国内某商业银行信贷风险管理研究

发布时间：2018-03-17 09:15

本文选题：商业银行　切入点：信贷风险　出处：《长安大学》2014年硕士论文　论文类型：学位论文

【摘要】：现阶段，银行业在我国金融体系中仍处于主导地位，其主要的收入仍然来源于传统的信贷业务，所以信贷风险依然是其面临的主要风险。2006年12月11日，我国银行业对外全面开放，复杂多变的外部经营环境与来自国外优秀企业的同台竞争，对国内商业银行的风险管理技术和水平提出了极其严峻的挑战。2008年，美国次贷危机爆发，对我国银行业造成了很大冲击，充分暴露了国内银行业抵御外部风险的能力较差。而提高银行的抗风险能力，，最重要的就是提高其进行信贷风险管理的能力。所以，面对纷繁复杂的经济环境和国内外同业竞争，研究影响我国商业银行信贷风险的宏微观因素，剖析银行业面临的现实问题及改进措施，对提升我国商业银行的抗风险能力，防范化解金融体系系统性风险，具有深刻的现实意义。目前，从理论上看，国内学者大多从宏观角度展开对信贷风险管理的研究，而从微观层面基于个体行为角度开展的研究却稍显不足；从实践上看，我国银行业信贷风险管理体制严重滞后，信贷风险量化技术亟待改善，防范和化解信贷风险的水平有待进一步提高。本文以风险管理理论为基础，选择国内某大型商业银行-C行为典型代表，与国际知名的汇丰银行进行横向比较，微观剖析C行在信贷风险管理方面存在的问题及其成因，从日常经营管理的宏微观层面给出政策建议，并将结论推广到国内整个银行系统。
[Abstract]:At present, the banking industry is still dominant in the financial system of our country, and its main income still comes from the traditional credit business, so the credit risk is still the main risk it faces. In December 11th 2006, China's banking industry is fully open to the outside world, and the complex and changeable external operating environment competes with the excellent enterprises from abroad, which poses an extremely severe challenge to the risk management technology and level of domestic commercial banks. In 2008, the subprime mortgage crisis broke out in the United States. It has caused a great impact on the banking industry of our country, and has fully exposed the poor ability of domestic banks to resist external risks. The most important thing to improve the ability of banks to resist risks is to improve their ability to manage credit risks. In the face of the complicated economic environment and domestic and international competition, this paper studies the macro and micro factors that affect the credit risk of commercial banks in China, analyzes the practical problems faced by the banks and their improvement measures, and improves the ability of the commercial banks to resist risks in our country. It is of profound practical significance to prevent and defuse systemic risks in the financial system. At present, in theory, most domestic scholars carry out the research on credit risk management from the macro angle, but the research based on individual behavior at the micro level is a little insufficient; from the practical point of view, China's banking credit risk management system lags behind, the quantitative credit risk technology needs to be improved, and the level of preventing and resolving credit risk needs to be further improved. This paper is based on risk management theory. This paper selects a typical representative of a large domestic commercial bank-C, compares it horizontally with the internationally famous HSBC Bank, and microscopically analyzes the problems existing in the credit risk management of Bank C and its causes. The policy suggestions are given from the macro and micro aspects of daily operation and management, and the conclusions are extended to the whole domestic banking system.
【学位授予单位】：长安大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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