包商银行信用风险管理研究

发布时间：2018-05-13 17:01

本文选题：包商银行 + 风险管理　；参考：《内蒙古大学》2012年硕士论文

【摘要】：风险管理是商业银行经营管理和可持续发展的核心问题,而信用风险是商业银行最主要的风险之一,由于商业银行与交易对手之间的信息不对称,信贷合约的不完全,使得信用风险广泛而客观存在。我国商业银行长期处于高风险状态,近年来,虽通过多种方式和渠道处置了大量不良资产,但银行业自身尚未从制度、机制上根本解决新的不良资产产生问题,信用风险依然很大。由于商业银行信用风险管理关系到银行体系乃至整个国民经济稳定。因此,加强对信用风险的研究具有重要的理论和现实意义。就总体情况看,我国商业银行信用风险管理水平与国际大银行差距很大,信用风险手段不足,发达国家应用已久的信用风险计量管理手段在我国还开始不久。本文介绍了目前为止国内外的一些理论成果。总的来说,国外的研究侧重于运用模型定量计量,而国内则多用定性评估。本文以包商银行作为样本分析了其信用风险管理情况,并指出其在信用评级、贷款质量分类、信息科技系统、信用风险管理理念等方面的不足,并依据问题有针对性地提出了加强信用风险管理理念、完善客户信用评级、完善贷款风险分类、建设信息系统以及加强人才管理等方面提升信用风险管理一些建议。
[Abstract]:Risk management is the core problem of commercial bank management and sustainable development, and credit risk is one of the most important risks of commercial bank. Because of the asymmetry of information between commercial bank and counterparty, the credit contract is incomplete. Make credit risk extensive and objective existence. China's commercial banks have been in a high-risk state for a long time. In recent years, although a large number of non-performing assets have been disposed of through various ways and channels, the banking industry itself has not yet solved the problem of the generation of new non-performing assets in terms of system and mechanism. Credit risks remain high. Because the commercial bank credit risk management relates to the banking system and even the entire national economy stability. Therefore, strengthening the study of credit risk has important theoretical and practical significance. On the whole, the level of credit risk management of commercial banks in our country is far from that of big international banks, and the means of credit risk management are not enough, and the measures of credit risk measurement and management that have been used for a long time in developed countries are still beginning in our country. This paper introduces some theoretical achievements at home and abroad. In general, foreign studies focus on the use of model quantitative measurement, while the domestic use of qualitative evaluation. This paper takes the contractor bank as a sample to analyze its credit risk management situation, and points out its shortcomings in credit rating, loan quality classification, information technology system, credit risk management concept and so on. Some suggestions on strengthening credit risk management, perfecting customer credit rating, perfecting loan risk classification, constructing information system and strengthening talent management are put forward.
【学位授予单位】：内蒙古大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4

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