Applications of Economic Capital Management System in Risk Management of Commercial Bank

摘要：

U.S. financial crisis in 2008 made the deficiencies in risk management of new Basel Ⅱ exposed. In August 2008 the Basel Committee proposed in the economic capital model of practice that it will evolve the framework that assesses the banks economic capital into the Pillar 2 of Basel Ⅱ. China is introducing economic capital management system in accordance with the requirements of Basels new agreements. Industrial and Commercial Bank of China launches a comprehensive economic capital management system, it implements a system in which the Economic added value is the very key indicator, and develops an integrated system in product performance evaluation.

关键词： application risk management economic capital

作者: Wu Yanyan

作者单位: Finance and Statistics School,Jiangxi University of Finance and Economics,Nanchang, P.R.C

会议类型: 国际会议

会议名称: 2010 IEEE International Conference on Advanced Management Science(2010年IEEE高级管理科学国际会 IEEE ICAMS 2010)

会议地点: 成都

会议语种:英文

页码: 132-135

在线出版日期: 2010-07-09（万方平台首次上网日期，不代表论文的发表时间）