本书是“银行业从业人员资格认证考试”的配套学习资料，依托具有深厚编写水平的专家团队，严格依据官方教材及考试大纲，在精选高频考点的基础上编写而成。
全书分为考点精讲及归类题库两部分：考点精讲主要选取考频较高、易混淆的考点进行详细讲解；归类题库则选取考频较高的知识点，在此基础上编设的与实战难度相当的试题。
本书特别适用于参加中国银行业从业人员资格认证考试的考生，也可供各大院校金融学专业的师生参考。
2015年银行业专业人员职业资格考试辅导用书，银行业从业人员资格认证考试辅导用书，中大网校强力推荐！源自清华的考试专家：800道真题演练+重点考点精讲+图表化记忆学习+名师答疑解惑
丛书编写初衷
近年来，随着中国银行业的不断改革与创新，整个银行业发生了历史性的变化，在国民经
济发展中发挥着越来越重要的支撑及促进作用。而银行业专业人员的待遇也水涨船高，要想从
事银行业相关工作，取得职业资格是非常必要的。
银行业专业人员职业资格考试是指银行业金融机构从事前、中、后台业务及管理工作的专
业技术人员取得相应级别和类别职业资格证书需要通过的考试。银行业专业人员职业资格英文
译为：Qualification Certificate of Banking Professional。人力资源社会保障部、中国银行业监督管
理委员会共同负责银行业专业人员职业资格制度的政策制定，并按职责分工对银行业专业人员
职业资格制度的实施进行指导、监督和检查。中国银行业协会具体承担银行业专业人员职业资
格考试工作。银行业初级资格考试为“银行业法律法规与综合能力”科目加上任意一门专业科
目，专业科目分为个人理财、风险管理、公司信贷及个人贷款。
为帮助广大考生顺利通过考试，笔者根据考试大纲编写了本套丛书，以便考生在短时间内
理解知识要点、加深记忆、熟悉题型，提高考试成功率。
丛书特色
本套丛书内容全面，资料新颖，理论联系实际，语言通俗，习题典型，可供广大银行业专
业人员参考，是广大考生顺利通过考试的必备书籍。
具体来说，本套丛书具有以下六大特点。
1. 紧跟大纲，迅速突破
本套丛书严格按照最新考试大纲编写，充分体现了教材的最新变化与要求。在详细讲解教
材基础知识的同时，每章配有精选例题及解析，通过简明扼要的考点讲解，引导考生全面、系
统地复习，让考生能够熟练掌握指定教材的全部要点和重点。
2. 源自真题，权威全面
由于银行业专业人员职业资格考试采用了机考的形式，从官方题库中自动选题，因此即使
是同一时间考试，各个考生所答的试卷也是不同的。笔者总结了多年真题，书中题目都源于官
方题库，并给出了详细的解析，以帮助考生顺利通过考试。
IV 风险管理讲义·真题·预测全攻略
3. 同步演练，有的放矢
本套丛书每章最后有一套习题，并附有答案和解析，供考生检验、巩固学习成果，使考生
能尽快适应考场，在真正的考试中有的放矢，顺利通关。
4. 海量习题，贴近实战
众所周知，勤动脑、多练习，方能百战百胜。本套丛书在习题的选取上，以历年真题为
主，让考生通过习题演练了解考情和考试重点；在学习教材基础知识、分析真题的基础上，通
过模拟自测检测复习效果，了解自己的不足。
5. 简单易懂，便于自学
考虑到大部分考生是在职人士，主要利用业余时间进行自学，因此本套丛书力求语言通
俗，并对每道习题都进行了详尽、严谨的解析，便于考生自学。如果考生在学习过程中遇到问
题，可以加入本书的专用客服QQ群：344291269，将会有专业老师为您答疑解惑。
6. 图表演示，加强记忆
针对教材中知识点众多、难于记忆的问题，本丛书在编写的过程中，尽量把考点用分类图
或者表格来表示，让读者一目了然，快速记忆。
总的来说，我们希望通过纵览重点、同步自测、深度解析，使考生能够对考点了然于胸，
对考试游刃有余，对成绩胸有成竹。最后，预祝广大考生顺利通过银行业专业人员职业资格考
试，在新的人生道路上续写辉煌。
第1章 风险管理基础
第1节 风险与风险管理 ·············································································································· 1
考点1 风险、收益与损失 ························································································································ 1
考点2 风险管理与商业银行经营 ············································································································ 2
考点3 商业银行风险管理的发展 ············································································································ 3
第2节 商业银行风险的主要类别 ······························································································· 4
考点4 八类商业银行风险 ························································································································ 4
第3节 商业银行风险管理的主要策略 ························································································ 8
考点5 五种商业银行风险管理的策略 ···································································································· 8
第4节 商业银行风险与资本 ···································································································· 11
考点6 资本的定义、作用 ······················································································································ 11
考点7 监管资本与资本充足率要求 ······································································································ 11
第5节 风险管理的数理基础 ···································································································· 14
考点8 收益的计量 ·································································································································· 14
考点9 常用的概率统计知识 ·················································································································· 14
考点10 投资组合分散风险的原理 ········································································································ 15
第6节 同步强化训练 ··············································································································· 16
第2章 商业银行风险管理基本架构
第1节 商业银行风险管理环境 ································································································· 33
考点1 商业银行公司治理 ······················································································································ 33
考点2 商业银行内部控制 ······················································································································ 34
考点3 商业银行风险文化 ······················································································································ 35
考点4 商业银行管理战略 ······················································································································ 35
考点5 风险偏好 ······································································································································ 36
第2节 商业银行风险管理组织 ································································································· 36
考点6 风险管理组织机构 ······················································································································ 36
第3节 商业银行风险管理流程 ································································································· 37
考点7 风险管理的四个步骤 ·················································································································· 37
目录
VI 风险管理讲义·真题·预测全攻略
第4节 商业银行风险管理信息系统 ·························································································· 39
考点8 风险管理信息系统 ······················································································································ 39
第5节 同步强化训练 ··············································································································· 40
第3章 信用风险管理
第1节 信用风险识别 ··············································································································· 51
考点1 单一法人客户信用风险识别 ······································································································ 51
考点2 集团法人客户信用风险识别 ······································································································ 53
考点3 个人客户信用风险识别 ·············································································································· 54
考点4 贷款组合的信用风险识别 ·········································································································· 54
第2节 信用风险计量 ··············································································································· 56
考点5 风险暴露分类 ······························································································································ 56
考点6 客户评级 ······································································································································ 57
考点7 债项评级 ······································································································································ 59
考点8 信用风险组合的计量 ·················································································································· 61
第3节 信用风险监测与报告 ··································································································· 62
考点9 信用风险监测 ······························································································································ 62
第4节 信用风险控制 ··············································································································· 68
考点10 限额管理 ···································································································································· 68
考点11 信用风险缓释 ···························································································································· 71
考点12 信用风险的关键业务流程/环节控制 ······················································································· 72
考点13 资产证券化与信用衍生产品 ···································································································· 74
第5节 信用风险资本计量 ········································································································ 75
考点14 信用风险资本计量方法 ············································································································ 75
第6节 同步强化训练 ··············································································································· 76
第4章 市场风险管理
第1节 市场风险识别 ··············································································································· 97
考点1 市场风险特征与分类 ·················································································································· 97
考点2 主要交易产品及其风险特征 ······································································································ 99
考点3 账户划分 ····································································································································101
第2节 市场风险计量 ············································································································· 102
考点4 基本概念 ····································································································································102
考点5 市场风险计量方法 ····················································································································106
第3节 市场风险监测与控制 ·································································································· 109
考点6 市场风险管理总体要求 ············································································································109
目 录 VII
考点7 市场风险监测与报告 ················································································································109
考点8 市场风险控制 ····························································································································110
考点9 银行账户利率风险管理 ············································································································110
第4节 市场风险资本计量方法 ······························································································· 112
考点10 市场风险资本计量的内容 ······································································································112
考点11 经济资本配置和经风险调整的绩效评估 ··············································································114
第5节 交易对手信用风险 ······································································································ 115
考点12 交易对手信用风险的定义和计量范围 ··················································································115
第6节 同步强化训练 ············································································································· 116
第5章 操作风险管理
第1节 操作风险概述 ············································································································· 129
考点1 操作风险的定义与特点 ············································································································129
第2节 操作风险评估 ············································································································· 133
考点2 操作风险评估的内容 ················································································································133
第3节 操作风险控制 ············································································································· 134
考点3 操作风险控制的内容 ················································································································134
第4节 操作风险监测与报告 ·································································································· 139
考点4 操作风险监测与报告的内容 ····································································································139
第5节 操作风险资本计量 ······································································································ 140
考点5 操作风险资本计量方法 ············································································································140
第6节 同步强化训练 ············································································································· 142
第6章 流动性风险管理
第1节 流动性风险识别 ·········································································································· 155
考点1 资产负债期限结构 ····················································································································155
考点2 资产负债币种结构 ····················································································································156
考点3 资产负债分布结构 ····················································································································156
第2节 流动性风险评估 ·········································································································· 157
考点4 流动性比率/指标法 ···················································································································157
考点5 现金流分析法 ····························································································································158
考点6 其他流动性评估方法 ················································································································158
第3节 流动性风险监测与控制 ······························································································ 159
考点7 流动性风险预警 ························································································································159
考点8 压力测试 ····································································································································160
考点9 情景分析 ····································································································································160
VIII 风险管理讲义·真题·预测全攻略
考点10 流动性风险管理方法 ··············································································································161
第4节 同步强化训练 ············································································································· 162
第7章 其他风险管理
第1节 国别风险管理 ············································································································ 177
考点1 国别风险管理的概念 ················································································································177
考点2 国别风险管理的基本做法 ········································································································177
第2节 声誉风险管理 ············································································································· 178
考点3 声誉风险的概念 ························································································································178
考点4 声誉风险管理的基本做法 ········································································································179
考点5 声誉危机管理规划 ····················································································································179
第3节 战略风险管理 ············································································································ 180
考点6 战略风险管理的概念 ················································································································180
考点7 战略风险管理的基本做法 ········································································································180
第4节 同步强化训练 ············································································································· 182
第8章 风险评估与资本评估
第1节 风险评估 ···················································································································· 192
考点1 风险评估的内容 ························································································································192
第2节 压力测试 ···················································································································· 193
考点2 压力测试的内容 ························································································································193
第3节 资本评估 ···················································································································· 193
考点3 资本定义、功能与分类 ············································································································193
考点4 资本规划的主要内容及频率 ····································································································194
第4节 内部资本充足评估报告 ······························································································· 194
考点5 内部资本充足评估报告的内容 ································································································194
第5节 同步强化训练 ············································································································· 195
第9章 银行监管与市场约束
第1节 银行监管 ···················································································································· 198
考点1 银行监管 ····································································································································198
第2节 市场约束 ···················································································································· 204
考点2 市场约束 ····································································································································204
考点3 信息披露 ····································································································································205
考点4 外部审计 ····································································································································206
第3节 同步强化训练 ············································································································· 207
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