摘要：隨著經(jīng)濟(jì)全球化的深入，世界各國經(jīng)濟(jì)聯(lián)系更加密切，相互依存度不斷提高，商業(yè)銀行風(fēng)險(xiǎn)呈現(xiàn)易發(fā)性、聯(lián)動(dòng)性，而破壞性也越來越明顯。美國2008年的金融危機(jī)不僅導(dǎo)致全球金融危機(jī)，更進(jìn)一步?jīng)_擊了實(shí)體經(jīng)濟(jì)，引發(fā)了全球范圍內(nèi)經(jīng)濟(jì)動(dòng)蕩。金融危機(jī)也波及到中國銀行業(yè)經(jīng)營環(huán)境的穩(wěn)定，銀行業(yè)的風(fēng)險(xiǎn)有所加劇。隨著我國金融體制改革日益深化，向商業(yè)銀行轉(zhuǎn)化過程中，銀行經(jīng)營活動(dòng)中的不確定性和不穩(wěn)定性增加，風(fēng)險(xiǎn)日趨增大。本文首先對(duì)西方發(fā)達(dá)國家的風(fēng)險(xiǎn)預(yù)警系統(tǒng)進(jìn)行研究分析，對(duì)比世界商業(yè)銀行風(fēng)險(xiǎn)預(yù)警系統(tǒng)研究的先進(jìn)水平，總結(jié)我國商業(yè)銀行風(fēng)險(xiǎn)預(yù)警系統(tǒng)的現(xiàn)狀與不足，并據(jù)此提出構(gòu)建商業(yè)銀行風(fēng)險(xiǎn)預(yù)警綜合系統(tǒng)的若干原則，以指導(dǎo)綜合系統(tǒng)的構(gòu)建。在具體構(gòu)建部分，將其分為系統(tǒng)性風(fēng)險(xiǎn)指標(biāo)與非系統(tǒng)性風(fēng)險(xiǎn)指標(biāo)，并提出完善我國商業(yè)銀行風(fēng)險(xiǎn)預(yù)警系統(tǒng)的其他建議,以期提高我國商業(yè)銀行的風(fēng)險(xiǎn)預(yù)警準(zhǔn)確性與抗風(fēng)險(xiǎn)能力。

關(guān)鍵詞：商業(yè)銀行；風(fēng)險(xiǎn)預(yù)警；體系設(shè)計(jì)

ABSTRACT：As a result of growing economic globalization, countries around the world have become more closely connected and mutually dependent. At the same time, the risks of commercial banks are higher and more harmful, and the financial system is more vulnerable. Therefore, the financial crisis started in America since 2008 not only led to global financial crisis, but also had a great impact on the real economy, thus caused the economic turmoil around the world. The crisis also affected the stability of China’s bank system. With the deepening of financial revolution, China’s bank system will be confronted with more risks and instabilities because of the ongoing transformation. All these uncertainties are posing a great threat to the healthy development of China’s bank system. By researching and analyzing the risk early-warning models of commercial banks in the developed countries as well as the current situation and shortcomings of domestic models in contrast with the world advanced models, this study tries to come up with some suggestions on the design of a comprehensive risk early-warning model for commercial banks, which may helped to improve the domestic banks’ anti-risk abilities and the accuracy of risk early-warning. This paper summarizes some principles for the construction of risk early-warning models, which are adapted to current situation of China’s commercial bank system. As for the construction, this paper divides the risks into systematic risks and non-systematic risks, and researches the necessity and importance of the chosen indexes. In order to conduct effective and efficient risk early-warning, this paper also gives some other advices on the operation of commercial banks.

Key Words: commercial banks; risk early-warning