工商银行信用风险管理研究

发布时间：2018-03-26 05:55

本文选题：工商银行　切入点：信用风险　出处：《昆明理工大学》2014年硕士论文

【摘要】：随着金融自由化进程的快速发展,金融创新日新月异的大背景下,我国的金融风险主要集中在商业银行业,这是由我国现行的金融体系和较小的市场规模所决定。从另一方面来看,我国市场风险的汇率和利率都没有完全市场化、金融产品有限以及证券市场规模小等因素相对于信用风险而言并不突出。从而,商业银行的信用风险成为我国金融风险的主要因素。信用风险的存在就意味着我们需要对其进行管理。而信用风险的管理是商业银行存在与发展的主因。同时,在现有市场经济环境下,我国商业银行与国外商业银行先进的管理模式还有很大的差距。由此可见,我国商业银行自身的生存及发展方向是由其信用风险管理水平决定。因此,在当前的经济环境条件下,如何提高我国商业银行信用风险管理能力以及对其管理的研究显得尤为关键。随着我国信用风险在现代经济活动中的不断创新与发展,信用风险所涉及的领域和规模也在不断地扩大。因此,如何有效的管理和控制信用风险已成为当前经济条件下所面临的极具挑战性课题。无论是从微观角度上还是宏观角度上讲,无论是过去、现在还是将来,要想在当前经济体系条件下稳定发展,就需要对信用风险管理进行研究。本文首先通过绪论介绍研究的意义、背景、内容和方法,了解文章概要；其次,简单介绍商业银行信用风险概述以及我国商业银行信用风险管理的现状,明确什么事信用风险以及目前我国商业银行在信用风险管理上的成效与不足。最后,针对工商银行信用风险管理的现状及存在的问题,运用KMV模型对其信用风险加以分析,得出工商银行在信用风险管理上的优劣。同时与国内同行业和国外商业银行先进的技术和经验相对比,得出完善工商银行信用风险管理的建议及对策。从而提高工商银行信用风险管理的水平、信用风险防范和化解信用风险,使其在稳定健康的发展过程中,增强其核心竞争力。同时,对进一步优化我国商业银行信用风险管理做出一定的贡献。
[Abstract]:With the rapid development of financial liberalization and the rapid development of financial innovation, the financial risks in China are mainly concentrated in commercial banking. This is determined by China's current financial system and the relatively small market size. On the other hand, the exchange rate and interest rate of market risk in China are not completely market-oriented. The limited financial products and the small size of the securities market are not prominent relative to the credit risk. The credit risk of the commercial bank becomes the main factor of the financial risk in our country. The existence of the credit risk means that we need to manage it, and the management of the credit risk is the main reason for the existence and development of the commercial bank. In the current market economy environment, there is still a big gap between the advanced management mode of our commercial banks and foreign commercial banks. It can be seen that the survival and development direction of our commercial banks is determined by their credit risk management level. Therefore, under the current economic environment, How to improve the ability of credit risk management of commercial banks and how to study their management is particularly critical. With the continuous innovation and development of credit risk in modern economic activities, the scope and scale of credit risk are also expanding. How to manage and control credit risk effectively has become a challenging issue in the current economic conditions. Whether from a micro perspective or a macro point of view, whether in the past, now or in the future, In order to develop stably under the current economic system, it is necessary to study the credit risk management. This paper first introduces the significance, background, content and methods of the research, and then introduces the summary of the article. Secondly, it briefly introduces the overview of the credit risk of commercial banks and the current situation of credit risk management of commercial banks in China. Finally, according to the current situation and problems of ICBC credit risk management, the credit risk of ICBC is analyzed by using KMV model. The advantages and disadvantages of ICBC in credit risk management are obtained. At the same time, compared with the advanced technology and experience of domestic and foreign commercial banks, The suggestions and countermeasures to perfect ICBC credit risk management are put forward to improve the level of ICBC credit risk management, prevent and defuse credit risk, and make it develop steadily and healthily. At the same time, it contributes to the further optimization of credit risk management of commercial banks in China.
【学位授予单位】：昆明理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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