我国商业银行信贷集中风险管理研究

发布时间：2018-03-10 20:24

本文选题：信贷集中风险　切入点：经济资本　出处：《首都经济贸易大学》2012年硕士论文　论文类型：学位论文

【摘要】：我国银行业中信贷集中的现象由来已久，在2009年极度宽松的货币政策之后，这一现象愈加明显，为商业银行信贷集中风险的加深埋下了隐患。信贷集中不但加剧地区间经济发展的不平衡，也易导致银行放贷中的短视行为，阻碍创新业务的开展和多元化经营。信贷风险历来是国内银行业风险管理的薄弱环节，提高信贷集中风险管理水平不但有助于银行自身的稳健经营和健康成长，也以良性的信贷体系为导向，促使国家经济结构转型的顺利实现。这就凸显了国内银行业加强信贷集中风险管理的必要性和重要性。文章采用理论分析与实例分析相结合的方法，通过采集十六家不同类型银行的信贷数据及信贷集中度监管指标，结合HHI指数的计算、对比，分别从对象、行业、地域、期限四个角度，总体和个体两个层面具体分析了国内银行业的信贷集中程度及各类银行的集中特点，并联系各类银行的发展背景探讨其成因。这也是本文的创新所在。接着，，从监管机构和商业银行两个方面，对国内银行业管理信贷集中风险的方法加以总结、归纳，说明国内银行业在风险管理中的不足之处和亟需解决的问题，据此提出合理化建议。文章以具体数据、指标的分析结论为出发点，论证了我国银行业整体的信贷集中程度不容乐观，且对于信贷集中风险尚处于粗放式管理阶段，主要表现为：现阶段监管制度不够完善，银行自身的风险管理水平有待提高。在此基础上，结合国际银行业的先进经验，针对这两方面提出了相关对策建议。
[Abstract]:The phenomenon of credit concentration in China's banking industry has been around for a long time. After the extremely loose monetary policy in 2009, this phenomenon became even more obvious. It not only increases the imbalance of regional economic development, but also leads to short-sighted behavior in bank lending. Credit risk has always been the weak link of domestic banking risk management. Improving the level of credit concentration risk management is not only conducive to the steady operation and healthy growth of banks themselves. It is also guided by a benign credit system to promote the smooth realization of the transformation of the national economic structure, which highlights the necessity and importance of strengthening the centralized risk management of credit in the domestic banking sector. This paper adopts the method of combining theoretical analysis and case analysis, through collecting credit data and credit concentration index of 16 different types of banks, combining with the calculation of HHI index, contrasting, respectively, from object, industry, region, etc. The paper analyzes the credit concentration degree of domestic banking and the characteristics of all kinds of banks from four angles of maturity, general and individual levels, and probes into the causes of its formation in connection with the development background of all kinds of banks. This is also the innovation of this paper. In this paper, the author summarizes the methods of managing credit concentration risk in domestic banking from the two aspects of supervision institution and commercial bank, summarizes the deficiency of domestic banking in risk management and the problems that need to be solved, and puts forward some reasonable suggestions accordingly. Based on the analysis of specific data and indicators, this paper demonstrates that the credit concentration of China's banking industry is not optimistic, and the risk of credit concentration is still in the stage of extensive management. The main performance is that the supervision system is not perfect at present and the risk management level of banks needs to be improved. On the basis of this, combined with the advanced experience of the international banking industry, this paper puts forward the relevant countermeasures and suggestions in view of these two aspects.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4

【参考文献】