澳洲论文：银行内部风险管理

澳洲论文：银行内部风险管理

通过对银行内部风险的衡量，后续的资本收费要求各银行准确反映真实的风险敞口。显然，这种方法与以往的监管实践有很大的不同，以往的监管实践既没有考虑到银行风险特征的差异，也没有考虑到适用于每家银行的一般监管标准的差异。这可以看作是监管实践的本质变化。这一变化需要作出很大的努力，才能成功地设计和实施。内部模型的方法与监督利益从风险度量的焦点转移到对整个风险管理的更清晰的综合评价上是一致的(Crouhy et al.， 2000)。在过去的许多年里，监督者更加注重银行的内部程序，以衡量风险，并确保各组织的风险状况有足够的流动性、资本和其他财政资源。

澳洲论文：银行内部风险管理
正如美联储(Federal Reserve)最近在一封监管信中承认的那样，监管机构需要评估银行资本充足率的内部分析是否与机构资本需求在风险衡量、识别、监控和评估方面有实际联系。由于模型是研究这类问题的自然方式，监管者和银行机构已经开始朝着这一方向努力(Crouhy et al.， 2000)。由于市场上的风险可以很容易地量化，并且可以进行分析，这也是这个模型可以应用的初始领域。因此，市场风险具有比相关风险更为成熟的度量方法。因此，需要这种操作上的影响。

澳洲论文：银行内部风险管理

Through using measurements of internal risk within banks, the subsequent charges of capital require having accurate individual banks reflection with regard to true exposures of risk. It is evidently noted that such approach is quite different from prior practice of regulation, which did not consider either the contrasts in bank risk features or applicable general standard of regulation to every bank. This can be considered an essential change in practice of regulation and supervision. The change needs to have much grave efforts for designing and implementing in a successful manner. The approach of internal models has consistency with the supervisory interest shift from a risk measurement focus to a much clearer evaluation comprehensively of the risk management overall (Crouhy et al., 2000). Over the previous many years, more focus has been placed by supervisors over internal processes of banks to measure risks and to ensure liquidity, capital and other resources of finances are enough with regard to the risk profiles of organizations.

澳洲论文：银行内部风险管理
As acknowledged in a recent supervisory letter by Federal Reserve, supervisors required evaluating whether internal analysis of capital adequacy in a bank is connected meaningfully with institutional capital needs with regard to risk measurement, identifying, monitoring and evaluating. As models are natural ways of examining such issues, supervisors and also the banking institutions have taken to move towards such a direction (Crouhy et al., 2000). As risk in the market is quantified readily and its analysis can be done, this was also the initial area wherein this modelling could be put into position. Market risk, hence has measures which are presently much developed than the related risks. And therefore, such operational implications are required.