巴克莱银行理财风险管理研究

吴 涛，张 月（厦门大学 王亚南经济研究院，福建 厦门 361005）



巴克莱银行理财风险管理研究

吴 涛，张 月（厦门大学 王亚南经济研究院，福建 厦门 361005）

摘要：2012年七月，巴克莱银行承认操纵Libor利率，同意支付约1.62美元十亿罚款向美国和英国金融监管机构在金融危机期间。巴克莱Libor操纵丑闻暴露了Libor利率形成机制的内在缺陷。由于缺乏公开，透明的信息披露制度和财务的有效监督M，巴克莱银行操纵LIBOR丑闻是在早上和晚上只有一件事。本文分析了巴克莱Libor操纵丑闻，通过盈利能力分析的数据和风险分析指标，找出在巴克莱银行风险管理存在的问题。描述了宏观环境、内部环境和市场竞争力，提出了改善的措施arclays银行风险管理。

关键词：巴克莱银行；风险管理；病虫害；SWOT分析

一、Introduction（简介）

The Barclays Bank is one of the England’s leading financial institutes servicing globally. It has operations in almost 60 countries with 45,000,000 customers worldwide.Under the command of its current CEO John Valery the company is progressing towards further growth and success.All this was the result of its ability to apply the right strategic planning at the right times and plus its human resources.Barclays is a provider of lending, investments and saving schemes. Its operations include current accounts, insurances, mortgages, savings accounts, loan provision, and business banking products. Organizational structure.IB&IM is further sub-divided into three main operating units; Barclays Capital, Barclays Corporate and Barclays Wealth.

二、Literature review（文献评论）

1、The determination of basic principles of risk management

1、风险管理基本原则的确定

Generally speaking, the financial institutions of the board of directors according to the first of its own market positioning to determine the basic ideas and principles of risk management, and risk management committee and the corresponding risk management departments give actively implemented. We can briefly compare the company's risk management principles like Merrill Lynchand Morgan.

（1）Risk management principles in Merrill Lynch

（2）Risk management principles in Morgan

2、The types of main risk

2、主要风险类型

（1）market risk

（1）市场风险

The bankruptcy of the orange county highlight the market risk of harm to the county treasurer will & quot; Orange county portfolio & quot; A lot of investment in the so-called & quot; Structural bonds & quot; And & quot; Inverse floating rate products & quot; Derivative securities such as derivatives when interest rates rise benefits and the market value of these securities drops, resulting in orange county portfolio losses of $1.7 billion. GIBSON company because interest rates expected to decline, bought a lot of interest rate derivatives and face similar market risk. When interest rates to rise, so the company lost $20 million.

（2）credit risk

（2）信用风险

Recently, the problem of credit risk in many U.S. Banks began to highlight. According to a report in January 1998, its quarterly financial situation has been affected by the economic crisis of the Pacific rim. Due to the Asian financial crisis, for example, JP Morgan (JPMORGEN) will be about $600 million in loans as bad loans, the bank in the fourth quarter of 97 earnings per share were $1.33, $2.04 in the previous year by 35%, lower than the market expected earnings per share of $1.57.

（3）operating risk

（3）经营风险

In February 1995, the collapse of the barings bank underlined the importance of operation risk management and control. British banking supervision committee believes that the reason of bahrain bank failures is a staff of Singapore bahrain futures companies exceeded his powers, conceal derivatives trading losses, and management have nothing.

三、Methodology（方法论）

1、Profitability analysis

1、盈利能力分析

we can conclude that Barclays Bank has a more comprehensive ability, Barclays Bank in 09 affected by the financial crisis, receive negative impact on profitability, but also quickly adjust to rise.

2、Indicators of risk analysis

2、风险分析指标

1)The loan-to-deposit ratio is equal to total loans/ deposits, the ratio, the greater the degree of safety, the lower the ratio is too small, the bank may be losses. It is not hard to see, overall Barclays Bank this ratio are on the rise, 08 years is still close to the loan-to-deposit ratio, 09 for the Bank of China rose sharply widened the gap, and keep to 10 years.Barclays Bank in the case of remain relatively low loan-todeposit ratio still won the high profitability.

2)Barclays Bank has a high enough capital adequacy, means that once the asset losses, have enough ability to compensate, have higher security of Bank's operation.

3)The non-performing loan ratio is equal to the balance of non-performing loans/loan average balance. Ratio, the higher the instructions to recover the principal and interest, the greater the risk of bank's safety is the worse.

3、PEST analysis

3、害虫分析

（1）Government Intervention

（1）政府干预

（2）Fluctuations in the economy

（2）经济波动

1)Financial Crisis

2)Strategies opted by Citibank

3)Strategies opted by the Royal Bank of Scotland

4)Strategies opted by Barclays

（3）Corporate Social Responsibility

（3）企业社会责任

1)Social Awareness

2)The Equator Principles

（4）Technology

（4）技术

1)Innovations

2)Labor Constraints

3)Social networking

四、Discuss（讨论）

1、Qualitative measures dealing with aspects of ethics and corporate governance.

1、处理道德和公司治理方面的质量措施

（1）Operations

Barclays is a provider of lending, investments and saving schemes. Its operations include current accounts, insurances, mortgages, savings accounts, loan provision, and business banking products.

（2）Organizational structure

（2）组织结构

The head of the company is the Group Chairman, Marcus Agius. Under his command is the company’s group chief executive, John Valery. He is the person in charge of the company’s strategic direction and planning.

The company is divided into two main units; the Corporate, Investments Banking and Investment Management (IB&IM) and Global Retail Banking (GRCB). IB&IM is further sub-divided into three main operating units; Barclays Capital, Barclays Corporate and Barclays Wealth.

2、The credit risk management strategies

2、信用风险管理策略

Credit risk management is a financial institution shall form an integral part of in the overall risk management framework, it consists of the credit risk of the risk management committee has overall responsibility for management department. Credit risk management departments directly to the global risk manager, the global risk managers report to the chief executive in turn.

3、Operation risk management strategy

3、操作风险管理策略

As a financial service agencies, financial institutions directly facing market risk and credit risk exposure, they are produced in the normal activity of the process. In addition to the market risk and credit risk, financial institutions will also face the direct risks associated with operating, transaction, logistics, these risks can be attributed to the operating risk. In a rapidly developing and becoming more and more globalization environment, when the number of transactions in the market, product to expand and improve the complexity of the possibility of this kind of risk is on the rise.

4、Financial personnel management

4、财务人事管理

Banking industry is a highly dependent on debt management, It requires every bank employees must love their career, with respect and pious attitude towards their jobs, and consciously take responsibility to society, to others and obligation, with high sense of responsibility and mission to provide services for the society.

五、Conclusion（结论）

In traditional financial activities of financial institutions is seen as a financing organizations and institutions, but with the development of modern financial markets, financial institutions in the modern financial theory emphasizes is the production of financial products, to provide financial services, help customers to share the risk, effective institutions to manage their risk to profit at the same time. Financial institutions in the profit is the source of the risk of a risk premium, so under the new economic and financial environment, financial institutions can't because of the existence of financial risk and simple negative to avoid risk, it is impossible to completely eliminate the risk, because of financial risk can be managed, but can not completely eliminate, so decided to a financial institution in modern financial market competitiveness of high and low, the key to its ability and the core is that it can effectively to conduct a comprehensive and effective risk management, can actively take risk, management risk, establish a good risk management structure and system, with good risk pricing strategy to gain profit.

参考文献

Reference

[1]Bin.G&Youhuan.L,‘Equator Principles’.Retrieve April ,2008.

[2]Retrieved April 1, 2010, from.

（责任编辑：刘偲然）