地方政府融资平台信贷风险分析与防范

发布时间：2018-06-13 13:45

本文选题：地方政府融资平台 + 商业银行　；参考：《山东大学》2013年硕士论文

【摘要】：近几年来,地方政府融资平台公司的数量规模和贷款余额的急剧增加,2013年仍处于还款高峰期。现在,一些融资平台还款己经出现问题,要求对贷款进行展期,商业银行面临比较大的地方融资平台贷款的风险。在这种背景下,商业银行必须做好地方融资平台贷款信用风险管理工作。本文主要探讨商业银行如何做好贷款风险管理工作,首先利用商业银行风险管理理论,结合地方融资平台贷款特点,全方面的对地方政府融资平台贷款的风险进行识别、度量以及防控,分析了引起地方融资平台贷款风险的各个因素,系统的从银行、地方融资平台情况、政府情况、国家政策等微观、宏观经济方面明确引发地方融资平台的贷款风险的风险因素。接着对地方融资平台进行度量,在贷款的信用风险进行度量方面,我国前对风险的分析一般采用定性分析方法,主观性较强。本文创新使用Credit Metrics模型对地方融资平台贷款风险进行度量,对Credit Metrics模型在度量地方融资平台贷款风险的应用上进行了探索。最后基于商业银行信用风险管理理论、地方融资平台贷款风险特征和实证分析结果提出商业银行对管理控制地方融资平台贷款风险的具体对策。
[Abstract]:The number of LGFVs and loan balances have risen sharply in recent years and are still at their peak in 2013. Now, some financing platform repayment has already appeared the question, request to carry on the extension to the loan, the commercial bank faces the bigger local financing platform loan risk. In this context, commercial banks must do a good job of local financing platform loan credit risk management. This paper mainly discusses how to manage the loan risk of commercial banks. Firstly, using the risk management theory of commercial banks and combining the characteristics of local financing platform loans, the paper identifies the risks of local government financing platform loans in all aspects. Measures and prevention and control, analysis of the local financing platform loan risk factors, systematically from the bank, local financing platform situation, government situation, national policy and so on microscopic, Macroeconomic aspects clearly lead to local financing platform loan risk factors. Then the local financing platform is measured, in the aspect of credit risk measurement, the risk analysis before our country generally adopts the qualitative analysis method, which has strong subjectivity. This paper innovatively uses Credit Metrics model to measure the loan risk of local financing platform, and explores the application of Credit Metrics model in measuring loan risk of local financing platform. Finally, based on the credit risk management theory of commercial banks, the characteristics of loan risk of local financing platform and the results of empirical analysis, the concrete countermeasures of commercial banks to manage and control the loan risk of local financing platform are put forward.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4;F812.7

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