越南商业银行信贷风险管理

发布时间：2018-01-08 08:02

本文关键词：越南商业银行信贷风险管理　出处：《华东师范大学》2012年硕士论文　论文类型：学位论文

【摘要】：信贷风险是商业银行经营过程中所面临的最主要的风险之一。商业银行的信贷风险不仅会给商业银行带来损失和造成商业银行的破产和倒闭,严重的时候会引发一个国家的金融危机和经济危机。从当前越南银行信贷风险管理情况来看,越南商业银行风险管理水平普遍较低,整个银行体系不良贷款率偏高,远远高于国际警戒线。针对这种情况,笔者通过在参阅大量资料的基础上,对越南国内三家最有代表性的商业银行的信贷风险管理工作进行了调研,对这些银行的信贷风险控制工作中存在的问题进行了评析,并提出了对越南整个商业银行体系相应的对策。在商业银行风险管理上,笔者针对当前越南商业银行信贷风险计量方式不科学的情况,采取模糊数学和层次分析法相结合来计量信贷风险;针对当前商业银行贷后管理工作普遍弱化的情况,加强了贷后管理工作的研究,细化了信贷资产五级分类方法,建立了信贷五级分类模型,实现了对信贷资产的动态管理;根据不良贷款的变化规律,提出了不同阶段不良资产的处理办法。总的来说,本文从防范、计量、监测、转移、化解四个方面,从制度和机制两个角度来实施风险管理,体现了事前、事中和事后全过程风险管理的思想。本文分为五个部分。第一部分导论介绍了本文的选题思考,越南国内外研究商业银行信贷风险管理情况、本文研究方法、研究思路及界定了本论文有关的术语。第二部分介绍了商业银行信贷风险管理理论及信贷风险管理流程。第三部分从越南国内大规模具有代表性的商业银行的信贷情况及其信贷风险管理现状进行分析并指出越南商业银行信贷风险管理方面存在的问题。第四部分介绍发达国家商业银行信贷风险管理的经验。第五部分是从越南国内商业银行信贷风险管理本身存在的众多问题及学习发达国家商业银行信贷风险管理的经验本文会提出加强并完善越南商业银行信贷风险管理的建议。
[Abstract]:Credit risk is one of the most important risks faced by commercial banks in the course of operation. The credit risk of commercial banks will not only bring losses to commercial banks and cause bankruptcy and bankruptcy of commercial banks. From the current situation of credit risk management of Vietnamese banks, the level of risk management of Vietnamese commercial banks is generally low. The non-performing loan rate of the whole banking system is on the high side, which is far higher than the international warning line. This paper investigates the credit risk management work of the three most representative commercial banks in Vietnam, and analyzes the problems existing in the credit risk control work of these banks. And put forward the corresponding countermeasures to the whole commercial bank system of Vietnam. In the commercial bank risk management, the author aimed at the current situation of the Vietnamese commercial bank credit risk measurement mode is not scientific. Adopting fuzzy mathematics and analytic hierarchy process to measure credit risk; In view of the current situation of the general weakening of the post-loan management of commercial banks, the research on post-loan management is strengthened, the five-level classification method of credit assets is refined, and the five-level credit classification model is established. The dynamic management of credit assets is realized. According to the law of the change of non-performing loans, this paper puts forward the treatment methods of non-performing assets in different stages. In general, this paper from the prevention, measurement, monitoring, transfer, and resolve four aspects. The implementation of risk management from two aspects of system and mechanism embodies the thought of risk management in advance, in process and afterwards. This paper is divided into five parts. The first part of the introduction introduces the topic of this paper, Vietnam domestic and foreign research commercial bank credit risk management situation, this research method. The second part introduces the credit risk management theory of commercial banks and the credit risk management process. The third part is the letter from the large-scale representative commercial banks in Vietnam. The situation of loan and the current situation of credit risk management are analyzed and the problems in credit risk management of Vietnamese commercial banks are pointed out. Part 4th introduces the experience of credit risk management of commercial banks in developed countries. There are many problems in the credit risk management of the domestic commercial banks in Vietnam and the experience of the credit risk management of the commercial banks in developed countries. This paper will put forward some suggestions to strengthen and perfect the credit risk management of the commercial banks in Vietnam.
【学位授予单位】：华东师范大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F833.33

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