城市商业银行信用风险管理对策研究

发布时间：2018-04-20 06:05

本文选题：城市商业银行 + 信用风险　；参考：《华中科技大学》2013年硕士论文

【摘要】：银行的信用风险是指银行在向贷款人提供信贷资金后，由于借款人偿还贷款能力丧失或下降，或者故意违约等原因，导致银行借款按期归还的不确定性增加，这种不确定性的增加会给贷款银行带来损失预期。从我国城市商业银行发展历史和现状来看，其由于存在规模小、信息技术相对落后等特点，在信用风险管理方面还存在着很大的不足，而2013年年底将是以城市商业银行为代表的中小商业银行实施协议最后的期限。因此，本文对我国城市商业银行信用风险的研究就显得十分的必要与紧迫。本文着眼于银行的信用风险管理，比照巴塞尔新资本协议的要求，对我国城市商业银行进行了研究。笔者首先从信用风险起源入手，阅读了大量的相关文献资料，对文中所需的研究资料进行了文献综述，形成了本文研究的理论根基；其次，分析了我国城市商业银行的现状，在信用风险管理方面所存在的问题，并对症下药。第三，对国内外银行业常用的信用风险管理模型进行了对比分析，并依据我国城市商业银行自身的特点，得出最适合的信用风险管理模型，即Logistic回归模型。最后，针对我国城市商业银行所存在的问题，，提出了解决信用风险问题的对策，这些对策包括：构建新型信用风险管理体系、建立科学合理的风险评级制度、构建精确的信用数据库、重视专业人才的培养等。
[Abstract]:The credit risk of a bank means that after the bank provides the lender with credit funds, due to the loss or decline of the borrower's ability to repay the loan, or due to deliberate default, the uncertainty of the bank's repayment of the loan on time is increased. This increase in uncertainty will bring loss expectations to lending banks. According to the development history and present situation of city commercial banks in our country, due to its small scale and relatively backward information technology, there are still many shortcomings in credit risk management. The end of 2013 will be the final deadline for the implementation of the agreement by small and medium-sized commercial banks represented by city commercial banks. Therefore, it is necessary and urgent to study the credit risk of city commercial banks in this paper. This paper focuses on the credit risk management of banks and studies the city commercial banks of our country according to the requirements of the new Basel Capital Accord. The author begins with the origin of credit risk, reads a large number of relevant documents, and summarizes the research materials needed in this paper, which forms the theoretical foundation of this paper. Secondly, it analyzes the current situation of urban commercial banks in China. In the credit risk management problems, and the right remedy. Thirdly, this paper makes a comparative analysis of the credit risk management models commonly used in domestic and foreign banks, and according to the characteristics of our country's urban commercial banks, obtains the most suitable credit risk management model, that is, the Logistic regression model. Finally, in view of the problems existing in the city commercial banks of our country, the paper puts forward the countermeasures to solve the credit risk problem, which include: constructing a new credit risk management system, establishing a scientific and reasonable risk rating system, Build accurate credit database, attach importance to the cultivation of professional personnel, and so on.
【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F272.3

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