商业银行市场风险管理

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2025服贸会|创新强化监管协同,北京金融监管局一级巡视员逯剑谈银行风险管理
Bei Jing Shang Bao· 2025-09-11 14:03
9月10日,在2025年服贸会金融服务专题"服贸聚力·智汇助航"汇率风险管理专场发布会上,国家金融监督管理总局北京监管局一级巡视员逯剑表示,当前影 响全球稳定的因素增多,对金融机构和企业资产安全带来挑战,商业银行亟待提高市场风险管理能力。 其次是完善计量体系,提升精细化管理水平。逯剑进一步解释道,《办法》将市场风险明确限定在利率、汇率、股票价格和商品价格的不利变动导致银行表 内外业务发生损失的风险上,强调了计量的重要性,商业银行要持续提升市场风险计量能力,选择适当的风险计量工具和方法,不断完善系统建设,夯实数 据基础,提高风险估值质量和风险对冲管理综合能力,保证风险管理的有效性和精准度。 接着是加大资源投入,提升专业化管理能力。逯剑认为,现阶段银行要加大对市场风险管理团队的建设,一方面要丰富交易经验,提升复杂金融产品和国际 金融市场交易规则的风险认知和把控能力;另一方面要将管理流程、模型开发、系统建设、数据应用、交易规则与市场风险产品深度融合,防范信用风险、 流动性风险、操作风险对市场风险的传染、扩散以及放大的影响,增强市场风险专业化管理的深度和广度。 2025年6月20日,国家金融监督管理总局发布了《商业银 ...
创新强化监管协同,北京金融监管局一级巡视员逯剑谈银行风险管理
Bei Jing Shang Bao· 2025-09-11 14:03
北京商报讯(记者廖蒙)9月10日—14日,2025年服贸会在北京首钢园举行。以"数智驱动开放共赢"为主题的金融服务专题是本次服贸会九大专题之一。 9月10日,在2025年服贸会金融服务专题"服贸聚力.智汇助航"汇率风险管理专场发布会上,国家金融监督管理总局北京监管局一级巡视员逯剑表示,当前影 响全球稳定的因素增多,对金融机构和企业资产安全带来挑战,商业银行亟待提高市场风险管理能力。 2025年6月20日,国家金融监督管理总局发布了《商业银行市场风险管理办法》(以下简称《办法》),《办法》共五章四十三条,在明确市场风险定义、完 善市场风险治理架构、细化市场风险管理要求等方面作出规定。"与20年前的《商业银行市场风险管理指引》相比,《办法》旨在通过强化监管政策协同和 提升精细化管理水平,系统性增强商业银行抵御市场波动的韧性。"逯剑指出。 会上,围绕银行提升市场风险管理能力,逯剑提出四项建议。逯剑指出,首先是落实主体责任,提升市场风险管理意识。当前,各类主体参与国内外金融市 场业务的深度和广度不断拓展,金融产品市场风险对各交易主体的稳健经营产生较大影响。银行更要充分认识到风险管理的重要性,以审慎性、全面性、匹 配性 ...
金融监管总局发布 《商业银行市场风险管理办法》
Jin Rong Shi Bao· 2025-08-08 07:57
Core Viewpoint - The Financial Regulatory Bureau has revised the "Guidelines for Market Risk Management of Commercial Banks" to enhance capital supervision and standardize business operations, thereby improving market risk management levels in commercial banks [1] Summary by Sections Market Risk Definition - The revised regulations clarify the definition of market risk and specify the applicable scope, excluding interest rate risk related to bank balance sheets, while strengthening alignment with other regulatory frameworks [1] Governance Structure - The regulations emphasize the need for a robust market risk governance structure, clearly defining the responsibilities of the board of directors, supervisory board, and senior management, and highlighting the importance of market risk management at the consolidated group level [1] Risk Management Requirements - The regulations detail comprehensive market risk management requirements, including risk identification, measurement, monitoring, control, and reporting. They also refine internal model definitions and management, as well as stress testing requirements, aligning with current market risk measurement frameworks and practices [1] Implementation Guidance - The Financial Regulatory Bureau will enhance supervision and guidance to ensure the effective implementation of the new regulations, aiming to improve the market risk management capabilities of banks [1]
防绩效考核过于注重短期收益!商业银行市场风险管理新政来了
Nan Fang Du Shi Bao· 2025-06-21 02:53
Core Viewpoint - The National Financial Supervision Administration has revised the "Guidelines for Market Risk Management of Commercial Banks" to enhance capital regulation and improve market risk management levels in commercial banks, effective immediately upon issuance [2]. Group 1: Definition and Scope of Market Risk - The new "Measures" redefine market risk, excluding interest rate risk related to bank books, which is now treated separately [2][3]. - The previous guidelines, in effect for over 20 years, required updates to align with evolving banking practices and the implementation of the "Capital Management Measures" [2]. Group 2: Management and Governance Structure - The "Measures" emphasize the need for a clear governance structure for market risk management, outlining the responsibilities of the board, supervisory board, and senior management [3]. - It is highlighted that the business functions of commercial banks should remain independent from market risk management functions to avoid potential conflicts of interest [4]. Group 3: Compensation and Incentives - The "Measures" stipulate that the compensation of market risk management personnel should not be linked to direct operating profits, preventing incentives for excessive risk-taking [5]. - The board and senior management are advised to avoid compensation structures that encourage short-term profit focus at the expense of long-term risk considerations [5]. Group 4: Risk Management Requirements - The "Measures" detail comprehensive requirements for market risk management, including risk identification, measurement, monitoring, control, and reporting [5]. - There is a call for improved internal model definitions, model management, and stress testing to align with current market risk measurement frameworks and practices [5].
金融监督管理总局:商业银行应当对交易账簿工具每日进行市值重估
news flash· 2025-06-20 10:58
Core Viewpoint - The Financial Supervision and Administration Bureau has issued guidelines requiring commercial banks to perform daily market value re-evaluations of trading book instruments [1] Group 1: Regulatory Requirements - Commercial banks are mandated to conduct daily market value re-evaluations of their trading book instruments [1] - The re-evaluation process must be managed by departments independent from the business operations, such as risk management or financial accounting [1] - Pricing factors used for market value re-evaluation should be sourced from channels independent of the business operations or verified independently [1]
国家金融监督管理总局印发《商业银行市场风险管理办法》
news flash· 2025-06-20 10:52
Core Viewpoint - The National Financial Supervision Administration has issued the "Market Risk Management Measures for Commercial Banks," emphasizing the importance of market risk as a primary risk faced by commercial banks and the board's ultimate responsibility for managing it [1] Group 1 - The board of directors of commercial banks must recognize market risk as one of the main risks [1] - The board is responsible for ensuring the establishment of a risk culture that aligns with market risk management requirements [1] - Commercial banks are required to effectively identify, measure, monitor, and control the market risks associated with their business operations [1]