本書是“銀行業從業人員資格認證考試”的配套學習資料，依托具有深厚編寫水平的專家團隊，嚴格依據官方教材及考試大綱，在精選高頻考點的基礎上編寫而成。
全書分為考點精講及歸類題庫兩部分：考點精講主要選取考頻較高、易混淆的考點進行詳細講解；歸類題庫則選取考頻較高的知識點，在此基礎上編設的與實戰難度相當的試題。
本書特別適用于參加中國銀行業從業人員資格認證考試的考生，也可供各大院校金融學專業的師生參考。
2015年銀行業專業人員職業資格考試輔導用書，銀行業從業人員資格認證考試輔導用書，中大網校強力推薦！源自清華的考試專家：800道真題演練+重點考點精講+圖表化記憶學習+名師答疑解惑
叢書編寫初衷
近年來，隨著中國銀行業的不斷改革與創新，整個銀行業發生了歷史性的變化，在國民經
濟發展中發揮著越來越重要的支撐及促進作用。而銀行業專業人員的待遇也水漲船高，要想從
事銀行業相關工作，取得職業資格是非常必要的。
銀行業專業人員職業資格考試是指銀行業金融機構從事前、中、后臺業務及管理工作的專
業技術人員取得相應級別和類別職業資格證書需要通過的考試。銀行業專業人員職業資格英文
譯為：Qualification Certificate of Banking Professional。人力資源社會保障部、中國銀行業監督管
理委員會共同負責銀行業專業人員職業資格制度的政策制定，并按職責分工對銀行業專業人員
職業資格制度的實施進行指導、監督和檢查。中國銀行業協會具體承擔銀行業專業人員職業資
格考試工作。銀行業初級資格考試為“銀行業法律法規與綜合能力”科目加上任意一門專業科
目，專業科目分為個人理財、風險管理、公司信貸及個人貸款。
為幫助廣大考生順利通過考試，筆者根據考試大綱編寫了本套叢書，以便考生在短時間內
理解知識要點、加深記憶、熟悉題型，提高考試成功率。
叢書特色
本套叢書內容全面，資料新穎，理論聯系實際，語言通俗，習題典型，可供廣大銀行業專
業人員參考，是廣大考生順利通過考試的必備書籍。
具體來說，本套叢書具有以下六大特點。
1. 緊跟大綱，迅速突破
本套叢書嚴格按照最新考試大綱編寫，充分體現了教材的最新變化與要求。在詳細講解教
材基礎知識的同時，每章配有精選例題及解析，通過簡明扼要的考點講解，引導考生全面、系
統地復習，讓考生能夠熟練掌握指定教材的全部要點和重點。
2. 源自真題，權威全面
由于銀行業專業人員職業資格考試采用了機考的形式，從官方題庫中自動選題，因此即使
是同一時間考試，各個考生所答的試卷也是不同的。筆者總結了多年真題，書中題目都源于官
方題庫，并給出了詳細的解析，以幫助考生順利通過考試。
IV 風險管理講義·真題·預測全攻略
3. 同步演練，有的放矢
本套叢書每章最后有一套習題，并附有答案和解析，供考生檢驗、鞏固學習成果，使考生
能盡快適應考場，在真正的考試中有的放矢，順利通關。
4. 海量習題，貼近實戰
眾所周知，勤動腦、多練習，方能百戰百勝。本套叢書在習題的選取上，以歷年真題為
主，讓考生通過習題演練了解考情和考試重點；在學習教材基礎知識、分析真題的基礎上，通
過模擬自測檢測復習效果，了解自己的不足。
5. 簡單易懂，便于自學
考慮到大部分考生是在職人士，主要利用業余時間進行自學，因此本套叢書力求語言通
俗，并對每道習題都進行了詳盡、嚴謹的解析，便于考生自學。如果考生在學習過程中遇到問
題，可以加入本書的專用客服QQ群：344291269，將會有專業老師為您答疑解惑。
6. 圖表演示，加強記憶
針對教材中知識點眾多、難于記憶的問題，本叢書在編寫的過程中，盡量把考點用分類圖
或者表格來表示，讓讀者一目了然，快速記憶。
總的來說，我們希望通過縱覽重點、同步自測、深度解析，使考生能夠對考點了然于胸，
對考試游刃有余，對成績胸有成竹。最后，預祝廣大考生順利通過銀行業專業人員職業資格考
試，在新的人生道路上續寫輝煌。
第1章 風險管理基礎
第1節 風險與風險管理 ·············································································································· 1
考點1 風險、收益與損失 ························································································································ 1
考點2 風險管理與商業銀行經營 ············································································································ 2
考點3 商業銀行風險管理的發展 ············································································································ 3
第2節 商業銀行風險的主要類別 ······························································································· 4
考點4 八類商業銀行風險 ························································································································ 4
第3節 商業銀行風險管理的主要策略 ························································································ 8
考點5 五種商業銀行風險管理的策略 ···································································································· 8
第4節 商業銀行風險與資本 ···································································································· 11
考點6 資本的定義、作用 ······················································································································ 11
考點7 監管資本與資本充足率要求 ······································································································ 11
第5節 風險管理的數理基礎 ···································································································· 14
考點8 收益的計量 ·································································································································· 14
考點9 常用的概率統計知識 ·················································································································· 14
考點10 投資組合分散風險的原理 ········································································································ 15
第6節 同步強化訓練 ··············································································································· 16
第2章 商業銀行風險管理基本架構
第1節 商業銀行風險管理環境 ································································································· 33
考點1 商業銀行公司治理 ······················································································································ 33
考點2 商業銀行內部控制 ······················································································································ 34
考點3 商業銀行風險文化 ······················································································································ 35
考點4 商業銀行管理戰略 ······················································································································ 35
考點5 風險偏好 ······································································································································ 36
第2節 商業銀行風險管理組織 ································································································· 36
考點6 風險管理組織機構 ······················································································································ 36
第3節 商業銀行風險管理流程 ································································································· 37
考點7 風險管理的四個步驟 ·················································································································· 37
目錄
VI 風險管理講義·真題·預測全攻略
第4節 商業銀行風險管理信息系統 ·························································································· 39
考點8 風險管理信息系統 ······················································································································ 39
第5節 同步強化訓練 ··············································································································· 40
第3章 信用風險管理
第1節 信用風險識別 ··············································································································· 51
考點1 單一法人客戶信用風險識別 ······································································································ 51
考點2 集團法人客戶信用風險識別 ······································································································ 53
考點3 個人客戶信用風險識別 ·············································································································· 54
考點4 貸款組合的信用風險識別 ·········································································································· 54
第2節 信用風險計量 ··············································································································· 56
考點5 風險暴露分類 ······························································································································ 56
考點6 客戶評級 ······································································································································ 57
考點7 債項評級 ······································································································································ 59
考點8 信用風險組合的計量 ·················································································································· 61
第3節 信用風險監測與報告 ··································································································· 62
考點9 信用風險監測 ······························································································································ 62
第4節 信用風險控制 ··············································································································· 68
考點10 限額管理 ···································································································································· 68
考點11 信用風險緩釋 ···························································································································· 71
考點12 信用風險的關鍵業務流程/環節控制 ······················································································· 72
考點13 資產證券化與信用衍生產品 ···································································································· 74
第5節 信用風險資本計量 ········································································································ 75
考點14 信用風險資本計量方法 ············································································································ 75
第6節 同步強化訓練 ··············································································································· 76
第4章 市場風險管理
第1節 市場風險識別 ··············································································································· 97
考點1 市場風險特征與分類 ·················································································································· 97
考點2 主要交易產品及其風險特征 ······································································································ 99
考點3 賬戶劃分 ····································································································································101
第2節 市場風險計量 ············································································································· 102
考點4 基本概念 ····································································································································102
考點5 市場風險計量方法 ····················································································································106
第3節 市場風險監測與控制 ·································································································· 109
考點6 市場風險管理總體要求 ············································································································109
目 錄 VII
考點7 市場風險監測與報告 ················································································································109
考點8 市場風險控制 ····························································································································110
考點9 銀行賬戶利率風險管理 ············································································································110
第4節 市場風險資本計量方法 ······························································································· 112
考點10 市場風險資本計量的內容 ······································································································112
考點11 經濟資本配置和經風險調整的績效評估 ··············································································114
第5節 交易對手信用風險 ······································································································ 115
考點12 交易對手信用風險的定義和計量范圍 ··················································································115
第6節 同步強化訓練 ············································································································· 116
第5章 操作風險管理
第1節 操作風險概述 ············································································································· 129
考點1 操作風險的定義與特點 ············································································································129
第2節 操作風險評估 ············································································································· 133
考點2 操作風險評估的內容 ················································································································133
第3節 操作風險控制 ············································································································· 134
考點3 操作風險控制的內容 ················································································································134
第4節 操作風險監測與報告 ·································································································· 139
考點4 操作風險監測與報告的內容 ····································································································139
第5節 操作風險資本計量 ······································································································ 140
考點5 操作風險資本計量方法 ············································································································140
第6節 同步強化訓練 ············································································································· 142
第6章 流動性風險管理
第1節 流動性風險識別 ·········································································································· 155
考點1 資產負債期限結構 ····················································································································155
考點2 資產負債幣種結構 ····················································································································156
考點3 資產負債分布結構 ····················································································································156
第2節 流動性風險評估 ·········································································································· 157
考點4 流動性比率/指標法 ···················································································································157
考點5 現金流分析法 ····························································································································158
考點6 其他流動性評估方法 ················································································································158
第3節 流動性風險監測與控制 ······························································································ 159
考點7 流動性風險預警 ························································································································159
考點8 壓力測試 ····································································································································160
考點9 情景分析 ····································································································································160
VIII 風險管理講義·真題·預測全攻略
考點10 流動性風險管理方法 ··············································································································161
第4節 同步強化訓練 ············································································································· 162
第7章 其他風險管理
第1節 國別風險管理 ············································································································ 177
考點1 國別風險管理的概念 ················································································································177
考點2 國別風險管理的基本做法 ········································································································177
第2節 聲譽風險管理 ············································································································· 178
考點3 聲譽風險的概念 ························································································································178
考點4 聲譽風險管理的基本做法 ········································································································179
考點5 聲譽危機管理規劃 ····················································································································179
第3節 戰略風險管理 ············································································································ 180
考點6 戰略風險管理的概念 ················································································································180
考點7 戰略風險管理的基本做法 ········································································································180
第4節 同步強化訓練 ············································································································· 182
第8章 風險評估與資本評估
第1節 風險評估 ···················································································································· 192
考點1 風險評估的內容 ························································································································192
第2節 壓力測試 ···················································································································· 193
考點2 壓力測試的內容 ························································································································193
第3節 資本評估 ···················································································································· 193
考點3 資本定義、功能與分類 ············································································································193
考點4 資本規劃的主要內容及頻率 ····································································································194
第4節 內部資本充足評估報告 ······························································································· 194
考點5 內部資本充足評估報告的內容 ································································································194
第5節 同步強化訓練 ············································································································· 195
第9章 銀行監管與市場約束
第1節 銀行監管 ···················································································································· 198
考點1 銀行監管 ····································································································································198
第2節 市場約束 ···················································································································· 204
考點2 市場約束 ····································································································································204
考點3 信息披露 ····································································································································205
考點4 外部審計 ····································································································································206
第3節 同步強化訓練 ············································································································· 207
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