This thesis consists of five chapters : the first chapter introduces my writing background and purpose ; the second chapter mainly introduces the theory about credit risk management ; the third chapter manly talks about chinese commercial banks ’ present condition about credit risk management ; the fourth chapter gives the way to improve the credit risk management technology ; the last chapter has made an overview of the former chapters and made some suggestions 在论述的结构上,本文分为五章:第一章为前言,介绍了本文的研究背景和研究目的;第二章介绍现代信贷风险管理技术理论;第三章分析我国商业银行信贷风险管理技术的现状;第四章针对我国的现状提出具体的改进措施;第五章总结全文,提出改进建议。
Basel ii was finalized on june 26 , 2004 , and expected to be implemented by the end of 2006 . it is the materially development of international banking supervision frame and the best summary of the advanced technology in risk management that basel ii emphasize integrity and the sensitivity of capital risk management much more than basel capital accord 于2004年6月26日出台的巴塞尔新资本协议比老资本协议更强调资本风险管理的敏感性和全面性,这是国际银行监管框架的重大发展,是先进的风险管理技术的最佳总结。
The first section is the base of the whole thesis , including the conception of irr management , its procedure , and history . what " s more , it classifies irr and sum principles of its management ; the three kind techniques of irr management are the thread of the second section . it expounds different kinds of techniques , such as gap model , duration model , fras , future and option ; with the gap model and duration model , the third section use the balance sheet of our commercial banks to reveal the irr conditions of them ; on the basis of experiences of leading banks in the world , the paper puts forward several suggestions in the last section 第1部分介绍了商业银行利率风险管理的概念、过程，及其演进历史，同时对利率风险进行了分类，总结了商业银行利率风险管理的原则；文章的第2部分将现有的利率风险管理技术进行了归类，以利率风险表内管理技术，表外管理技术和综合管理技术为主线，分别介绍了早期的差额管理，搭配记账管理，以及现在十分流行的缺口管理和持久期管理，同时对远期利率，利率期货等表外技术，及证券化等综合管理技术作了简单的介绍。
Scale of securities corporation , is relatively small . risk management system is not healthy . risk control means hang before . risk control ability is not strong on the whole . chinese securities co . want to be a large scale and more stronger , it must gradually builds up and perfects scientific corporate governance structure applying all step , strengthens environment control , internal control system construction and management , sets up the condition and a balance system of internal control , keeps away business risk , perfects risk control system , adopts advanced risk management control means , boosts level of risk management , carry out whole risk policy 中国证券公司要做大做强，必须采取多种措施建立健全科学的公司治理结构，加强环境控制、内控制度建设和内控管理，建立内控管理制衡系统，切实防范经营风险；健全内部风险管理体系，采用先进的风险控制手段，提高风险管理水平，实行全面的风险管理；同时要借鉴国际投资银行的风险管理技术和经验，加强交流和沟通，并逐步与国际接轨；构筑强大的核心竞争力，夯实证券公司健康发展的坚强基石，将中国证券公司建设成为一个决策科学、运营规范、管理高效和持续、稳定、健康发展的证券公司。
Although liberalization of the interest rate is an evitable trend , due to long - term interest rate regulation , the interest rate alternation is under central bank ' s control , so commercial banks do n ' t need to initiatively adopt according interest rate management method through forecasting interest rate trend , with the result that our interest rate management remains at a low level both in theory and experience accumulation . besides , our banks only adopt gap management knowing little about west commercial banks " advanced interest rate management technology 虽然利率市场化是一个必然趋势，但由于长期的利率管制，利率变动由央行控制，我国商业银行不必通过对利率走势的预测来能动地采取利率风险管理方法，因此，我国商业银行的利率风险管理无论是在理论知识还是在经验积累上，都处于较低的水平，利率风险管理技术也仅仅停留在缺口管理上，对西方商业银行先进的利率风险管理技术更是知之甚少。
Seeing from the financial case occurring in the latest several years , the operational risks ’ s situation of domestic commercial banks is quite rigorous . so it is very important to build the perfect risk management ’ s structure and introduce into advanced technology of risk management 近几年来频频发生的金融大案告诫我们,国内商业银行的操作风险形势不容乐观,面对国内商业银行对操作风险相关知识知之甚少和管理水平相对低下的状况,如何尽快建立起完善的操作风险管理架构,如何引入先进的风险管理技术已成为国内银行业的当务之急。
The main clue of this paper is procedure of risk management . according to the features about risk evaluation process , common and practical methods and tools for risk identification , measurement , assessment and techniques are introduced ; with reference to relative knowledge , some new models and new methods within each step of risk evaluation process are raised ; these methods and models are illustrated with real project cases 论文以项目风险管理的工作程序为阐述的主线索，主要针对项目风险评估的过程，介绍了风险识别、风险估计、风险评价、风险管理技术的概念和常用方法与工具；综合了相关学科的知识，在风险评估过程的各个步骤中提出了新模型和新方法；结合具体案例介绍了风险评估方法的使用，并给出了风险评估方法在实际使用中的几种模式。
