商业银行识别与评价企业信用风险的方法研究
发布时间：2019-02-18 21:14
【摘要】：银行对于企业的信用风险管理是银行多种管理活动中的一项极为重要的活动。银行对客户的信用风险进行有效地管理是商业银行在面对全球金融一体化和激烈竞争中获取企业自身竞争优势的重要手段。商业银行对企业客户信用风险水平的评价,在商业银行的运营中起着至关重要的作用,只有依据正确、合理、有效的评价方法,才能够对企业客户的信用风险水平做出准确的判断,从而成为商业银行信贷决策的基础。 商业银行针对企业客户建立合理有效地信用风险评价方法,目的就是为了使商业银行能够制定科学、合理、有效的信贷决策,降低因企业客户信用导致的信贷风险。由于商业银行信用风险管理的复杂性特点,对其企业客户的信用风险评价也是一个相对复杂的过程,需要根据研究问题的特点,采用合理的研究方法。只有通过合理的信用风险评价方法,才能够得到合理的结果,并通过对评价结果进行有效分析,成为商业银行信贷决策的重要依据。本研究为了解决以上所提出的问题,在分析信用、信用风险以及面向银行体系的信用风险评价的基本理论和方法的基础上,进一步研究银行针对企业信用风险关键要素识别与评价方法。 在研究过程中遵循由浅入深,由理论到实践的思路,本论文主要完成了以下几个方面的工作： (1)信用风险管理的相关概念分析与认识。信用风险管理的特点决定了信用风险评价的复杂性,为更好的进行信用风险评价,本文深入分析信用风险的概念、特点、度量方法和信用风险管理技术,并在此基础上针信用风险管理,做了进一步的深入的探讨。 (2)针对企业信用风险、信用风险管理的进行文献综述。在文献综述的基础上进一步提出商业银行对企业信用风险水平评价的关键指标。 (3)商业银行对企业信用风险水平评价的方法研究。在已有研究的基础上,根据研究问题的特点,构建商业银行对企业进行风险评价的方法。 (4)实例分析。拟通过在某商业银行实际信用风险管理过程中对企业信用风险的评价过程,运用本文所给出的评价方法,以验证方法的有效性和实用性。
[Abstract]:The bank's credit risk management is one of the most important activities in the bank's various management activities. The effective management of customer credit risk by banks is an important means for commercial banks to gain their own competitive advantage in the face of global financial integration and fierce competition. The evaluation of enterprise customer credit risk level by commercial banks plays an important role in the operation of commercial banks, only according to the correct, reasonable and effective evaluation methods, Only then can the enterprise customer's credit risk level make the accurate judgment, thus becomes the commercial bank credit decision-making foundation. The purpose of establishing a reasonable and effective credit risk evaluation method for enterprise customers is to enable commercial banks to make scientific, reasonable and effective credit decisions and to reduce the credit risk caused by enterprise customers' credit. Because of the complexity of credit risk management in commercial banks, it is a relatively complicated process to evaluate the credit risk of their enterprise customers, so it is necessary to adopt reasonable research methods according to the characteristics of the research problems. Only through a reasonable credit risk evaluation method can we get reasonable results, and through the effective analysis of the evaluation results, it becomes an important basis for commercial banks to make credit decisions. In order to solve the above problems, this study analyzes the basic theories and methods of credit, credit risk and credit risk evaluation for the banking system. Further study on the identification and evaluation of the key elements of credit risk. In the course of the research, following the thinking from theory to practice, this paper mainly completed the following aspects of the work: (1) the related concepts of credit risk management analysis and understanding. The characteristics of credit risk management determine the complexity of credit risk evaluation. In order to evaluate credit risk better, this paper deeply analyzes the concept, characteristics, measurement method and credit risk management technology of credit risk. And on the basis of credit risk management, do a further in-depth discussion. (2) A literature review on enterprise credit risk and credit risk management. On the basis of literature review, the paper puts forward the key index of credit risk evaluation of commercial banks. (3) the research on the evaluation method of commercial banks' credit risk level. On the basis of the existing research and according to the characteristics of the research problems, the method of risk assessment of commercial banks to enterprises is constructed. (4) case analysis. In order to verify the validity and practicability of this method, this paper intends to use the evaluation method given in this paper through the evaluation process of enterprise credit risk in the course of a commercial bank's actual credit risk management.
【学位授予单位】：东北大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4
[Abstract]:The bank's credit risk management is one of the most important activities in the bank's various management activities. The effective management of customer credit risk by banks is an important means for commercial banks to gain their own competitive advantage in the face of global financial integration and fierce competition. The evaluation of enterprise customer credit risk level by commercial banks plays an important role in the operation of commercial banks, only according to the correct, reasonable and effective evaluation methods, Only then can the enterprise customer's credit risk level make the accurate judgment, thus becomes the commercial bank credit decision-making foundation. The purpose of establishing a reasonable and effective credit risk evaluation method for enterprise customers is to enable commercial banks to make scientific, reasonable and effective credit decisions and to reduce the credit risk caused by enterprise customers' credit. Because of the complexity of credit risk management in commercial banks, it is a relatively complicated process to evaluate the credit risk of their enterprise customers, so it is necessary to adopt reasonable research methods according to the characteristics of the research problems. Only through a reasonable credit risk evaluation method can we get reasonable results, and through the effective analysis of the evaluation results, it becomes an important basis for commercial banks to make credit decisions. In order to solve the above problems, this study analyzes the basic theories and methods of credit, credit risk and credit risk evaluation for the banking system. Further study on the identification and evaluation of the key elements of credit risk. In the course of the research, following the thinking from theory to practice, this paper mainly completed the following aspects of the work: (1) the related concepts of credit risk management analysis and understanding. The characteristics of credit risk management determine the complexity of credit risk evaluation. In order to evaluate credit risk better, this paper deeply analyzes the concept, characteristics, measurement method and credit risk management technology of credit risk. And on the basis of credit risk management, do a further in-depth discussion. (2) A literature review on enterprise credit risk and credit risk management. On the basis of literature review, the paper puts forward the key index of credit risk evaluation of commercial banks. (3) the research on the evaluation method of commercial banks' credit risk level. On the basis of the existing research and according to the characteristics of the research problems, the method of risk assessment of commercial banks to enterprises is constructed. (4) case analysis. In order to verify the validity and practicability of this method, this paper intends to use the evaluation method given in this paper through the evaluation process of enterprise credit risk in the course of a commercial bank's actual credit risk management.
【学位授予单位】：东北大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4
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