摘要：随着经济全球化的深入，世界各国经济联系更加密切，相互依存度不断提高，商业银行风险呈现易发性、联动性，而破坏性也越来越明显。美国2008年的金融危机不仅导致全球金融危机，更进一步冲击了实体经济，引发了全球范围内经济动荡。金融危机也波及到中国银行业经营环境的稳定，银行业的风险有所加剧。随着我国金融体制改革日益深化，向商业银行转化过程中，银行经营活动中的不确定性和不稳定性增加，风险日趋增大。本文首先对西方发达国家的风险预警系统进行研究分析，对比世界商业银行风险预警系统研究的先进水平，总结我国商业银行风险预警系统的现状与不足，并据此提出构建商业银行风险预警综合系统的若干原则，以指导综合系统的构建。在具体构建部分，将其分为系统性风险指标与非系统性风险指标，并提出完善我国商业银行风险预警系统的其他建议,以期提高我国商业银行的风险预警准确性与抗风险能力。
关键词：商业银行；风险预警；体系设计
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
