S银行的个人信贷内部评分卡系统研究

发布时间：2018-08-10 21:59

【摘要】：随着经济全球化，，我国金融开放程度的不断加深，银行业面临着前所未有的发展机遇，同时，也面临着国际银行的竞争与挑战。S银行作为股份制商业银行的一员，在发展中面临的风险很多，而信用风险始终是其面临的最主要风险之一。新巴塞尔资本协议中,对于零售信贷提出了“内部评级高级法”的要求,规定银行的监管资本金水平必须与其信贷资产的风险水平、特别是信用风险水平密切挂钩。因此如何对S银行的个人信贷信用风险进行有效管理，如何建立适应S银行的个人信贷信用风险评估模型有着很重要的现实意义。本文从信用风险角度出发，研究论证我国商业银行面临的信用风险，既阐述了我国商业银行目前面临的信用风险管理现状，介绍了国际上较为广泛应用的信用风险管理工具，同时在对信用风险，商业银行信用管理现状、个人信用评分模型深入研究的基础上，针对S银行个人信贷业务的实际情况，选取适合S银行个人信贷现状的信用评分模型，并进行了分析研究。
[Abstract]:With the economic globalization and the deepening of China's financial openness, the banking industry is faced with unprecedented opportunities for development. At the same time, it is also facing the competition and challenge of international banks as a member of joint-stock commercial banks. There are many risks in development, and credit risk is always one of the most important risks. In the New Basel Capital Accord, the "Advanced Law of Internal rating" is proposed for retail credit, which stipulates that banks' regulatory capital level must be closely linked to the risk level of their credit assets, especially the level of credit risk. Therefore, how to manage the personal credit risk of S Bank effectively and how to set up the evaluation model of personal credit risk for S Bank have very important practical significance. From the perspective of credit risk, this paper studies and demonstrates the credit risk faced by Chinese commercial banks. It not only expounds the current situation of credit risk management faced by Chinese commercial banks, but also introduces the more widely used credit risk management tools in the world. At the same time, on the basis of deep research on credit risk, commercial bank credit management status quo and personal credit scoring model, according to the actual situation of S bank personal credit business, select the credit scoring model suitable for S bank personal credit status. And the analysis and research are carried out.
【学位授予单位】：苏州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.2

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