中国建设银行集团客户授信风险管理研究

发布时间：2018-07-23 19:28

【摘要】：风险分析和管理活动一直是金融机构经营管理活动中最核心的内容,随着我国市场经济的高速发展,企业经营的集团化现象越来越普遍,集团客户数量增多和经营规模扩大,巨额集团客户授信额度频频出现。中国建设银行股份有限公司(以下简称”建设银行”)作为一家在中国市场处于领先地位的大型股份制商业银行,对公业务一直是其传统的核心竞争力之一,而无论从客户规模、业务规模、资产质量,还是综合贡献度看,集团客户业务在对公业务中都占据核心地位。2013年末,建行集团客户贷款余额34970亿元,占其全部对公业务的68.1%。对建设银行而言,集团客户授信授信风险的科学管理显得尤为重要。而集团客户的股权结构和组织结构更加复杂、信用状况参差不齐,其经营风险、财务风险和关联交易风险都大大高于单一客户,给银行的授信管理工作带来巨大难度。针对以上问题,本文首先研究商业银行集团客户的关联交易理论和统一授信逻辑理论,即集团客户统一授信的理论基础。从集团客户风险分析入手,对建行集团客户现有授信管理体系、营销体系和授信模型进行全面梳理,结合中江集团、“天宝系”等大型集团客户重大授信风险典型案例,重点分析集团客户风险评估与计量、统一授信制度、重大风险报告制度、风险缓释工具、基于IT架构的风险管理系统等建设银行集团客户授信的主要风险管理措施及其内在逻辑关系,总结分析建行集团客户授信风险管理存在集团客户授信流程设计粗犷、风险统筹管理体系有待完善、集团内事业单位授信缺乏细则、对关联交易和或有负债敏感性不强、亟待培育系统性信用风险文化等五大问题。在此基础上,有针对性的提出优化客户细分,完善信贷产品配置；建立信息交互制度,提高风险统筹管理能力；补充事业单位空白,注重大数据挖掘；密切同业合作,控制非公允关联交易；坚持以人为本,构建信用风险文化等改进意见。在当前经济增长速率逐渐放缓,商业银行对公不良贷款压力激增的背景下,本文力图夯实建设银行集团客户的信用风险管理基础,使其集团客户授信风险管理体系更具实效性,做到业务经营、风险管理和价值创造的全面协调与可持续发展。
[Abstract]:Risk analysis and management activities have always been the core content in the management activities of financial institutions. With the rapid development of the market economy in our country, the phenomenon of group management of enterprises is becoming more and more common, the number of group customers increases and the scale of management expands. Huge group customer credit line appears frequently. As a large joint-stock commercial bank with a leading position in the Chinese market, China Construction Bank Limited (hereinafter referred to as "China Construction Bank") has always been one of its traditional core competitiveness. No matter from the customer scale, business scale, asset quality or comprehensive contribution, group customer business occupies a core position in the public business. At the end of 2013, CCB Group customer loan balance is 3.497 trillion yuan, accounting for 68.1% of all its public business. For China Construction Bank, the scientific management of group customer credit risk is particularly important. The ownership structure and organizational structure of group customers are more complex, credit status is uneven, its operating risk, financial risk and related party transaction risk are much higher than single customer, which brings great difficulties to the credit management of banks. In view of the above problems, this paper first studies the related party transaction theory and unified credit logic theory of group customers of commercial banks, that is, the theoretical basis of group customers unified credit. Starting with the group customer risk analysis, this paper comprehensively combs the existing credit management system, marketing system and credit model of CCB customers, and combines with the typical cases of major credit risk of large group customers, such as Zhongjiang Group, "Tianbao Line" and so on. Focus on group customer risk assessment and measurement, unified credit system, major risk reporting system, risk mitigation tools, Based on the risk management system of IT architecture, the main risk management measures and their internal logical relations of customer credit in Construction Bank Group are summarized and analyzed, and the rough design of customer credit flow in CCB Group is summarized and analyzed. The overall risk management system needs to be improved, the institutions in the group lack of detailed rules for granting credit, the sensitivity to related party transactions and contingent liabilities is not strong, and it is urgent to cultivate a systematic credit risk culture. On the basis of this, we put forward to optimize customer segmentation, perfect credit product allocation, establish information exchange system, improve the ability of risk management, supplement the blank of institutions, pay attention to big data mining, and cooperate closely with the same industry. Control unfair related transactions; adhere to people-oriented, build a credit risk culture and other improvements. Under the background that the economic growth rate is slowing down and the pressure of commercial banks on non-performing loans is increasing, this paper tries to consolidate the credit risk management foundation of CCB Group customers and make the credit risk management system of CCB customers more effective. Achieve overall coordination and sustainable development of business operations, risk management and value creation.
【学位授予单位】：东北大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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