区域性商业银行风险评价及研究

发布时间：2018-03-12 20:20

本文选题：区域性商业银行　切入点：风险评价　出处：《郑州大学》2015年硕士论文　论文类型：学位论文

【摘要】：近些年,我国的金融业持续快速发展,金融产品创新的步伐也不断加快,这些都给我国的金融市场的稳定带来了隐患。就目前来看,我国的银行业刚刚经历了一个快速发展的时期,资产规模及利润增长迅猛,然而我国银行业的风险防控手段较发达国家还处于较低水平,随之也带来了一系列的风险隐患。另外,在全球经济一体化进程不断加深的背景下,我国银行业在国内外的发展必然都会遇到外资银行的竞争,这些在给我国银行业带来机遇的同时也带来了挑战。在当前的后金融危机时代,资本约束、金融托媒、同业竞争、客户需求综合化这些使我国商业银行的经营环境发生了很大改变。2013年,国内金融改革浪潮再次拉开序幕,利率市场化持续推进,国内商业银行赖以生存的存贷款利差进一步缩小,致使国内银行业2013年利润增速大幅回落,传统的银行业务正面临着巨大的挑战。区域性商业银行,作为支持地方经济发展的金融主力军需要在当前复杂的经济金融环境下与国内大型商业银行及外资银行同台竞技。其盈利能力、风险把控能力等各方面都会接受新的考验。如何发挥区域性商业银行的优势,进行差异化竞争,同时又合理的把控住风险、消除这些隐患,解决不断出现的金融风险问题是我国学者及金融从业人员需要研究的新的课题。建立区域性商业银行的风险评价系统在现阶段也显得尤为重要。利用风险评价系统,区域性商业银行可以在早期可以有效地识别风险,规避风险,风险控制,大大减低风险带来的损失,而使银行业务的稳健运营得到受益,也有利于加强维护金融稳定和安全,促进经济稳定发展。构建一个完善的风险评价体系需要将能够实际反映风险变动趋势及根源的指标与科学的理论方法有机得结合在一起。本文所构建的风险评价体系包括指标选取、临界值和指标权重的确定以及评价指标区间的确定等。内容上首先介绍了国内外相关文献综述,然后通过研究当前河南省区域性商业银行运行现状找出了这些风险存在的根源。同时,结合实际情况从区域性经济运行状况、银行自身运营状况两个模块分别选取指标,确定临界值并采用层次分析法逐级确定各层级权重。随后本文选取了当地有代表性的一家区域性商业银行和当地一家国有大型商业银行,将其指标数据代入评价系统,给出了个方面及模块的得分,较为准确的反映出了其当前所面临的风险状况。最后,本文依据前文所分析的区域性商业银行的风险根源及与国有行的对比结果,给出了未来区域性商业银行可以从人才培养、地域优势、中间业务等几个方面防控风险,加快发展。
[Abstract]:In recent years, China's financial industry has continued to develop rapidly, and the pace of financial product innovation has been speeding up, all of which have brought hidden dangers to the stability of our financial market. China's banking industry has just experienced a period of rapid development, with the rapid growth of assets and profits. However, the risk prevention and control measures of China's banking industry are still at a lower level than those of developed countries. In addition, with the deepening of the process of global economic integration, the development of our banking industry at home and abroad will inevitably meet the competition of foreign banks. These have brought both opportunities and challenges to our banking industry. In the current post-financial crisis era, capital constraints, financial intermediation, competition among the same industry, The integration of customer demand has greatly changed the operating environment of commercial banks in China. In 2013, the wave of domestic financial reform began again, and the interest rate marketization continued to advance. The difference between deposit and loan interest rates on which domestic commercial banks rely for survival is further narrowed, resulting in a sharp drop in the growth rate of domestic banking profits in 2013, and the traditional banking business is facing enormous challenges. As the main force supporting local economic development, the financial force needs to compete with large domestic commercial banks and foreign banks in the current complex economic and financial environment. All aspects such as risk control ability will be tested. How to bring the advantages of regional commercial banks into full play and compete differently, and at the same time reasonably control risks and eliminate these hidden dangers, It is a new task for Chinese scholars and financial practitioners to solve the problem of financial risk. It is also very important to set up a risk evaluation system for regional commercial banks at this stage. Regional commercial banks can effectively identify risks, avoid risks, and control risks at an early stage, greatly reducing the losses caused by risks, and benefiting from the sound operation of banking operations, and also conducive to strengthening the maintenance of financial stability and security. In order to promote the steady development of economy, it is necessary to combine the index which can reflect the trend of risk change and the root cause of risk change with the scientific theory and method to construct a perfect risk evaluation system. The system includes the selection of indicators, The determination of critical value and index weight, as well as the determination of evaluation index interval, etc. Then through the study of the current operational status of regional commercial banks in Henan Province to find out the root causes of these risks. At the same time, combined with the actual situation from the regional economic operation situation, the two modules of the banks' own operation status select the indicators, respectively. The critical value is determined and the hierarchy process is used to determine the weight of each hierarchy step by step. Then this paper selects a local representative regional commercial bank and a local state-owned large commercial bank to substitute its index data into the evaluation system. This paper gives the aspects and module scores, which accurately reflects the current risk situation. Finally, according to the risk root of regional commercial banks and the comparison results with state-owned banks, the paper analyzes the risk sources of regional commercial banks and compares them with state-owned banks. The future regional commercial banks can prevent and control risks from the aspects of talent training, regional advantage, intermediate business and so on, and accelerate the development.
【学位授予单位】：郑州大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F272.3;F832.33

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