中国农业银行股份有限公司山东分行信用风险限额管理研究

发布时间：2018-07-05 04:15

本文选题：信用风险限额 + 经济资本　；参考：《山东大学》2012年硕士论文

【摘要】：银行是经营风险的企业,承担风险是银行存在之源,管理风险是银行生存之本,中国农业银行2010年4月公布了董事会通过的以实施新资本协议为主线的首份全面风险管理体系规划,这标志着农行在强化全面风险管理上迈出了关键性步伐,该规划对农行未来三年全面风险管理工作作出框架性安排,总体目标是在未来三年,以实施巴塞尔新资本协议为主线,建立适应现代商业银行需要的全面风险管理体系。信用风险管理作为全面风险管理的重要组成部分,是解决银行资本的有限性与业务发展无限性之间矛盾的有效工具,是合理配置资源、提高银行资产组合收益的关键。信用风险限额管理是信用风险管理的重要手段,代表了银行在信贷业务中所能容忍的最大风险额度,它是一种基于风险计量的管理模式,是银行经营战略、政策导向及资本配置的综合体现,是外部监管的要求,更是信用风险管理精细化的发展方向,综合体现了银行的经营战略、政策导向以及资本配置,代表了当今信用风险管理的专业化、精细化和系统化发展方向。本文认为,随着科技不断进步,农行山东分行的信用风险管理能力逐渐增强,但由于在组织架构、授权管理、信用风险计量、信用风险管理文化方面比较落后,信用风险限额管理没有执行到位,进而得出结论,建立山东农行的信用风险限额管理体系和培育先进信用风险管理文化。本文主要有如下创新：首先,通过现有农行的风险计量及经济管理模型,对目前的信用风险限额管理体系丰富完善,对所有信贷经营机构实行客户、行业、地域的总量信用风险限额管理；其次,结合信用风险经济资本管理的知识,控制各行、各行业信贷投放行为,达到收益覆盖风险的目的；最后,进一步优化现有的授信额度计算公式,并考虑客户的实际需求。
[Abstract]:Bank is an enterprise operating risk, taking risk is the source of bank existence, management risk is the basis of bank survival. In April 2010, the Agricultural Bank of China announced the first comprehensive risk management system plan adopted by the board of directors to implement the new capital agreement, which marks the key step in strengthening the comprehensive risk management of the Agricultural Bank of China. The plan provides a framework for the overall risk management of the bank in the next three years. The overall goal is to establish a comprehensive risk management system to meet the needs of modern commercial banks in the next three years and to implement the new Basel capital agreement. The effective tool for the contradiction between the limited capital and the unlimited business development is the key to rationally allocate the resources and improve the income of the bank's asset portfolio. The credit risk quota management is an important means of credit risk management, which represents the maximum amount of risk tolerated by the bank in the credit business. It is a management based on the risk measurement. The model is the comprehensive embodiment of bank management strategy, policy orientation and capital allocation. It is the requirement of external supervision and the development direction of credit risk management. It embodies the management strategy, policy orientation and capital allocation of the bank comprehensively, which represents the specialization, refinement and systematization of credit risk management.
With the continuous progress of science and technology, the credit risk management ability of the Shandong branch of the Agricultural Bank of China is gradually strengthened. However, the credit risk limit management is not in place because of the organizational structure, the authorization management, the credit risk measurement, the credit risk management culture, and the credit risk limit management is not in place. Then the credit risk limit of the Shandong Agricultural Bank is set up. Management system and cultivation of advanced credit risk management culture.
This article mainly has the following innovations: first, through the existing agricultural bank's risk measurement and economic management model, the current credit risk quota management system is rich and perfect, and the total credit risk limit management of all credit management institutions is carried out by customers, industries and regions. Secondly, the knowledge of the credit risk economic capital management is used to control the various types of credit risk. In the end, we will further optimize the existing formula for the credit line and consider the actual needs of the customers.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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