我国城市商业银行信用风险形成及防范

发布时间：2018-03-03 22:30

本文选题：商业银行　切入点：信用风险　出处：《吉林大学》2015年硕士论文　论文类型：学位论文

【摘要】：本文主要研究我国城市商业银行信用风险的形成与防范问题。随着经济、金融全球一体化的发展，商业银行在经济发展中的重要地位越发凸显。城市商业银行作为银行业的重要组成部分，发挥着重要的作用。伴随着各种金融衍生产品的不断发展，金融市场自由化脚步的推进，各种风险接踵而来，银行业危机有很大一部分来自于信用风险。文章首先介绍了选择这一题目的现实意义和写作背景以及文章的创新之处。接着介绍了信用风险管理的相关概念，并且从传统意义和现代意义上介绍了信用风险的特点。接着对国内外信用风险管理状况进行了系统的梳理，结合最新的有关数据进行分析，以吉林银行为例，找出我国城市商业银行现今管理体制中存在的诸多问题。并面对这些不足之处，提出相应的解决方案，理论联合实际，争取从根本上完善现有的银行业风险管理方案，为今后的研究提供理论上的支持。本文在结构上总共分为五个部分，主要结构如下: 第一部分主要是介绍了课题的研究背景和现实意义，分析了国内外学者对于信用风险研究的现状。并且阐明本文的写作思路，以及研究中的创新之处和不足。第二部分从理论角度出发，首先从广义和狭义两个方面介绍了信用风险的含义，阐明了信用风险在传统意义上和现今意义上的各项特征。接着从微观和宏观两个层面上说明了信用风险对于经济的影响。最后，深入分析了信用风险的成因，包括信息不对称、契约不完全、政府的不良干预。第三部分介绍了当前我国城市商业银行信用风险管理的现状，主要有不良贷款整体呈下降趋势，但数额及比例仍过高；资本充足率水平较低；银企、银政关系问题紧张。并且结合最新的统计数据，着重对吉林银行信贷管理情况进行了分析。第四部分找出了我国城市商业银行现今发展中存在的各种问题，例如风险管理数据不足，风险评级水平较低；风险度量水平落后；缺乏有效的风险应对手段和转移工具；银行自身信用风险意识淡薄，缺少专业管理人才。并对此写问题进行了详细的分析。第五部分主要从宏观环境和微观管理两方面入手，对于前面所分析的我国城市商业银行所存在的问题提出了相应的解决对策。从宏观层面来看：应该加强法律监管，减少地方政府的不良干预；完善信用评级体系，，强化信息披露；进行分散化资产组合，加快金融创新。从微观层面来看：建立健全的风险管理组织制度；积极引进适合的风险管理模型，完善数据库建设；加强风险管理文化建设，组建专业管理团队。
[Abstract]:This paper mainly studies the formation and prevention of credit risk of urban commercial banks in China. With the development of global integration of economy and finance, Commercial banks play an important role in the economic development. As an important part of the banking industry, urban commercial banks play an important role. With the continuous development of various financial derivatives, With the development of financial market liberalization, various kinds of risks are coming, and a large part of the banking crisis comes from credit risk. The paper first introduces the practical significance and writing background of choosing this topic and the innovation of the article, and then introduces the related concepts of credit risk management. It also introduces the characteristics of credit risk in traditional and modern sense. Then it systematically combs the situation of credit risk management at home and abroad, and analyses the latest relevant data, taking Jilin Bank as an example. This paper finds out the problems existing in the present management system of the city commercial banks in our country, and in the face of these shortcomings, puts forward the corresponding solutions, combining theory with practice, in order to fundamentally improve the existing banking risk management scheme. To provide theoretical support for future research. The structure of this paper is divided into five parts, the main structure is as follows:. The first part mainly introduces the research background and practical significance of the subject, analyzes the current situation of the domestic and foreign scholars for the study of credit risk, and clarifies the writing ideas of this paper, as well as the innovations and shortcomings in the research. The second part introduces the meaning of credit risk from two aspects: broad sense and narrow sense. This paper clarifies the characteristics of credit risk in the traditional and present sense. Then it explains the impact of credit risk on economy from the micro and macro levels. Finally, the causes of credit risk, including asymmetric information, are analyzed in depth. The contract was incomplete and the government intervened badly. The third part introduces the current situation of credit risk management of city commercial banks in our country. There is a downward trend of non-performing loans as a whole, but the amount and proportion are still too high, the level of capital adequacy ratio is low, the banks and enterprises, The relationship between bank and government is tense. Combined with the latest statistics, this paper analyzes the credit management of Jilin Bank. Part 4th finds out all kinds of problems existing in the development of urban commercial banks in China, such as insufficient risk management data, low risk rating level, backward risk measurement level, lack of effective risk coping means and transfer tools. The bank's own credit risk consciousness is weak, the lack of professional management personnel. The 5th part mainly starts from the macroscopic environment and the microscopic management, and puts forward the corresponding solutions to the problems existing in the urban commercial banks of our country, which are analyzed earlier. From the macro level, we should strengthen the legal supervision and control. To reduce the bad intervention of the local government; to perfect the credit rating system, to strengthen the information disclosure, to carry out the diversification of assets combination, to speed up the financial innovation, from the micro level: to establish a sound risk management organization system; Actively introduce suitable risk management model, perfect database construction, strengthen risk management culture construction and set up professional management team.
【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

【参考文献】