Three lines of defenses should be set up in the bank risk-management,which are loss loan provisioning,capital adequacy and deposit insurance. A risk evaluation frame in the bank based on VaR should be founded to match the capital and risk more accurately.

• 商业银行的风险管理应建立呆帐准备金、资本充足率、存款保险制度三道防线,在商业银行内部需要建立以var为基础的风险评估框架模型,使资本和风险匹配更加精确。