HS公司集团客户授信业务风险防控的研究

发布时间：2018-05-19 07:11

本文选题：集团授信 + 风险防控　；参考：《辽宁大学》2012年硕士论文

【摘要】：商业银行在其经营和正常运转的情况下,面临多重风险,而这些风险有些是可以规避的,有些是无法回避的。当今世界的金融领域,特别是上个世纪九十年代之后,不断的爆发商业银行的金融风险危机,国际上相关领域已经认识到此类风险的危害,并不断的加以规避或改进相关事项,但是,经济一体化和金融全球化促使此类风险在不断的蔓延,并有扩大化的趋势,英镑汇率和巴林银行以及1998年的亚洲金融危机,直至以2008年雷曼兄弟为标志的多家银行破产的美国次贷危机,最终形成了2011年欧洲债务危机。这些都体现出商业银行存在的风险问题与其管理监督分不开的,对此,巴塞尔协议也不断的进行修改、制定和更正,使得更加适应当今金融业的发展,也是商业银行风险管理的具体充分的体现。信贷风险管理是银行风险管理的重要内容,也是其健康发展的关键因素；商业银行的信贷风险问题近些年来初显锋芒、凸显关键,深入研究这一问题显得尤为重要和紧迫；在经济一体化和金融全球化的背景下,商业银行信贷风险的研究对其他金融机构具有较强的借鉴作用;加强商业银行的信贷风险研究具有重要的应用价值,是当今商业银行生存和发展的有利保证。本文以PF商业银行对HS控股(集团)有限公司的集团客户授信业务为基础,对相关理论进行整理和分析,将传统集团客户授信业务风险模型进行细化,并结合现代集团客户授信业务风险的特点,通过建立集团客户授信业务风险度量、CreditMetrics等模型,用真实、有效地数据把HS控股(集团)有限公司的集团客户授信业务与传统集团客户授信业务理论、信贷集团客户授信业务理论有机的结合,从而对此集团授信业务提出了评审依据,形成信贷业务风险的防控和措施。为今后商业银行集团客户授信业务风险防控提供可靠和现实的理论和实践基础。
[Abstract]:Commercial banks are faced with multiple risks under the condition of their operation and normal operation, and some of these risks can be avoided and some can not be evaded. In the financial field of the world today, especially after the 1990s, the financial risk crisis of commercial banks is constantly breaking out. The relevant fields in the world have recognized the harm of this kind of risk, and constantly circumvented or improved the relevant matters. However, economic integration and financial globalization have contributed to the spread and widening of these risks, with the exchange rate of the pound and the Bank of Bahrain and the Asian financial crisis of 1998. Until the U.S. subprime mortgage crisis, marked by the collapse of several banks in 2008, led to the European debt crisis in 2011. All these reflect that the risk problems of commercial banks cannot be separated from their management and supervision. In view of this, the Basel Accord has been constantly revised, formulated and corrected to make it more suitable for the development of today's financial industry. Also is the commercial bank risk management concrete full embodiment. Credit risk management is an important part of bank risk management and a key factor for its healthy development. Under the background of economic integration and financial globalization, the study of credit risk of commercial banks has a strong reference for other financial institutions, and strengthening the study of credit risk of commercial banks has important application value. It is a favorable guarantee for the survival and development of commercial banks. Based on PF Commercial Bank's Group customer Credit Business of HS Holdings (Group) Co., Ltd., this paper collates and analyzes the relevant theories, and refines the risk model of traditional Group customer Credit Business. Combined with the characteristics of customer credit business risk in modern group, by establishing the credit business risk measurement model such as CreditMetrics, and using real, The effective data combine the group customer credit business of HS Holdings (Group) Co., Ltd with the traditional group customer credit business theory and the credit group customer credit business theory, thus put forward the evaluation basis for the group credit business. Forms the credit business risk prevention and control and the measure. It provides a reliable and practical theoretical and practical basis for the prevention and control of customer credit business risk of commercial bank group in the future.
【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4;F275

【参考文献】