工商银行浙江分行集团客户授信风险管理研究

发布时间：2018-08-28 15:27

【摘要】：在我国经济与社会发展过程中，商业银行的地位举足轻重，对国家的经济安全和战略地位的巩固发挥着不可替代的作用，商业银行在其经营的过程中，面临的风险主要有市场风险、授信风险、信用风险、利率以及操作风险等，其中，最重要的就是授信风险，，各大商业银行一直以来都十分关注授信风险，授信风险已经成为阻碍商业银行快速健康发展的关键所在。近年来，随着集团客户的迅速发展，集团内部的关联方交易日趋盛行，导致了利用关联方交易进行资金串用、虚假融资、互相担保等诸多问题。这对监管机构以及商业银行的风险管理工作带来了巨大的挑战，对于诸如工行之类的商业银行而言，如何有效地防范与控制集团客户授信风险是一项艰巨的任务。中国工商银行浙江分行（简称“工行浙江分行”）的信贷业务主要是集团客户授信业务，由于集团客户授信业务具有高度的复杂性和风险性，因此，从授信的发起、审核、到融资业务的发放与贷后的管理整个过程都对银行的风险控制提出了新的要求，健全工行浙江分行集团客户授信风险管理体系是十分必要的。本文以工行浙江分行为研究对象，在梳理国内外商业银行信用风险、集团客户授信风险管理等有关文献的基础上，系统总结了相关研究的动态及特点；对工行浙江分行集团客户授信业务现状、存在的风险及其成因以及工行浙江分行集团客户授信风险管理存在的问题进行系统分析，总结出贷前、贷中和贷后三个环节风险管理存在的问题；从贷前集团客户识别与选择、贷中授信评级体系和限额管理、贷后信息披露和客户经营过程监管等三个方面，优化设计了集团客户授信风险管理体系；最后从创新授信组织方式、推进集团客户管理信息系统建设、建立银行间集团客户信息共享管理机制以及加快集团客户风险管理的团队建设等几个方面提出风险管理措施。本文研究可为工行浙江分行集团客户授信风险管理提供理论与管理方法支持，对于银行风险管理水平的提升具有重要的促进作用。
[Abstract]:In the process of economic and social development in China, commercial banks play an irreplaceable role in the economic security and strategic status of the country. In the process of their operation, commercial banks play an irreplaceable role. The risks are mainly market risk, credit risk, interest rate and operation risk. Among them, the most important risk is credit risk. All commercial banks have been paying close attention to credit risk. Credit risk has become the key to the rapid and healthy development of commercial banks. In recent years, with the rapid development of group customers, related party transactions in the group become more and more popular, resulting in the use of related party transactions for the use of funds, false financing, mutual guarantee and many other problems. For commercial banks such as ICBC, how to effectively prevent and control the risk of group customer credit is a difficult task. The credit business of Industrial and Commercial Bank of China Zhejiang Branch (ICBC Zhejiang Branch) is mainly group customer credit business. Due to the high complexity and risk of group customer credit business, therefore, from the initiation and review of credit, The whole process of financing business issuance and loan management has put forward new requirements for the risk control of banks. It is very necessary to perfect the risk management system of ICBC Zhejiang Branch Group. In this paper, ICBC Zhejiang Branch as the research object, on the basis of combing the domestic and foreign commercial banks credit risk, group customer credit risk management and other related documents, systematically summarized the relevant research trends and characteristics; This paper systematically analyzes the current situation of ICBC Zhejiang Branch Group customer Credit Business, the existing risks and their causes, and the problems existing in ICBC Zhejiang Branch Group customer Credit risk Management. The problems of risk management in the three links of lending and lending, the identification and selection of pre-credit group customers, the credit rating system and quota management in loans, the disclosure of post-credit information and the supervision of customer operation process, etc. The paper optimizes and designs the group customer credit risk management system, and finally promotes the construction of the group customer management information system from the innovation of credit organization. To establish the management mechanism of customer information sharing among banks and to speed up the team building of group customer risk management, the paper puts forward some risk management measures. This paper can provide the theory and management method support for ICBC Zhejiang Branch Group customer credit risk management, and play an important role in promoting the level of bank risk management.
【学位授予单位】：哈尔滨理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4;F832.33

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