投资组合方法与银行全面风险管理

全面风险管理要求银行从整体资产的角度来计量和管理风险,投资组合是其最为核心的理念。投资组合理论的基本理念是通过分散化投资降低组合的风险,对银行而言,其主要内容包括:风险计量、绩效评估、资本配置、产品定价等。中国银行要实行全面风险管理,应充分发挥“后发优势”,以全面风险管理思想为基础,并结合国内银行业现状,在高级人才培养、数据收集、理论方法以及制度创新等方面不断努力。

Portfolio Method and Total Risk Management of Bank

Total risk management with the portfolio theory as its core demands that banks should measure and manage risks from the whole asset profile.The main idea of the portfolio theory is that risks of portfolio can be reduced by scattered investment,and as far as the bank is concerned,this theory mainly includes risk measurement, performance evaluation,capital allocation,pricing and so on.Based on the concept of total risk management and conforming to the current conditions of banks in China,this article proposes that the latecomer advantage of banks in China should be fully exploited and great efforts should be made to train advanced-level talents,collect data,and create new theoretical methods and institutions.