BC银行河北分行表外业务信用风险管理研究

发布时间：2018-04-14 19:47

本文选题：表外业务 + 信用风险　；参考：《山东大学》2014年硕士论文

【摘要】：改革开放以来,国内的金融环境发生了深刻的变化,商业银行业务经营结构也发生了重大变化,表外业务的快速发展和丰富为商业银行多元化经营增添了活力。BC银行河北分行作为BC银行在河北省地区的一级分支机构,近年来其表外授信资产规模不断扩大,然而在当前经济下行周期中,其面临的风险和挑战也与日俱增。一方面其表外授信迅速扩张；另一方面,由于片面追求业务扩张,忽略了风险控制,其表外业务信用风险的管理理念及方法亟需改进和完善。本文拟通过对BC银行河北分行表外业务发展及信用风险管理现状的分析,对其表外业务信用风险识别、评估与计量及预警和控制进行了分析研究,以期对BC银行河北分行表外业务的信用风险管理防控提出有效建议。全文共分七章：第一章主要介绍了本文的研究背景,研究对象和研究目的,对国内外研究现状及研究思路和方法进行了阐述；第二章对表外业务的基本概念、特点、发展现状进行了说明,对信用风险管理的基本理论进行了介绍,并对表外业务信用风险管理进行了说明；第三章对BC银行河北分行的表外业务发展状况、其信用风险管理的内外部环境进行了研究和分析,对其表外业务的风险点及控制手段进行了探讨；第四章研究了BC银行河北分行表外业务发展面临的宏观环境、行业环境及财务及非财务因素等,对其表外业务的识别方法及流程提出了建议；第五章对BC银行河北分行表外业务的评估和计量进行了研究,并结合具体案例进行了分析说明；第六章对BC银行河北分行表外业务的预警和控制进行了研究,并重点对其表外风险预警监控体系建设进行了探索；最后一章对全文进行了总结。本文的主要结论有：BC银行河北分行依托其国际化的结算网络,其表外业务的发展当地同业当中有较为明显的规模优势,但其信用风险管理亟需加强。BC银行河北分行表外业务信用风险管理面临缺乏完整的内部协调管理体系、监管与政策环境日趋严格、重点行业风险突出的外部环境,以及表外业务信用风险防控意识不足、信贷行业集中度大、信贷资源紧缺的内部环境。为了更好的、更健康的促进表外业务发展,BC银行河北分行应重点从宏观经济环境、客户行业特点以及客户的经营管理及财务状况等方面进行表外业务的风险识别,优化和完善相关流程；从客户信用评级、债项评级、风险分类、信用风险价值等几个方面,应用违约概率和违约损失率的方法论进行风险评估和计量；并从逾期、财务、负面消息等方面加强信用风险预警,整合分散的风险控制点,建立全流程的表外业务信用风险控制体系。
[Abstract]:Since the reform and opening up, the domestic financial environment has undergone profound changes, and the business operation structure of commercial banks has also undergone major changes.The rapid development and enrichment of off-balance sheet business has added vitality to the diversified operation of commercial banks. As a first-grade branch of BC Bank in Hebei Province, Hebei Branch of BC Bank has been expanding its off-balance sheet credit assets in recent years.However, in the current economic downturn, it faces increasing risks and challenges.On the one hand, its off-balance-sheet credit expands rapidly; on the other hand, because of the one-sided pursuit of business expansion and neglecting risk control, the management idea and method of off-balance sheet business credit risk need to be improved and perfected urgently.Based on the analysis of the development of off-balance sheet business and credit risk management in Hebei Branch of BC Bank, this paper analyzes and studies the credit risk identification, evaluation and measurement, early warning and control of its off-balance sheet business.The purpose of this paper is to put forward effective suggestions on the credit risk management and control of the off-balance-sheet business of the Hebei Branch of BC Bank.The thesis is divided into seven chapters: the first chapter mainly introduces the research background, research object and purpose of this paper, and describes the current research situation, research ideas and methods at home and abroad, the second chapter introduces the basic concepts and characteristics of off-balance sheet business.The development status quo is explained, the basic theory of credit risk management is introduced, and the credit risk management of off-balance sheet business is explained.The internal and external environment of credit risk management has been studied and analyzed, and the risk points and control methods of its off-balance sheet business have been discussed. Chapter four has studied the macro environment facing the development of the off-balance sheet business of Hebei Branch of BC Bank.Industry environment, financial and non-financial factors, and so on, put forward some suggestions on the identification method and flow of off-balance sheet business. Chapter five studies the evaluation and measurement of off-balance sheet business in Hebei Branch of BC Bank, and analyzes and explains it with specific cases.The sixth chapter studies the early warning and control of the off-balance sheet business of the Hebei Branch of BC Bank, and focuses on the construction of its off-balance sheet risk early warning monitoring system; the last chapter summarizes the full text.The main conclusion of this paper is that the Hebei Branch of the Bank of China has an obvious scale advantage in the development of its off-balance sheet business by relying on its international settlement network.However, its credit risk management needs to be strengthened urgently. The credit risk management of the off-balance sheet business of Hebei Branch of BC Bank is faced with the lack of a complete internal coordination management system, the increasingly strict regulatory and policy environment, and the external environment in which the risks in key industries are prominent.And the external business credit risk prevention and control consciousness is insufficient, the credit industry concentration degree is big, the credit resources is short of internal environment.In order to promote the development of off-balance sheet business more healthily, the Hebei Branch of BC Bank should focus on the risk identification of off-balance sheet business from the aspects of macroeconomic environment, characteristics of customer industry, management and financial situation of customers, etc.Optimize and perfect the related process; apply the methodology of default probability and default loss rate to evaluate and measure the risk from the aspects of customer credit rating, debt rating, risk classification, credit risk value, etc.On the other hand, the credit risk warning should be strengthened, the decentralized risk control points should be integrated, and the credit risk control system of off-balance sheet business should be established.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.2;F832.33

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