Dissertation > Excellent graduate degree dissertation topics show

Research on Evaluation of Risks for Commercial Bank of China

Author: LiFangYan
Tutor: WuChengSong
School: Anhui University
Course: Technology Economics and Management
Keywords: Risk assessment Commercial banks Entropy method
CLC: F832.33
Type: Master's thesis
Year: 2014
Downloads: 17
Quote: 0
Read: Download Dissertation

Abstract


Risk identification and disposal of commercial banks are the main contents of the financial industry regulation. How to establish a scientific and effective system method which distinguishes the commercial bank risk and gives assessment, in order to take timely and effective measures to prevent and mitigate risk, minimize the loss caused by the banks risk, That is currently an important research topic in academia and regulatory authorities. Improving the financial regulatory mechanisms and promoting a healthy bank operation is of great theoretical and practical significance.This article aims to set up evaluation index system of the risk of domestic commercial banks and provide financial risk evaluation methods for the regulatory authorities and the corresponding precautionary decision support. The article first studies the status of the evaluation of domestic and foreign banks, explores advanced evaluation index system in foreign banks, which provide a theoretical basis of evaluation index system for commercial banks. Secondly, based on the evaluation index system research, combined with the actual situation of domestic commercial banks, builds up a complete scientific evaluation index system that uses AHP to determine the weights of level indicators and the entropy method to determine the weight of secondary indicators, establishes risk prediction model combined with financial existing standards of regulatory authorities. Finally, selects data of the year of2012Commercial Bank of China and the Guangdong Development Bank, analyzes their risk profile by using risk prediction model and verifies the evaluation index system.Based on the actual needs of the domestic commercial banks, this article builds preliminary full evaluation index system and achieves the related functions of evaluation index system, provides the theories and system support for the domestic commercial bank risk regulatory decision.This article includes the following contents.The first chapter is introduction. It introduces the research background and significance, reviews study of risk assessment abroad, gives the overall structure of the paper and the main content and innovation and satisfactory of research papers.The second chapter discusses the theoretical basis of risk assessment of commercial banks. This chapter explains the basic meanings of bank risk, bank risk species, and an overview of the risk assessment, methods of bank risk assessment and function of risk assessment.The third chapter is to build a index system of monitoring risk of commercial banks. For the purpose of monitoring the operation of commercial banks and existing problems of current monitoring indicators, according to management practices of the commercial banks operational risk, the use of comparative analysis and screening method, this construct index system which can accurately monitoring operation of commercial banks from perspective of institutional and operational risk. Index system of commercial banks is divided into four parts, including capital adequacy indicators, credit risk indicators, asset quality indicators, operational risk indicators.Chapter four is about empirical analysis of commercial banks risk assessment. Utilization of the analytic hierarchy process and entropy analysis, risk evaluation system which accurately determines the status of commercial banks is established. Based on commercial bank running practices, combined with industry standards, the use of objective evaluation and subjective judgment method, the right risk monitoring indicators of heavy and standard values is determined; analytic hierarchy process is to determine the weight of classification index; entropy method is to determine the specific individual index weights. The model is to determine the risk status values of classification indicators and integrated indicators for synthetic operation in practical application, then based on the risk status value,.the level of police intelligence to run the risk of commercial banks is divided.The fifth chapter is of the use of risk evaluation system. Selecting the index data from16domestic commercial banks, the monitoring data collected from the commercial banks is inputted to risk evaluation system, then calculates the value of the bank’s risk status, corresponding to different levels of operational risk of commercial banks.

Related Dissertations

  1. Health Risk Assessment of a Brownfield Contaminated by Volatile Chlorinated Hydrocarbons and Study on Screening of Remediation Technique,X820.4
  2. Health-based and Ecological Risk Assessment of Contaminated Sites,X820.4
  3. The Prediction of Potential Suitable Distributions and Risk Assessment of the Alien Invasive Plant Flaveria Bidentis(L.) in China,S451
  4. Biotypes of Bemisia Tabaci and Resistance Risk Assessment on B Biotype to Pyriproxyfen in XinJiang,S433
  5. The Workout of Atmospheric Environmental Risk Prediction Software,TP311.52
  6. The Heavy Metals Distribution Characteristics and Risky Evaluations of Farmland Soils-Crops Around Different Types of Chemical Industrial Park,X833
  7. The Research and Construction of Ecological Risk Assessment and Warning Manage System in Typical Oilfield,X826
  8. Research of Contaminated Site Investigation and Assessment Information System for Soil,X825
  9. Risk Assessment & Spatial Distribution of Soil Nutrients and Heavy Metal in Fenhe Reservoir Surrounding,S158
  10. Xinzhou Naoyang Event Risk Management,G852.9
  11. Students' Survival Training risk management theory and empirical research,G807.4
  12. Offshore oil platform construction phase Operational Risk Management Research,F426.22
  13. Chemical Industrial Park Environmental Risk Management Technology Source,X327
  14. Research on Risk Evalution of Coal Enterprises’ Diversified Management,F426.21
  15. JS Bank Operation Risk Management Research,F832.2
  16. The Study of Accounting Information System Risk Assessment Based on COBIT and COSO Report,F232
  17. Commercial banks' risk management competency model optimization,F832.2;F224
  18. Study on Risk Identification and Evaluation of Manufacturing Green Products R & D,F205;F224
  19. Corporate governance structure of listed commercial banks in China to study of the effectiveness of internal control,F830.42
  20. A Study on Risk-oriented Internal Audit Control Evaluation System of Commercial Banks in China,F239.45
  21. Mine shaft hoisting system security risk assessment study,TD53

CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial organizations, banks > Commercial banks ( specialized banks )
© 2012 www.DissertationTopic.Net  Mobile