第1章 风险管理基础
第1节 风险与风险管理 ·············································································································· 1
考点1 风险、收益与损失 ························································································································ 1
考点2 风险管理与商业银行经营 ············································································································ 2
考点3 商业银行风险管理的发展 ············································································································ 3
第2节 商业银行风险的主要类别 ······························································································· 4
考点4 八类商业银行风险 ························································································································ 4
第3节 商业银行风险管理的主要策略 ························································································ 8
考点5 五种商业银行风险管理的策略 ···································································································· 8
第4节 商业银行风险与资本 ···································································································· 11
考点6 资本的定义、作用 ······················································································································ 11
考点7 监管资本与资本充足率要求 ······································································································ 11
第5节 风险管理的数理基础 ···································································································· 14
考点8 收益的计量 ·································································································································· 14
考点9 常用的概率统计知识 ·················································································································· 14
考点10 投资组合分散风险的原理 ········································································································ 15
第6节 同步强化训练 ··············································································································· 16
第2章 商业银行风险管理基本架构
第1节 商业银行风险管理环境 ································································································· 33
考点1 商业银行公司治理 ······················································································································ 33
考点2 商业银行内部控制 ······················································································································ 34
考点3 商业银行风险文化 ······················································································································ 35
考点4 商业银行管理战略 ······················································································································ 35
考点5 风险偏好 ······································································································································ 36
第2节 商业银行风险管理组织 ································································································· 36
考点6 风险管理组织机构 ······················································································································ 36
第3节 商业银行风险管理流程 ································································································· 37
考点7 风险管理的四个步骤 ·················································································································· 37
目录
VI 风险管理讲义·真题·预测全攻略
第4节 商业银行风险管理信息系统 ·························································································· 39
考点8 风险管理信息系统 ······················································································································ 39
第5节 同步强化训练 ··············································································································· 40
第3章 信用风险管理
第1节 信用风险识别 ··············································································································· 51
考点1 单一法人客户信用风险识别 ······································································································ 51
考点2 集团法人客户信用风险识别 ······································································································ 53
考点3 个人客户信用风险识别 ·············································································································· 54
考点4 贷款组合的信用风险识别 ·········································································································· 54
第2节 信用风险计量 ··············································································································· 56
考点5 风险暴露分类 ······························································································································ 56
考点6 客户评级 ······································································································································ 57
考点7 债项评级 ······································································································································ 59
考点8 信用风险组合的计量 ·················································································································· 61
第3节 信用风险监测与报告 ··································································································· 62
考点9 信用风险监测 ······························································································································ 62
第4节 信用风险控制 ··············································································································· 68
考点10 限额管理 ···································································································································· 68
考点11 信用风险缓释 ···························································································································· 71
考点12 信用风险的关键业务流程/环节控制 ······················································································· 72
考点13 资产证券化与信用衍生产品 ···································································································· 74
第5节 信用风险资本计量 ········································································································ 75
考点14 信用风险资本计量方法 ············································································································ 75
第6节 同步强化训练 ··············································································································· 76
第4章 市场风险管理
第1节 市场风险识别 ··············································································································· 97
考点1 市场风险特征与分类 ·················································································································· 97
考点2 主要交易产品及其风险特征 ······································································································ 99
考点3 账户划分 ····································································································································101
第2节 市场风险计量 ············································································································· 102
考点4 基本概念 ····································································································································102
考点5 市场风险计量方法 ····················································································································106
第3节 市场风险监测与控制 ·································································································· 109
考点6 市场风险管理总体要求 ············································································································109
目 录 VII
考点7 市场风险监测与报告 ················································································································109
考点8 市场风险控制 ····························································································································110
考点9 银行账户利率风险管理 ············································································································110
第4节 市场风险资本计量方法 ······························································································· 112
考点10 市场风险资本计量的内容 ······································································································112
考点11 经济资本配置和经风险调整的绩效评估 ··············································································114
第5节 交易对手信用风险 ······································································································ 115
考点12 交易对手信用风险的定义和计量范围 ··················································································115
第6节 同步强化训练 ············································································································· 116
第5章 操作风险管理
第1节 操作风险概述 ············································································································· 129
考点1 操作风险的定义与特点 ············································································································129
第2节 操作风险评估 ············································································································· 133
考点2 操作风险评估的内容 ················································································································133
第3节 操作风险控制 ············································································································· 134
考点3 操作风险控制的内容 ················································································································134
第4节 操作风险监测与报告 ·································································································· 139
考点4 操作风险监测与报告的内容 ····································································································139
第5节 操作风险资本计量 ······································································································ 140
考点5 操作风险资本计量方法 ············································································································140
第6节 同步强化训练 ············································································································· 142
第6章 流动性风险管理
第1节 流动性风险识别 ·········································································································· 155
考点1 资产负债期限结构 ····················································································································155
考点2 资产负债币种结构 ····················································································································156
考点3 资产负债分布结构 ····················································································································156
第2节 流动性风险评估 ·········································································································· 157
考点4 流动性比率/指标法 ···················································································································157
考点5 现金流分析法 ····························································································································158
考点6 其他流动性评估方法 ················································································································158
第3节 流动性风险监测与控制 ······························································································ 159
考点7 流动性风险预警 ························································································································159
考点8 压力测试 ····································································································································160
考点9 情景分析 ····································································································································160
VIII 风险管理讲义·真题·预测全攻略
考点10 流动性风险管理方法 ··············································································································161
第4节 同步强化训练 ············································································································· 162
第7章 其他风险管理
第1节 国别风险管理 ············································································································ 177
考点1 国别风险管理的概念 ················································································································177
考点2 国别风险管理的基本做法 ········································································································177
第2节 声誉风险管理 ············································································································· 178
考点3 声誉风险的概念 ························································································································178
考点4 声誉风险管理的基本做法 ········································································································179
考点5 声誉危机管理规划 ····················································································································179
第3节 战略风险管理 ············································································································ 180
考点6 战略风险管理的概念 ················································································································180
考点7 战略风险管理的基本做法 ········································································································180
第4节 同步强化训练 ············································································································· 182
第8章 风险评估与资本评估
第1节 风险评估 ···················································································································· 192
考点1 风险评估的内容 ························································································································192
第2节 压力测试 ···················································································································· 193
考点2 压力测试的内容 ························································································································193
第3节 资本评估 ···················································································································· 193
考点3 资本定义、功能与分类 ············································································································193
考点4 资本规划的主要内容及频率 ····································································································194
第4节 内部资本充足评估报告 ······························································································· 194
考点5 内部资本充足评估报告的内容 ································································································194
第5节 同步强化训练 ············································································································· 195
第9章 银行监管与市场约束
第1节 银行监管 ···················································································································· 198
考点1 银行监管 ····································································································································198
第2节 市场约束 ···················································································································· 204
考点2 市场约束 ····································································································································204
考点3 信息披露 ····································································································································205
考点4 外部审计 ····································································································································206
第3节 同步强化训练 ············································································································· 207
