中国农业银行信用风险管理问题研究

发布时间：2018-04-22 01:14

本文选题：信用风险管理 + 中国农业银行　；参考：《东北农业大学》2015年硕士论文

【摘要】：当前我国金融行业处于一个创新的井喷期,互联网金融、P2P贷款模式的不断出现,活跃和繁荣了我国资本市场,但是伴随而来的信用风险日益凸显,复杂程度不断加剧。中国农业银行在经历股份制改造后,面临更多的挑战以及要为国家经济带来更有力支持的压力。基于此种情况,重视信用风险管理水平的提高显得尤为重要。因此,现阶段研究中国农业银行信用风险管理具有重要的理论价值与实践意义。从理论上讲,本文运用RAROC模型和层次分析法对中国农业银行信用风险管理水平和信用风险管理水平的影响因素进行分析,充实了对中国农业银行信用风险管理水平量化研究方法。从实践上讲,本研究对于中国农业银行在今后完善相关管理制度与度量方式、应对日益积累的外部挑战与内部需求压力、保证金融资产质量、有效配置经济资本、保障社会经济的稳健运行具有重要的影响作用。本文以中国农业银行信用风险管理为选题,旨在提高其信用风险管理水平保障自身健康发展以及更有力的支持国家经济。基于此,本文分为8个部分进行阐述。首先,界定了商业银行信用风险管理的涵义,同时阐述了商业银行信用风险管理的相关理论;其次,基于定性分析法对中国农业银行信用风险管理的现状进行描述来分析中国农业银行在信用风险管理过程中存在的信用评级体系不完善、缺少信用风险缓释工具、内控管理不完善、管理人才相对匮乏等问题;再次,运用定量分析法选取RAROC模型对中国农业银行信用风险管理水平进行实证分析、选取层次分析法对中国农业银行信用风险管理水平的影响因素分析;最后,利用比较分析法分析出国内外商业银行信用风险管理的经验,结合实证分析结论以及经验借鉴总结出优化信用评级体系、推广信用风险缓释工具、加强内控管理、优化人力资源的措施来完善中国农业银行信用风险管理。需要说明的是,中国农业银行在2009年进行股份制改造转型为股份有限公司,相应的管理制度较股份制改造前有一些不同之处,因此,本文将股份制改造后的中国农业银行信用风险管理作为研究的核心内容,相关数据选取均以2009年为起点。本文较创新性的采用RAROC模型对中国农业银行信用风险管理水平进行分析,RAROC模型所利用的数据受外界干扰因素较小,可操作性强,可以对其信用风险管理水平做出客观的评价。而在已有的文献中,对中国农业银行信用风险管理水平的实证研究大多采用Logistic模型、Z模型,以上两种方式受市场经济大环境影响,相关数据获取相对较困难,准确性欠缺。当然,本文还存在一些不足。对于RAROC模型的计算中,因掌握数据资料有限,净收益的测量采取的是简单的会计方法。在数据充足的情况下,采用净现值法能更进一步提高数值的精确度。因此,在以后的研究中要进一步完善论文的不足。
[Abstract]:At present, the financial industry of our country is in an innovative blowout period. With the emergence of the P2P loan model of Internet finance, the capital market of our country is active and prosperous, but the credit risk is becoming increasingly prominent and the degree of complexity is becoming more and more serious. The Agricultural Bank of China is facing more challenges and pressure to support the country's economy after the share-holding system. Based on this situation, it is very important to pay attention to the improvement of credit risk management level. Therefore, it is of great theoretical and practical significance to study the credit risk management of Agricultural Bank of China at this stage. In theory, this paper uses RAROC model and analytic hierarchy process to analyze the influencing factors of credit risk management level and credit risk management level of Agricultural Bank of China. It enriches the quantitative research method of credit risk management level of Agricultural Bank of China. In practice, this study aims at improving the relevant management system and measurement methods in the future, coping with the accumulated external challenges and internal demand pressures, ensuring the quality of financial assets and effectively allocating economic capital. Safeguard the stable operation of social economy has important influence function. This paper chooses the credit risk management of Agricultural Bank of China as the topic, aiming to improve its credit risk management level to ensure its own healthy development and to support the national economy more effectively. Based on this, this paper is divided into eight parts to elaborate. Firstly, it defines the meaning of commercial bank credit risk management, and expounds the relevant theory of commercial bank credit risk management. Based on the qualitative analysis method, this paper describes the current situation of credit risk management of Agricultural Bank of China to analyze the imperfect credit rating system and the lack of credit risk mitigation tools in the credit risk management process of Agricultural Bank of China. Internal control management is not perfect, management talent is relatively scarce. Thirdly, using quantitative analysis method to select RAROC model to analyze the credit risk management level of Agricultural Bank of China empirically. The paper analyzes the factors influencing the credit risk management level of Agricultural Bank of China by AHP. Finally, it analyzes the experience of credit risk management of commercial banks at home and abroad by means of comparative analysis. Based on the conclusion of empirical analysis and experience, the paper summarizes the measures of optimizing credit rating system, popularizing credit risk mitigation tools, strengthening internal control management and optimizing human resources to perfect credit risk management of Agricultural Bank of China. It should be noted that the Agricultural Bank of China transformed itself into a joint-stock company in 2009, and the corresponding management system is different from that before the share-holding transformation. In this paper, the credit risk management of Agricultural Bank of China is the core of the research, and the relevant data are selected in 2009 as the starting point. In this paper, RAROC model is used to analyze the credit risk management level of Agricultural Bank of China. But in the existing literature, the empirical research on the credit risk management level of Agricultural Bank of China mostly adopts the Logistic model and Z model. The above two ways are affected by the market economy environment, the relevant data is relatively difficult to obtain, and the accuracy is deficient. Of course, there are still some shortcomings in this paper. In the calculation of RAROC model, because of the limited data, the net income is measured by simple accounting method. In the case of sufficient data, the method of net present value can further improve the accuracy of the numerical value. Therefore, in the future research to further improve the deficiencies of the paper.
【学位授予单位】：东北农业大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.4

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