全面风险管理框架下我国商业银行信用风险管理策略研究

发布时间：2018-01-23 20:47

本文关键词： 商业银行信用风险管理全面风险管理　出处：《云南大学》2014年硕士论文　论文类型：学位论文

【摘要】：伴随着我国市场经济的不断成熟完善和迅速发展,商业银行在国民经济中发挥着越来越重要的作用。商业银行的经营情况不仅影响到自己的生存和发展,并且影响到整个国民经济的良性循环和健康发展。而商业银行的信用风险是银行的重要风险形式,同时也是致使商业银行破产的主要原因。严重的信用风险既会阻碍商业银行自身的效益及前途,也会危害到一国经济的稳健发展,甚至会影响全球经济的稳定性,目前各国都十分注重商业银行信用风险管理问题。因此,商业银行风险管理的好坏,特别是商业银行信用风险管理水平直接影响到我国经济的持续、健康发展,但我国商业银行的信用风险管理水平与国际先进银行仍存在较大差距。综合考察国内和国际经济大环境和各国商业银行风险管理的现状,本文在巴塞尔新资本协议实施及全面风险管理理念和方法逐步被广泛应用的背景下,深入总结全面风险管理的先进经验,试图在全面风险管理的框架下,针对我国商业银行信用风险管理的现状和主要问题,运用国内M银行的案例分析,并借鉴国外先进银行的管理经验,进而提出完善我国商业银行信用风险管理的策略建议。本文共分六章,主要研究内容是：第一章绪论,介绍了研究背景、意义、方法和内容,并对信用风险管理、全面风险管理的国内外研究综述进行了梳理；第二章信用风险和全面风险管理的理论研究述评,尤其是巴塞尔委员会(BCBS)和全美反舞弊性财务报告委员会发起组织(COSO)在全面风险管理方面的主要研究成果；第三章对我国商业银行风险管理现状进行了分析,并指出存在的主要问题；第四章M银行信用风险管理现状分析,以M银行风险信用风险管理现状分析为案例,具体分析了我国商业银行信用风险和风险管理状况,总结M银行风险管理的先进经验；第五章国外银行信用风险管理比较分析,通过评析德国、美国发达国家商业银行的先进经验,总结对我国商业银行信用风险管理启示；第六章提出完善我国商业银行信用风险管理的策略建议。
[Abstract]:With the continuous maturity and rapid development of our market economy, commercial banks are playing a more and more important role in the national economy. The operation of commercial banks not only affects their survival and development. The credit risk of commercial banks is an important risk form of banks. At the same time, it is also the main cause of the bankruptcy of commercial banks. Serious credit risk will not only hinder the efficiency and future of commercial banks, but also endanger the steady development of a country's economy. It will even affect the stability of the global economy. At present, all countries attach great importance to the credit risk management of commercial banks. Therefore, the risk management of commercial banks is good or bad. Especially, the level of credit risk management of commercial banks has a direct impact on the sustained and healthy development of our economy, but there is still a big gap between the level of credit risk management of our commercial banks and the international advanced banks. Comprehensive review of the domestic and international economic environment and the current situation of commercial bank risk management, this paper is gradually widely used in the context of the implementation of the Basel New Capital Accord and comprehensive risk management concepts and methods. This paper summarizes the advanced experience of comprehensive risk management, and tries to use the case study of M Bank in China to analyze the current situation and main problems of credit risk management of commercial banks in China under the framework of comprehensive risk management. The author draws lessons from the management experience of foreign advanced banks and puts forward some suggestions on how to improve the credit risk management of Chinese commercial banks. This paper is divided into six chapters, the main research content is: The first chapter introduces the background, significance, methods and contents of the research, and summarizes the domestic and foreign research on credit risk management and overall risk management. The second chapter reviews the theoretical research on credit risk and overall risk management. In particular, the main research results of BCBS (Basel Committee) and COSO (National Anti-Fraud Financial reporting Committee) in overall risk management; The third chapter analyzes the current situation of risk management of commercial banks in China, and points out the main problems. Chapter 4th analyzes the current situation of M bank credit risk management, taking M bank risk credit risk management as a case study, analyzes the credit risk and risk management situation of commercial banks in China. Summarize the advanced experience of M bank risk management; Chapter 5th: comparative analysis of credit risk management of foreign banks, through the analysis of the advanced experience of commercial banks in developed countries in Germany and the United States, summarizes the inspiration to the credit risk management of commercial banks in China; Chapter 6th puts forward some suggestions on how to improve the credit risk management of Chinese commercial banks.
【学位授予单位】：云南大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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