论商业银行的风险及其防范
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摘要
20世纪80年代以来，随着世界经济一体化、金融全球化进程的加快，金融风险也在不断积累，相继发生了墨西哥金融危机、亚洲金融危机等，其中尤以亚洲金融危机对世界经济的影响最为严重。在亚洲金融危机中，大量的银行倒闭或被迫关闭。目前，我国正处在建立社会主义市场经济和金融体制转轨时期，商业银行的许多问题不断暴露出来。例如：不良贷款问题，社会信用体系的建立问题，现代商业银行法人治理结构的构建问题等等，所有这些问题的解决都是为了防范和化解商业银行的现实风险和潜在风险。商业银行的风险一旦发生，将直接影响到国民经济的稳定发展，影响到国家政局的稳定和社会的安定，影响到我国的国际声誉和形象，影响到商业银行员工和客户的切身利益，因此，商业银行的风险防范是一项长期的、经常性的工作，我们应该警钟长鸣，及时防范和化解风险。
本文的主要内容是研究商业银行的风险，风险的表现形式及原因，风险的危害及防范措施等。银行是高杠杆运行的，其风险主要表现为：资产和负债的不匹配造成的风险、资本金较低造成的风险、政府的过度介入、相应贷款的管制放松、软约束、委托代理以及宏观经济波动风险。分析其原因，主要包括：政府不合理的行政干预、社会信用环境的恶化和法制不健全、国家垄断信用制度和银行主导型的信用制度、信息不对称、商业银行的内部管理不规范人员素质偏低、金融监管不能适应市场经济的要求等等。商业银行的风险对经济发展和社会稳定有严重危害，必须加以防范和及时化解。
要防范商业银行的风险，首先，银监会必须加强监管，确保金融体系的安全，选择正确的宏观经济政策，商业银行要独立决策，中央银行制定合理的汇率和利率政策，加强商业银行的内部管理和控制，加强信贷管理，最重要的是要以人为本加强制度建设，建立健全激励约束机制，把风险消灭在萌芽状态。在风险管理过程中，要多借鉴发达国家银行先进的风险管理经验，建立全面风险管理制度。本文的主要创新点有以下两点：
一是第一次将人的风险作为商业银行的一种风险，与市场风险、信用风险、操作风险、法律风险、流动性风险相提并论，使商业银行的风险分类更加全面。
二是第一次提出以人为本防范商业银行风险，加强决策者的培训和教育，加
强经办人员的道德教育和法治教育。提高人员素质，才是防范商业银行风险的根
本。
Since 1980's,with the rapid process of the world economic integration and the financial globalization, financial risks have also added up continuously, in succession, Mexico and Asia financial risks had taken place accordingly, especially the Asia crises' affection is serious to the world economy. In the Asia crises, many banks were closed or went bankrupt. In the present, while our country is in the course of establishing the socialism market economy and the exchange of the financial structure, many problems for the commercial banks are disclosed continuously. For example, the problem of the bad loans, the problem of the social credit establishment, all these problems' solution is to protest and dissolve the commercial banks' risks and potential risks. Once the commercial bank risks happen, it will affect the stable development of the national economy, the stabilizing of our country and the society, the international credit and appearance of our country, the profits of the commercial banks' employees and cu
stomers. Therefore, the protest to the commercial banks' risks is a long way and constant tasks, we should be conscious it.
The chief contents of this article are to study the commercial banks' risks, its presentation forms and causes, its harm and protection ways. The bank is run by the high lever, its presentation includes: unmatched credits and debts, the excessive intervention of the government, the loose management of the credits, the loose control, trust and acting as agent. Its causes include: the illegal intervention of the government, the worse credit environment of our society and the imperfect law structure, the monopoly credit system in our country and the credit system which banks are predominant, disorder information, the abnormal inner management of the commercial bank, the low quality of the employees, and the unstable financial inspection with the market economy. The commercial banks' risks are very harmful to the economic development and the stable society. We must pay attention to it and take some measures to protect and dissolve them. First, the bank' inspection committee must enforce to keep
watch on the commercial banks and ensure the safety of the financial system, choose the right macroeconomics policy, the commercial banks should make decision freely, legal exchange rate and interest rate policy, enforcement of the inner management and control for the commercial banks, the enforcement of the credit management, especially the system construction of the people, establishing the inspirable and restrictive system, destroying the risks in the beginning. In the process of the risk management, we should teach experiences of the advanced countries' risk management and establish the overall risk management system.
The chief innovations in this article:
First, I classify the people's risk as a kind of the commercial banks' risks and make the classification of the commercial banks' risks perfectly.
Second, I put forward that the people are the base of the protection to the commercial banks' risks. We should pay great attention to the managers' education and training, the moral and law education. The good quality of the people in the commercial banks is the base of the protection to the commercial banks' risks.
本文的主要内容是研究商业银行的风险，风险的表现形式及原因，风险的危害及防范措施等。银行是高杠杆运行的，其风险主要表现为：资产和负债的不匹配造成的风险、资本金较低造成的风险、政府的过度介入、相应贷款的管制放松、软约束、委托代理以及宏观经济波动风险。分析其原因，主要包括：政府不合理的行政干预、社会信用环境的恶化和法制不健全、国家垄断信用制度和银行主导型的信用制度、信息不对称、商业银行的内部管理不规范人员素质偏低、金融监管不能适应市场经济的要求等等。商业银行的风险对经济发展和社会稳定有严重危害，必须加以防范和及时化解。
要防范商业银行的风险，首先，银监会必须加强监管，确保金融体系的安全，选择正确的宏观经济政策，商业银行要独立决策，中央银行制定合理的汇率和利率政策，加强商业银行的内部管理和控制，加强信贷管理，最重要的是要以人为本加强制度建设，建立健全激励约束机制，把风险消灭在萌芽状态。在风险管理过程中，要多借鉴发达国家银行先进的风险管理经验，建立全面风险管理制度。本文的主要创新点有以下两点：
一是第一次将人的风险作为商业银行的一种风险，与市场风险、信用风险、操作风险、法律风险、流动性风险相提并论，使商业银行的风险分类更加全面。
二是第一次提出以人为本防范商业银行风险，加强决策者的培训和教育，加
强经办人员的道德教育和法治教育。提高人员素质，才是防范商业银行风险的根
本。
Since 1980's,with the rapid process of the world economic integration and the financial globalization, financial risks have also added up continuously, in succession, Mexico and Asia financial risks had taken place accordingly, especially the Asia crises' affection is serious to the world economy. In the Asia crises, many banks were closed or went bankrupt. In the present, while our country is in the course of establishing the socialism market economy and the exchange of the financial structure, many problems for the commercial banks are disclosed continuously. For example, the problem of the bad loans, the problem of the social credit establishment, all these problems' solution is to protest and dissolve the commercial banks' risks and potential risks. Once the commercial bank risks happen, it will affect the stable development of the national economy, the stabilizing of our country and the society, the international credit and appearance of our country, the profits of the commercial banks' employees and cu
stomers. Therefore, the protest to the commercial banks' risks is a long way and constant tasks, we should be conscious it.
The chief contents of this article are to study the commercial banks' risks, its presentation forms and causes, its harm and protection ways. The bank is run by the high lever, its presentation includes: unmatched credits and debts, the excessive intervention of the government, the loose management of the credits, the loose control, trust and acting as agent. Its causes include: the illegal intervention of the government, the worse credit environment of our society and the imperfect law structure, the monopoly credit system in our country and the credit system which banks are predominant, disorder information, the abnormal inner management of the commercial bank, the low quality of the employees, and the unstable financial inspection with the market economy. The commercial banks' risks are very harmful to the economic development and the stable society. We must pay attention to it and take some measures to protect and dissolve them. First, the bank' inspection committee must enforce to keep
watch on the commercial banks and ensure the safety of the financial system, choose the right macroeconomics policy, the commercial banks should make decision freely, legal exchange rate and interest rate policy, enforcement of the inner management and control for the commercial banks, the enforcement of the credit management, especially the system construction of the people, establishing the inspirable and restrictive system, destroying the risks in the beginning. In the process of the risk management, we should teach experiences of the advanced countries' risk management and establish the overall risk management system.
The chief innovations in this article:
First, I classify the people's risk as a kind of the commercial banks' risks and make the classification of the commercial banks' risks perfectly.
Second, I put forward that the people are the base of the protection to the commercial banks' risks. We should pay great attention to the managers' education and training, the moral and law education. The good quality of the people in the commercial banks is the base of the protection to the commercial banks' risks.
引文
[1]陆前进《开放经济下宏观金融风险管理》，上海财经大学出版社，2003
[2]傅伟，胡风伟，《商业银行经营管理》，兰州大学出版社，1999
[3]吴慧强，《商业银行风险与防范》，广东经济出版社，2001
[4]黄宪《银行管理学》，武汉大学出版社，2001
[5]何自云，《商业银行的边界：经济功能与制度成本》，中国金融出版社，2003
[6]《福建金融》，2003年第08期
[7]何自云：《析银行脆弱性》，《金融时报》(理论版)1998年8月14日
[8]戴相龙：《参加WTO后中国的银行业》，2002年2月20日在香港总商会的演讲
[9]戴相龙：《促进国有商业银行改革的六大措施》，《长江日报》，2001年11月16日
[10]万后芬：《金融营销学》，中国金融出版社，2003
[11]邢天才：《商业银行经营管理》，东北财经大学出版社，2004
[12]张元萍：《金融衍生工具教程》，首都经贸大学出版社，2003
[13]胡冰星：《商业银行不良贷款的理论与实践》，复旦大学出版社，1999
[14]林后春、蒋三庚、成小洲等：《金融风险及其防范》，中国出版社，1999
[15]吴志民：《表外业务：发展与监控》，《金融研究》，1998年第2期
[16]杨子强：《金融风险控制与管理》，中国金融出版社，2001。
[17]《巴塞尔银行监管委员会文献汇编》，中国金融出版社，2002。
[18]杨利：《商业银行风险管理》，上海财经大学出版社，1998。
[19]郑先炳：《西方商业银行最新发展趋势》，中国金融出版社，2001。
[20]曾康霖：《商业银行经营管理研究》，西南财经大学出版社，2000。
[21]尼克·李森：《尼克·李森自转：我如何弄垮巴林银行》，中国经济出版社，1996。
[22]邓世敏：《我们的路》，中国商业出版社，2003
[23]Adams john A., Jr. 1997, Mexican Banking and Investment in Transition.
Greenwood Publishing Group, Inc.
[24] Agustin Carstens and Moises J. Schwartz, 1998, " Capital and the Financial Crisis in Mexico" ,Journal of Asian Economics(9)2.
[25] Andrew Berg. 1999, "The Asia Crisis: Causes, Police Responses, and Outcomes", IMF Working Paper 138.
[26] Charles A. E. Goodhart and Haizhou huang, 1999, "A model of the Lender of Last Resort", IMF Working Paper39.
[27] Agnes Belaisch, Laura Kodras, 2001, Euro-Area Banking at the Crossroads, International Fund Working Paper, http://www, imf. org.
[28] American Bankers Association, 2001, A Survey on the purposes of Savings, http://www, aba. org
[29] Bank for international Settlement, 2002, Public disclosure by Banks: Results of the 2000 Disclosure Survey, http://\www.bis, org.
[30] Federal Reserve System, 1997, Profits and Balance Sheet Development at U.S. Commercial Banks in 1996, Federal Reserve Bulletin, June 1997, http://www, federalreserve .gov.
[31] Felix Stalder, Gigicash: learning from failure, Wall Street Journal, November 11, 1998.
[32] Furman Jason and Joseph E. Stiglitz, 1998, "Economic Crisis: Evidence and insight from East Asia" , Brooking Paper on Economic Activity, 2.
[2]傅伟，胡风伟，《商业银行经营管理》，兰州大学出版社，1999
[3]吴慧强，《商业银行风险与防范》，广东经济出版社，2001
[4]黄宪《银行管理学》，武汉大学出版社，2001
[5]何自云，《商业银行的边界：经济功能与制度成本》，中国金融出版社，2003
[6]《福建金融》，2003年第08期
[7]何自云：《析银行脆弱性》，《金融时报》(理论版)1998年8月14日
[8]戴相龙：《参加WTO后中国的银行业》，2002年2月20日在香港总商会的演讲
[9]戴相龙：《促进国有商业银行改革的六大措施》，《长江日报》，2001年11月16日
[10]万后芬：《金融营销学》，中国金融出版社，2003
[11]邢天才：《商业银行经营管理》，东北财经大学出版社，2004
[12]张元萍：《金融衍生工具教程》，首都经贸大学出版社，2003
[13]胡冰星：《商业银行不良贷款的理论与实践》，复旦大学出版社，1999
[14]林后春、蒋三庚、成小洲等：《金融风险及其防范》，中国出版社，1999
[15]吴志民：《表外业务：发展与监控》，《金融研究》，1998年第2期
[16]杨子强：《金融风险控制与管理》，中国金融出版社，2001。
[17]《巴塞尔银行监管委员会文献汇编》，中国金融出版社，2002。
[18]杨利：《商业银行风险管理》，上海财经大学出版社，1998。
[19]郑先炳：《西方商业银行最新发展趋势》，中国金融出版社，2001。
[20]曾康霖：《商业银行经营管理研究》，西南财经大学出版社，2000。
[21]尼克·李森：《尼克·李森自转：我如何弄垮巴林银行》，中国经济出版社，1996。
[22]邓世敏：《我们的路》，中国商业出版社，2003
[23]Adams john A., Jr. 1997, Mexican Banking and Investment in Transition.
Greenwood Publishing Group, Inc.
[24] Agustin Carstens and Moises J. Schwartz, 1998, " Capital and the Financial Crisis in Mexico" ,Journal of Asian Economics(9)2.
[25] Andrew Berg. 1999, "The Asia Crisis: Causes, Police Responses, and Outcomes", IMF Working Paper 138.
[26] Charles A. E. Goodhart and Haizhou huang, 1999, "A model of the Lender of Last Resort", IMF Working Paper39.
[27] Agnes Belaisch, Laura Kodras, 2001, Euro-Area Banking at the Crossroads, International Fund Working Paper, http://www, imf. org.
[28] American Bankers Association, 2001, A Survey on the purposes of Savings, http://www, aba. org
[29] Bank for international Settlement, 2002, Public disclosure by Banks: Results of the 2000 Disclosure Survey, http://\www.bis, org.
[30] Federal Reserve System, 1997, Profits and Balance Sheet Development at U.S. Commercial Banks in 1996, Federal Reserve Bulletin, June 1997, http://www, federalreserve .gov.
[31] Felix Stalder, Gigicash: learning from failure, Wall Street Journal, November 11, 1998.
[32] Furman Jason and Joseph E. Stiglitz, 1998, "Economic Crisis: Evidence and insight from East Asia" , Brooking Paper on Economic Activity, 2.