浦发银行信用风险管理体系研究

发布时间：2018-05-12 11:20

本文选题：风险管理 + 商业银行　；参考：《安徽大学》2014年硕士论文

【摘要】：经济的腾飞在为众多商业类银行带来前所未有发展机遇的同时,也使得其经营管理中的风险变得更加复杂,信用相关类风险就是其中之一,该风险是此类银行最主要的风险,不仅如此,全球性(含区域性)金融危机的发生的根源也与信用相关类风险相关,因此从商业性银行自身发展和全世界经济可持续发展的角度来讲,信用相关风险管理的加强都是我们工作的重中之重,而众多商业性银行更要将预防、化解信用相关风险,提升相关风险管理能力作为自身竞争力(核心)增强的重要杠杆,中国商业性银行继中华人民共和国成功加入世贸组织之后发展迅速,但其信用相关性风险管理水平仍较低,既不能够满足新巴尔赛《资本协议》的相关要求,又不能和西方发达国家具体的信用相关性风险管理相媲美。因此完善信用相关风险管理应用体系,全面提升商业性银行对风险的预防、化解及应对管理能力理论意义、现实意义并重,对实现经济的可持续发展、增强商业性银行的竞争力至关重要。本文以商业银行信用风险管理理论为基础,采用中外比较的研究方法,通过介绍西方现代商业银行信用风险管理体系的特点,对比浦发银行信用风险管理现状,分析目前该行信用风险管理体系存在的不足,揭示西方商业银行信用风险管理体系的成熟经验对我国商业银行信用风险管理的启示,进而提出健全和完善该行信用风险管理体系的对策。本文采用定性与定量研究相结合的方式,通过归纳和演绎、分析与综合以及抽象与概括等方法进行定性研究,同时通过对相关统计数据、财务报表的分析进行定量研究。通过文字阐述与数据推证、定性与定量研究相结合的方法,展开对浦发银行信用风险管理体系详细而深入的分析,并根据分析提出相关建议对策,增加文章的科学性。通过研究主要得出以下结论：风险资本是信用风险治理的主体,信用风险的治理主要是采用限制资本使用额,制定统一价格和缓解压力等工具,最大限度的降低银行亏损的额度,并使最大股份持有者取得的收益最大化。它主要是以资本防御风险的水平和商业银行最容易出现的风险类型为参照,将银行的所有资本进行最优分配,分配的对象主要是银行用户和理财产品。浦发银行建立了信用风险垂直集中管理体系,逐步实现了授信审批、放款管理、贷后检查、风险预警、资产保全等环节的专业化管理,信用风险管理水平不断提高。但现有的管理体系尚不完善,主要存在以下问题：一是管理组织架构指导作用未充分发挥,二是信用风险管理流程效能尚需提高,三是信用风险管理工具有待完善,四是信贷管理系统功能尚需优化,五是信用风险管理人才缺乏,六是信用风险管理文化不清晰。为提高信用风险管理水平,浦发银行应从以下几方面完善信用风险管理体系：一是充分发挥管理组织架构指导作用；二是提高信用风险管理流程效率；三是完善信用风险测评工具；四是优化信贷管理支持系统；五是加强信用风险管理人员培训；六是培养健康的信用风险管理文化。
[Abstract]:While the economic take-off brings unprecedented opportunities for many commercial banks, it also makes the risk in its management more complicated. The risk of credit related is one of them. This risk is the most important risk of such a bank. Not only that, but also the root of the global (regional) financial crisis is also the source of the credit. Related risk related, so from the point of view of the development of commercial banks themselves and the sustainable development of the world economy, the strengthening of credit related risk management is the most important of our work, and many commercial banks should take precautions, resolve credit related risks and enhance the related risk management ability as their own competitiveness (core). The important leverage of China's commercial banks has developed rapidly after People's Republic of China's successful accession to the WTO, but its credit related risk management level is still low. It can not meet the requirements of the new balsae < capital agreement > as a result of the specific credit related risk management of the western developed countries. It is essential to improve the application system of credit related risk management, to improve the risk prevention of commercial banks in an all-round way, to resolve and cope with the theoretical significance of management ability, and to attach equal importance to the practical significance. It is very important to realize the sustainable development of the economy and enhance the competitiveness of commercial banks.
Based on the credit risk management theory of commercial banks, this paper adopts the comparative study method of China and foreign countries, introduces the characteristics of the credit risk management system of western modern commercial banks, compares the current status of the credit risk management of the pub bank, analyzes the shortcomings of the bank's credit risk management system, and reveals the credit risk management of the western commercial banks. The Enlightenment of the mature experience of the system to the credit risk management of China's commercial banks, and then the countermeasures to improve and improve the credit risk management system of the bank. This paper adopts the method of combining qualitative and quantitative research, through induction and deduction, analysis and synthesis, abstract and generalize and other methods. Statistical data, the analysis of financial statements is quantified. Through the method of combining text elaboration and data pushing, qualitative and quantitative research, this paper analyzes the credit risk management system of Pufa Bank in detail and in depth, and puts forward some suggestions and countermeasures according to the analysis, and increases the scientificalness of the article.
Through the study, the following conclusions are drawn:
Venture capital is the main body of credit risk management. The management of credit risk mainly is to limit the amount of capital use, to formulate a unified price and to relieve the pressure, to minimize the amount of the loss of the bank and maximize the income of the biggest holder. The risk type which is easy to appear is the reference, the best allocation of all the capital of the bank, the main object of the allocation is the bank users and the financial products. The Pufa Bank has established a vertical centralized management system of credit risk, and has gradually realized the professional management of credit approval, loan management, post loan inspection, risk early warning, asset preservation and so on. The management level of credit risk has been improved, but the existing management system is not perfect. The main problems are as follows: first, the guiding role of management organization structure is not fully played, the two is that the efficiency of the credit risk management process needs to be improved, the three is that the credit risk management tools need to be improved, the four is that the function of the credit management system is still to be optimized, and the five is the letter. In order to improve the management level of credit risk, Pufa Bank should improve the credit risk management system from the following aspects: first, give full play to the guiding role of management organization structure, two is to improve the efficiency of credit risk management process, and the three is to improve the credit risk assessment workers, the six is to improve the credit risk management system. The four is to optimize the credit management support system; the five is to strengthen the training of credit risk management personnel; six, to develop a healthy credit risk management culture.

【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

【参考文献】