42
中文题目：	ZX银行资本充足性管理研究
英文题目：	Research on the Capital Adequacy Management of ZX Bank
指导老师：	王曼舒副教授
中文关键字：	资本充足性管理；资本充足率；资本；风险加权资产
英文关键字：	Capital adequacy management；Capital adequacy ratio；Capital； Risk-weighted assets
中文摘要：	商业银行资本管理中的核心内容就是资本充足性管理。在巴塞尔协议的多次改革和推进的过程中，已经将资本充足率作为对商业银行的有效监管的核心工具。在我国陆续出台的相关管理办法中，结合中国国情进行制定的监管政策，也是对资本充足率进行了明确的监管要求。资本充足率是资本充足性的衡量指标。纵观国内外商业银行的发展史，每一次金融危机浪潮的冲击下，有些商业银行覆灭在浪潮中沉船海底；而另一些商业银行乘风破浪驶向前方。过去的一年，因受新冠疫情的影响，对各行各业乃至未来都产生了很大的不确定性影响。在复杂多变的形式下，商业银行要保持持续稳定的发展，就要平衡收益与风险，这也是对于资本充足性管理的意义。 本文选取的研究对象是我国股份制银行中较早成立的ZX银行，该银行于2007上市。商业银行的资本充足性管理的核心内容就是围绕着资本充足率开展的，根据资本充足率的计算公式即资本与风险加权资产的比值。本文在已有相关理论和研究的基础上，从ZX银行现阶段的资本充足率相关数据出发，在进行业内的对比和自身情况分析得出其资本充足率水平需要进行提升。然后分别就资本和加权风险资产方面的数据、管理现状分析其存在的问题有：在资本方面，内源资本占比过高，核心一级资本占比低、资本补充渠道缺乏创新；在风险加权资产方面，风险资产配置不合理，非利息收入占比低。 针对以上发现的问题，结合ZX银行的实际情况，以及国内外银行的经验，在符合监管政策及法律法规的条件下，提出以下的措施：第一，丰富资本补充渠道，分析每种融资的方式的优劣性，讨论进行该融资方式的必要性。第二，进行更加主动的资本管理，积极寻求提升管理措施，加大科技赋能等。第三，合理配置资产，高风险权重资产向低风险权重资产倾斜，控制不良贷款率。第四，大力推进资产证券化，盘活资产提升资金使用效率。最后，调整收入结构，增加非利息业务。
英文摘要：	The core content of commercial bank capital management is capital adequacy management. In the course of many reforms and advancements of the Basel Accord, the capital adequacy ratio has been used as a core tool for effective supervision of commercial banks. Among the relevant management measures that my country has successively promulgated, the regulatory policies formulated in accordance with China's national conditions also have clear regulatory requirements for capital adequacy. Throughout the history of the development of domestic and foreign commercial banks, under the impact of every financial wave, some commercial banks were destroyed in the wave and sunk on the bottom of the sea; while other commercial banks braved the wind and waves to move forward. In the past year, due to the impact of the new crown epidemic, various industries and even the future have had a great impact on uncertainty. Under the complex and changeable situation, commercial banks must maintain sustained and stable development and balance their returns. And risk, this is also the meaning of capital adequacy management. The research object selected in this article is ZX Bank, which was established earlier in my country's joint-stock banks, and went public in 2007. The core content of the capital adequacy management of commercial banks is carried out around the capital adequacy ratio. According to the calculation formula of the capital adequacy ratio, it is the ratio of capital to risk-weighted assets. Based on the existing relevant theories and research, this article starts from the current capital adequacy ratio data of ZX Bank, and compares the industry and analyzes its own situation, and concludes that its capital adequacy ratio needs to be improved. Then analyze the data and management status of capital and risk-weighted assets separately. The problems in these two aspects are: in terms of capital, the proportion of endogenous capital is too high, the proportion of core tier 1 capital is low, and the capital replenishment channels lack innovation; In terms of risk-weighted assets, the allocation of risky assets is unreasonable, and the proportion of non-interest income is low. In response to the problems identified above, combined with the actual situation of ZX Bank and the experience of domestic and foreign banks, the following measures are proposed under the conditions of compliance with regulatory policies and laws and regulations: First, enrich capital supplement channels and analyze each financing method The pros and cons of the financing, discuss the necessity of this financing method. Second, conduct more proactive capital adequacy ratio management, actively seek to improve management measures, and increase technological empowerment. Third, allocate assets rationally. High-risk weighted assets will tilt low-risk weighted assets to control the non-performing loan rate. Fourth, vigorously promote asset securitization, revitalize assets and improve the efficiency of capital use. Finally, adjust the income structure and increase non-interest business.
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