XX商业银行个人信贷业务风险及其防范研究

发布时间：2018-03-26 17:44

本文选题：个人信贷　切入点：信用风险　出处：《首都经济贸易大学》2013年硕士论文

【摘要】：20世纪90年代以后，国外各大银行纷纷进行业务战略调整，把个人信贷业务作为业务重点。我国商业银行在加入WTO以后，，个人信贷业务开始迅速发展起来。但与国外发达国家相比，目前我国商业银行个人信贷业务仍处于初级阶段，并且在风险方面控制还很不成熟。本文即是在此背景下研究了国内重要商业银行——XX商业银行。本文首先对个人信贷业务做了一个介绍，包括个人信贷的含义、个人信贷业务的地位和作用、个人信贷业务和信贷业务的关系等。然后从我国商业银行个人信贷的总体发展状况、XX商业银行个人信贷发展现状，并且总结出了XX商业银行个人信贷发展的特点。在此基础之上，从定性方法，本文总结出目前XX商业银行在发展个人信贷业务中存在信用风险、流动性风险、抵押担保风险和操作风险等；从定量的方法本文分析了现有的Credit Metrics模型、KMV模型、CPV模型和Credit Risk Plus模型的等四种信贷风险分析模型，并且提出Credit Risk Plus模型最适合XX商业银行。在此之上，本文提出通过建立个人信用体系、加强业务创新、完善内部评级制度、开发低风险客户群体等综合措施解决这些风险。
[Abstract]:Since the 1990s, various foreign banks have adjusted their business strategy one after another, taking personal credit business as the key business. After China's entry into the WTO, Personal credit business began to develop rapidly, but compared with the developed countries, the personal credit business of commercial banks in China is still in the initial stage. And the risk control is still immature. This paper studies the domestic important commercial bank XX commercial bank under this background. Firstly, this paper makes an introduction to personal credit business, including the meaning of personal credit. The status and role of personal credit business, the relationship between personal credit business and credit business, etc. Then, from the overall development situation of personal credit of commercial banks in China, the status quo of personal credit development of XX commercial bank, And summarizes the characteristics of XX commercial bank personal credit development. On this basis, from qualitative methods, this paper concludes that XX commercial bank in the development of personal credit business in the existence of credit risk, liquidity risk, In this paper, four credit risk analysis models, such as Credit Metrics model and Credit Risk Plus model, are analyzed from quantitative methods. And the Credit Risk Plus model is most suitable for XX commercial bank. On this basis, this paper puts forward some comprehensive measures to solve these risks, such as establishing personal credit system, strengthening business innovation, perfecting internal rating system and developing low-risk customer groups.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.2

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