基于行业与规模因素的商业银行公司客户信用评级优化研究
发布时间：2018-08-20 12:42
【摘要】：当前，我国金融行业面临着严峻的挑战，一方面国际经济环境持续低迷，另一方面国内外金融机构的竞争不断加剧。这要求商业银行只有不断提升信用风险管理水平，增强自身风险抵抗能力，才能在竞争中继续生存和不断发展，而改进信用评级方法是商业银行提高信用风险管理水平的最佳途径。 本文介绍了商业银行信用评级的基础理论，对信用风险特征、商业银行信用风险管理水平、国内外信用评级方法做了阐述，并对广州D商业银行现行评级方法进行了介绍，通过实例验证，发现该银行打分卡评级指标体系存在一定缺陷，并就如何改进商业银行客户信用评级打分卡作了初步探讨，得出行业与规模是影响商业银行信用评级的主要因素。 本文简单介绍了不同行业、规模的企业在经营、财务指标上所表现出来的不同特点，，就企业规模、行业特性如何对商业银行信用评级产生影响进行研究，通过分析得出信用评级方法优化的方法是基于行业与规模特征下调整信用评级打分卡指标体系。 本文对商业银行现有的客户信用评级指标体系作了初步改进：优化非财务指标体系，增加了企业管理水平、企业主品质、竞争优势等指标；优化了财务类指标，根据行业及规模的不同选择不同的财务指标、非财务指标，从而细分了打分卡，并通过实例验证了优化方案的有效性。由于数据及样本的原因，本文未能将商业银行信用评级优化进行系统性的研究，但相信能为信用风险评级研究人员在优化工作上带来一些借鉴。
[Abstract]:At present, China's financial industry is faced with severe challenges. On the one hand, the international economic environment continues to be depressed, on the other hand, the competition of domestic and foreign financial institutions is constantly intensified. This requires commercial banks to continue to survive and develop in the competition only by continuously improving the level of credit risk management and enhancing their ability to resist risks. Improving the credit rating method is the best way to improve the credit risk management level of commercial banks. This paper introduces the basic theory of credit rating of commercial banks, describes the characteristics of credit risk, the level of credit risk management of commercial banks, and the methods of credit rating at home and abroad, and introduces the current rating methods of Guangzhou D commercial bank. It is found that there are some defects in the credit rating index system of the bank, and how to improve the credit rating system of commercial banks is discussed. It is concluded that industry and scale are the main factors influencing the credit rating of commercial banks. This paper briefly introduces the different characteristics of different industries and scale enterprises in management and financial indicators, and studies how the scale of enterprises and industry characteristics affect the credit rating of commercial banks. Through the analysis, it is concluded that the method of credit rating optimization is to adjust the index system of credit rating scorecard based on the characteristics of industry and scale. This paper has made a preliminary improvement to the existing customer credit rating index system of commercial banks: optimizing the non-financial index system, increasing the enterprise management level, enterprise owner quality, competitive advantage and so on, optimizing the financial index, Different financial indexes and non-financial indexes are selected according to the industry and scale, thus the score card is subdivided, and the effectiveness of the optimized scheme is verified by an example. Because of the data and samples, this paper fails to carry out systematic research on the credit rating optimization of commercial banks, but I believe it can bring some reference to the credit risk rating researchers in the optimization work.
【学位授予单位】：华南理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
本文编号：2193641
[Abstract]:At present, China's financial industry is faced with severe challenges. On the one hand, the international economic environment continues to be depressed, on the other hand, the competition of domestic and foreign financial institutions is constantly intensified. This requires commercial banks to continue to survive and develop in the competition only by continuously improving the level of credit risk management and enhancing their ability to resist risks. Improving the credit rating method is the best way to improve the credit risk management level of commercial banks. This paper introduces the basic theory of credit rating of commercial banks, describes the characteristics of credit risk, the level of credit risk management of commercial banks, and the methods of credit rating at home and abroad, and introduces the current rating methods of Guangzhou D commercial bank. It is found that there are some defects in the credit rating index system of the bank, and how to improve the credit rating system of commercial banks is discussed. It is concluded that industry and scale are the main factors influencing the credit rating of commercial banks. This paper briefly introduces the different characteristics of different industries and scale enterprises in management and financial indicators, and studies how the scale of enterprises and industry characteristics affect the credit rating of commercial banks. Through the analysis, it is concluded that the method of credit rating optimization is to adjust the index system of credit rating scorecard based on the characteristics of industry and scale. This paper has made a preliminary improvement to the existing customer credit rating index system of commercial banks: optimizing the non-financial index system, increasing the enterprise management level, enterprise owner quality, competitive advantage and so on, optimizing the financial index, Different financial indexes and non-financial indexes are selected according to the industry and scale, thus the score card is subdivided, and the effectiveness of the optimized scheme is verified by an example. Because of the data and samples, this paper fails to carry out systematic research on the credit rating optimization of commercial banks, but I believe it can bring some reference to the credit risk rating researchers in the optimization work.
【学位授予单位】：华南理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
【参考文献】
相关期刊论文 前10条
1 于新花;借款企业信用评级的非财务因素分析——管理控制能力分析[J];安徽广播电视大学学报;2004年02期
2 牛草林;中小企业信用评级体系的构建[J];财会通讯(学术版);2005年08期
3 李国青;;中小企业信用评级指标体系构建研究[J];财会通讯;2010年14期
4 张玲;袁异清;;我国商业银行信用评级指标的优化[J];财经理论与实践;2008年05期
5 白协建;企业财务评价指标的完善与补充[J];河南财政税务高等专科学校学报;2000年01期
6 华斌;高志;;非财务指标下中小企业信用评级研究[J];石家庄经济学院学报;2007年06期
7 蔡笑腾;苑清民;;中小企业信用评级的指标体系与方法[J];经济管理;2005年11期
8 任永平,梅强;中小企业信用评价指标体系探讨[J];现代经济探讨;2001年04期
9 林毅夫,李永军;中小金融机构发展与中小企业融资[J];经济研究;2001年01期
10 邵兴忠;中小企业融资难与银行信贷体制比较分析[J];金融理论与实践;2004年05期
本文编号：2193641
本文链接：https://www.wllwen.com/guanlilunwen/bankxd/2193641.html
