中行沈阳分行信贷风险控制框架模块化管理设计与实施

发布时间：2018-01-25 12:32

本文关键词： 商业银行信贷风险控制模块化管理　出处：《东北大学》2013年硕士论文　论文类型：学位论文

【摘要】：授信业务是商业银行最重要的资产来源,通常占全部资产来源的60%以上,是商业银行为客户提供的最重要的业务之一,在为商业银行带来巨大利润的同时,也为商业银行带来了巨大的风险。信贷是商业银行授信业务的一个品种,也是风险最大的授信业务之一,商业银行在叙作信贷时,务必要确保业务流程的每个环节都严格按照规定执行。文章根据巴塞尔银行监管委员会新资本协议的重点,即第一支柱：最低资本要求划分了中行沈阳分行信贷风险控制框架,将其分成信用风险控制、市场风险控制及操作风险控制三大模块,在分析中行沈阳分行信贷风险控制框架采用模块化管理的必要性和可行性的基础上,对现存问题进行了全面剖析,指出了各模块管理采用先进管理手段的重要性,结合中行沈阳分行信贷风险控制框架管理特点探讨了对其进行模块化管理的方案设计原则,设计了中行沈阳分行信贷风险控制框架模块化管理方案。考虑到中行沈阳分行信贷风险控制框架模块化管理方案涉及的内容比较广泛,部门比较繁杂,人员比较多等因素,给出了中行沈阳分行信贷风险控制框架模块化管理方案实施的条件、办法及配套制度。以期解决中行沈阳分行信贷风险控制框架管理手段现代化的建设和实施问题,达到控制风险的目的。通过研究中行沈阳分行信贷风险控制框架模块化管理的方案,文章在最后对设计的局限性进行了探讨,提出了下一步拓展研究的方向,也为国内其他商业银行信贷风险控制提供思路。
[Abstract]:Credit business is the most important asset source of commercial banks, usually accounting for more than 60% of the total asset sources, is one of the most important business provided by commercial banks for customers, while bringing huge profits for commercial banks. Credit is a kind of commercial bank credit business, but also one of the most risky credit business, commercial banks in the record of credit. It is important to ensure that every link in the business process is strictly carried out according to the Basel Committee on Banking Supervision's new capital agreement. Namely the first pillar: the minimum capital requirement divides the credit risk control framework of Bank of China Shenyang Branch into three modules: credit risk control, market risk control and operational risk control. On the basis of analyzing the necessity and feasibility of adopting modularized management in the credit risk control framework of Bank of China Shenyang Branch, this paper makes a comprehensive analysis of the existing problems. This paper points out the importance of adopting advanced management means in each module management, and discusses the design principles of the modular management scheme based on the management characteristics of the credit risk control framework of Bank of China Shenyang Branch. The modular management scheme of the credit risk control framework of Bank of China Shenyang Branch is designed. Considering that the modular management scheme of the credit risk control framework of Bank of China Shenyang Branch involves a wide range of contents and various departments. The paper gives the conditions for the implementation of the modular management scheme of the credit risk control framework of Bank of China Shenyang Branch. Methods and supporting systems. In order to solve the bank of Shenyang branch credit risk control framework management means modernization of the construction and implementation of the problem. By studying the modular management scheme of the credit risk control framework of Bank of China Shenyang Branch, the paper discusses the limitations of the design at the end of the paper, and puts forward the direction of further research. Also for other domestic commercial banks to provide ideas for credit risk control.
【学位授予单位】：东北大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F272.3;F832.4

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