HR资产公司不良资产业务经营风险的识别、评估与控制研究

发布时间：2019-05-14 17:31

【摘要】：金融资产管理公司自1999年底成立至今,已经运作了14年的时间,在这14年间,四家金融资产管理公司共接收并处置不良资产1万多亿元,回收现金2000多亿元,较好的完成了财政部下达的考核目标。金融资产管理公司成立之初的定位为政策性的金融机构,但在实际发展中,金融资产管理公司不仅保留了原有的政策性职能,同时兼具了部分市场化的特点与功能。在政策性不良资产处置任务基本完成后,四家金融资产管理公司也逐步开始了商业化转型。将业务拓展到不良资产以外的银行、证券、保险、信托、基金管理等金融服务领域或实业领域,但是不良资产业务仍是金融资产管理公司当前乃至未来一段时间内的核心业务。随着金融资产管理公司转型的深入,政策性不良资产逐步萎缩,金融资产管理公司的不良资产业务范围转向商业化不良资产业务,随着商业化不良资产业务规模的不断扩大、业务的涉及面也越来越广泛,风险的识别与控制问题也显得越来越突出。本论文以HR公司不良资产业务为研究对象,在借助于风险管理的相关理论基础上,首先描述了HR公司不良资产业务的流程,运用工作-风险分解法对HR公司的不良资产业务进行风险识别；在风险识别的基础上,运用模糊综合评价法进行了风险的评估；在风险识别和评估的基础上,提出了相应的风险控制对策。
[Abstract]:Since its establishment at the end of 1999, the financial asset management company has been in operation for 14 years. During these 14 years, four financial asset management companies have received and disposed of more than 100 billion yuan in non-performing assets and recovered more than 200 billion yuan in cash. The examination goal issued by the Ministry of Finance has been well completed. At the beginning of its establishment, the financial asset management company was positioned as a policy-oriented financial institution, but in the actual development, the financial asset management company not only retained the original policy function, but also had the characteristics and functions of some marketization. After the policy non-performing assets disposal task is basically completed, the four financial asset management companies have gradually begun the commercial transformation. The business is extended to banks, securities, insurance, trust, fund management and other financial services or industrial fields other than non-performing assets, but the business of non-performing assets is still the core business of financial asset management companies in the present and even in the future. With the deepening of the transformation of financial asset management companies, the policy non-performing assets gradually shrink, the business scope of non-performing assets of financial asset management companies turns to commercial non-performing assets business, and with the continuous expansion of the scale of commercial non-performing assets business, The business involves more and more widely, and the problem of risk identification and control is becoming more and more prominent. This paper takes the non-performing assets business of HR Company as the research object, and on the basis of the relevant theories of risk management, first describes the process of the non-performing assets business of HR Company. The work-risk decomposition method is used to identify the risk of non-performing assets business of HR Company. On the basis of risk identification, the fuzzy comprehensive evaluation method is used to evaluate the risk, and on the basis of risk identification and evaluation, the corresponding risk control countermeasures are put forward.
【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】：F272.3;F272.5;F832.39

【相似文献】