我国商业银行信用风险监控体系建设研究
发布时间：2018-08-03 17:28
【摘要】：金融是现代经济的核心,金融体系的良好稳健对整个经济的健康运行至关重要。商业银行是金融业的重要组成部分,其经营活动时刻伴随着风险,风险管理是关系到银行体系乃至整个国民经济稳定的大问题。商业银行面临的风险主要有信用风险、市场风险、操作风险、流动性风险等,而信用风险是其中最重要的风险,加强对信用风险的研究具有重要的理论和现实意义。 由2007年美国次贷危机引发的全球金融危机,使人们再一次意识到：风险管理尤其是信用风险管理是金融机构续稳健发展的必需品。此次金融危机以后,各国商业银行进一步加强和完善风险管理尤其是信用风险管理,是本文研究的国际背景。而在我国,为应对金融危机,开始施行适度宽松的货币政策,并执行反周期信贷政策。反周期信贷政策虽然有利于促进经济的复苏,但银行的大量放贷也意味着要承担较大的信用风险。目前,我国商业银行还缺乏适合自身特点的信用风险管理体系,而数据积累不足导致无法实施新巴塞尔协议的内部评级法,不利于信用风险的量化管理。因此,对于我国商业银行信用风险管理,特别是现阶段信用风险监控进行深入研究,依然有其必要性。 本文在分析我国商业银行信用风险现状的基础之上,从实务操作的角度提出了如何建设适合我国商业银行的信用风险监控体系,完善我国商业银行信用风险管理的方法和手段,提高信用风险管理水平,从而完善信用风险管理体系,提升我国商业银行的核心竞争力。
[Abstract]:Finance is the core of modern economy, and the good stability of financial system is very important to the healthy operation of the whole economy. Commercial bank is an important part of the financial industry, and its business activities are always accompanied by risks. Risk management is a major problem related to the stability of the banking system and the national economy as a whole. The risks faced by commercial banks are mainly credit risk, market risk, operational risk, liquidity risk and so on, and credit risk is the most important risk, so it is of great theoretical and practical significance to strengthen the research on credit risk. The global financial crisis caused by the American subprime mortgage crisis in 2007 makes people realize once again that risk management especially credit risk management is a necessity for the steady development of financial institutions. After the financial crisis, commercial banks of various countries further strengthen and perfect risk management, especially credit risk management, which is the international background of this paper. In order to deal with the financial crisis, China began to implement moderately loose monetary policy and countercyclical credit policy. While counter-cyclical credit policies are good for economic recovery, banks' massive lending also means taking on greater credit risk. At present, the commercial banks in our country still lack the credit risk management system suitable for their own characteristics, and the insufficient accumulation of data makes it impossible to implement the internal rating method of the New Basel Accord, which is not conducive to the quantitative management of credit risk. Therefore, it is still necessary to study the credit risk management of commercial banks in our country, especially the credit risk monitoring at the present stage. On the basis of analyzing the present situation of credit risk of commercial banks in our country, this paper puts forward how to construct the credit risk monitoring system suitable for our country's commercial banks and how to perfect the methods and means of credit risk management of our country's commercial banks from the angle of practical operation. Improve the level of credit risk management, so as to improve the credit risk management system and enhance the core competitiveness of commercial banks in China.
【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
本文编号：2162461
[Abstract]:Finance is the core of modern economy, and the good stability of financial system is very important to the healthy operation of the whole economy. Commercial bank is an important part of the financial industry, and its business activities are always accompanied by risks. Risk management is a major problem related to the stability of the banking system and the national economy as a whole. The risks faced by commercial banks are mainly credit risk, market risk, operational risk, liquidity risk and so on, and credit risk is the most important risk, so it is of great theoretical and practical significance to strengthen the research on credit risk. The global financial crisis caused by the American subprime mortgage crisis in 2007 makes people realize once again that risk management especially credit risk management is a necessity for the steady development of financial institutions. After the financial crisis, commercial banks of various countries further strengthen and perfect risk management, especially credit risk management, which is the international background of this paper. In order to deal with the financial crisis, China began to implement moderately loose monetary policy and countercyclical credit policy. While counter-cyclical credit policies are good for economic recovery, banks' massive lending also means taking on greater credit risk. At present, the commercial banks in our country still lack the credit risk management system suitable for their own characteristics, and the insufficient accumulation of data makes it impossible to implement the internal rating method of the New Basel Accord, which is not conducive to the quantitative management of credit risk. Therefore, it is still necessary to study the credit risk management of commercial banks in our country, especially the credit risk monitoring at the present stage. On the basis of analyzing the present situation of credit risk of commercial banks in our country, this paper puts forward how to construct the credit risk monitoring system suitable for our country's commercial banks and how to perfect the methods and means of credit risk management of our country's commercial banks from the angle of practical operation. Improve the level of credit risk management, so as to improve the credit risk management system and enhance the core competitiveness of commercial banks in China.
【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
【参考文献】
相关期刊论文 前2条
1 李志鸿;宫婧;;我国商业银行信用风险的管理及改进建议[J];西南金融;2008年12期
2 胡红星;;次贷危机中商业银行风险管理的缺失及其启示[J];上海金融;2009年07期
相关硕士学位论文 前1条
1 李露;我国商业银行信用风险管理研究[D];西南财经大学;2007年
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