基于聚合信贷风险模型的N银行广西分行信贷风险研究

发布时间：2018-03-11 00:34

本文选题：聚合信贷风险模型　切入点：信贷风险　出处：《广西大学》2013年硕士论文　论文类型：学位论文

【摘要】：现今,我国金融业快速发展,2008年全球金融危机爆发,对我国金融业以及经济发展均造成了重大影响,银行信贷风险的控制与防范问题引起银行界广泛的关注,政策性银行也是如此。N银行(农业发展银行)作为我国目前仅存的政策性银行,其改革的方向是向一家执行国家政策前提下的综合性银行机构发展。其业务除传统的政策性粮油业务外,更多综合性的参照商业化贷款管理模式进行的业务也齐头并进,这一部分业务N银行自担风险、自负盈亏。所以,目前重视和加强对N银行信贷风险管理的研究,能更好实现N银行政策性银行的职能,使N银行在执行国家政策性业务的同时,起自身的商业性信贷业务通过信贷风险管理,增加其自身的盈利性,增强政策性银行的可持续发展的能力,具有十分重要的现实意义。论文的研究对象是：中国N银行广西分行信贷风险。运用聚合信贷风险模型(CreditRisk+模型),对N银行广西分行信贷风险进行度量和分析,总结了N银行广西分行存在的风险现状。论文认为N银行广西分行存在以下问题：业务发展方向有待明朗、信贷政策存在约束、信贷业务基础存在软肋、贷款结构不均衡、三农业务缺乏抗风险的贷款主体、风险防控体制机制有待完善；同时针对N银行广西分行的信贷风险管理问题,提出广西分行应拓展业务范围以降低信贷风险、健全有效的风险防控体制、健全风险转化报账机制、健全高效的配套机制、培育正确的风险文化来提高N银行的抗风险性,实现可持续发展。
[Abstract]:Nowadays, the rapid development of China's financial industry, the outbreak of the global financial crisis in 2008, has had a significant impact on the financial industry and economic development of our country. The control and prevention of bank credit risk has caused widespread concern in the banking sector. This is also the case with policy banks. N Bank (Agricultural Development Bank), as the only policy bank in China at present, The direction of its reform is to develop to a comprehensive banking institution under the premise of implementing state policies. In addition to the traditional policy-oriented grain and oil business, more comprehensive business with reference to the commercial loan management model is also advancing simultaneously. In this part of the business, N Bank bears its own risks and is responsible for its own profits and losses. Therefore, at present, paying attention to and strengthening the research on the credit risk management of N Bank can better realize the function of N Bank Policy Bank. It is of great practical significance to make N bank carry out the national policy business and start up its own commercial credit business through credit risk management to increase its own profitability and enhance the ability of sustainable development of policy banks. The research object of this paper is: credit risk of Guangxi Branch of N Bank of China. The credit risk of Guangxi Branch of N Bank is measured and analyzed by using CreditRisk model. This paper summarizes the risk situation of the Guangxi Branch of N Bank, and points out that the Guangxi Branch of N Bank has the following problems: the direction of business development needs to be clear, the credit policy is restricted, the foundation of credit business is weak, the loan structure is not balanced. The credit risk management of the Guangxi Branch of N Bank should be improved, and the Guangxi Branch should expand its scope of business in order to reduce the credit risk. Improve the effective risk prevention and control system, improve the risk conversion and reporting mechanism, perfect the efficient supporting mechanism, cultivate the correct risk culture to improve the risk resistance of N bank and realize the sustainable development.
【学位授予单位】：广西大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

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