建行A分行中小企业贷款风险与定价问题研究

发布时间：2018-01-12 17:32

本文关键词：建行A分行中小企业贷款风险与定价问题研究　出处：《吉林大学》2012年硕士论文　论文类型：学位论文

【摘要】：加强中小企业业务研究已成为各家银行当务之急，其中中小企业信贷业务风险与收益研究更是中小企业贷款经营管理的重要环节。本文以笔者所在的建设银行A分行为例，首先详细分析了建行A分行在中小企业信贷业务风险管理和定价管理方面的发展现状及存在的不足，虽然建行A分行已经建立起比较完善的贷款评价体系和风险管理体系，但是在风险管理方面仍然存在薄弱环节，在定价管理方面也未建立起有效的制度。然后，文章详细分析了在风险管理和定价管理方面存在问题的原因。首先分析了中小企业自身经营特点，资金紧张，对市场的依赖程度高、抗风险能力差，固定成本偏高、收益能力差，中小企业人才素质较低、人员流动频繁，经营持续时间相对较短、退出市场的概率较高。进而分析了建行A分行存在问题的原因，风险管理方面产生的问题主要因为：大部分员工尚未形成正确的信贷风险管理理念；缺乏完整的考核、营销、激励机制；信贷调查较难深入；内部控制体系尚需加强；对宏观政策和产业政策缺乏系统性研究，支撑信贷决策的信息相对不足。在定价管理方面产生问题的原因包括：中小企业贷款定价制度尚不完善；缺少独立的定价管理部门；定价管理所需的信息系统不完善；定价方式方法不科学。之后，通过建行A分行经营的两笔业务实例，真实地反映了当前该行对中小企业贷款的调查方式和定价方式。最后，，结合建行A分行目前的中小企业贷款相关定价制度，对中小企业贷款风险与收益问题作深入探讨，提出了完善中小企业风险溢价率确定体系的方式方法，又结合建行A分行的实际情况，提出两种具有可操作性的并且相对合理的中小企业贷款定价模型。在文章结尾处，笔者针对整个银行业定价管理的内外部环境提出了相关对策和建议。
[Abstract]:It has become an urgent task for banks to strengthen the study of SMEs' business, among which the research on the risk and income of SMEs' credit business is an important link in the management of SMEs' loans. In this paper, the author of the construction bank A branch as an example, the first detailed analysis of the construction bank A branch in the SME credit risk management and pricing management development status and shortcomings. Although China Construction Bank A Branch has established a relatively perfect loan evaluation system and risk management system, but there are still weak links in risk management, and there is no effective system in pricing management. Then, the paper analyzes the reasons of the problems in risk management and pricing management in detail. Firstly, it analyzes the characteristics of SMEs' own management, capital is tight, dependence on the market is high, and the ability to resist risks is poor. The fixed cost is on the high side, the income ability is poor, the talent quality of the small and medium-sized enterprises is low, the personnel flow is frequent, the operating time is relatively short, and the probability of withdrawing from the market is higher. The main problems in risk management are as follows: most employees have not formed the correct concept of credit risk management; Lack of a complete assessment, marketing, incentive mechanism; The credit investigation is difficult to deepen; The internal control system needs to be strengthened; There is a lack of systematic research on macro and industrial policies, and the information supporting credit decision-making is relatively insufficient. The reasons for the problems in pricing management include: the loan pricing system of small and medium-sized enterprises is not perfect; Lack of independent pricing management; The information system needed for pricing management is not perfect; The method of pricing is not scientific. After that, through two business examples of China Construction Bank A Branch, it reflects the investigation and pricing methods of the bank's loans to small and medium-sized enterprises. Finally, combining with the current pricing system of SME loan in Branch A of China Construction Bank, this paper makes a deep discussion on the loan risk and income of SMEs. Put forward to improve the risk premium rate of small and medium-sized enterprises to determine the way and method, and combined with the construction bank A branch of the actual situation. Two feasible and relatively reasonable loan pricing models for SMEs are proposed. At the end of the article, the author puts forward some relevant countermeasures and suggestions for the internal and external environment of banking pricing management.
【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4

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