浦发银行X支行公司客户信用风险管理研究
发布时间：2018-09-08 16:17
【摘要】：信用风险是商业银行经营过程中面临的最常见的风险,也是最重要的。我国商业银行较国外商业银行起步晚,信用风险管理水平低,管理方法上虽不断创新,但从实际使用来看仍局限于传统的专家分析方法、信用评级法等,对现代风险管理模型(如：KMV模型、Credit Metrics模型、Credit Risk+模型等)的运用较少。我国商业银行总行层面在对全行风险资产水平、信用风险抗风险能力测评时使用现代风险管理模型较多,而在直接面对客户时,信贷员或信用风险管理层则更习惯于在结合客户财务指标的基础上,以自身经验来判断客户信用风险大小,给商业银行信用风险管理增添了更多人为因素,商业银行现有信用风险管理体系作用的充分发挥很大程度上受影响了商业银行若不能合理预测、分析、化解其资产面临的风险,会导致资产质量下降、坏账率上升,银行信誉受影响,最终将影响经营成效,无法满足监管机构的监管要求。 近年来,我国房地产市场、股市不景气,钢铁、煤炭、水泥等多个传统行业产能过剩,政府强制关停部分高耗能、低效、产能过剩企业,通货膨胀,民间借贷等诸多因素影响了宏观经济环境,给各行业都带来了经营压力。制造业作为受影响最直接的行业,率先表现出应收账款回收难度加大,现金流紧张甚至断裂等问题,引发“多米诺骨牌效应”,经营风险波及到制造业的上下游企业,使得整体经济形势较为困难。企业经营风险加大,还本付息能力受到一定影响,商业银行坏账率不同程度的提升,原有的信用风险管理方法面临着新的考验,无形中对在信用风险管理方面举足轻重的“专家”提出了更新更多的要求,要求“专家”不断完善现有分析手段对客户信用风险水平进行更为合理的判断,并可以提出规避风险的相关措施。 本文以浦发银行X支行对公客户为研究对象,以“专家分析法”为研究重点,结合客户A案例,对浦发银行X支行现有的信用风险分析及管理方法提出建议。浦发银行X支行由浦发银行成都分行直接管理,作为省内名列前茅的股份制商业银行,其在机构设置、信用风险管理手段等方面均较为成熟和完善。经过多年发展和培育,浦发银行X支行的信贷客户呈现出不同于以往的特征,多元化经营变得较为普遍,或进行上下游产业链延伸,或向无关产业延伸,终极目标则是提升盈利能力和抗风险能力。客户在发展扩张过程中或恶意骗贷,或善意隐瞒真实情况,或因自身能力不足,导致发展过程中对经营风险把握不足,都成为了信用风险产生的重要原因,本文将从上述原因着手,提出针对性的规避措施。 面对复杂多变的客户经营结构和宏观经济环境,浦发银行X支行应对现有信用风险管理方法进行完善,不断提升“专家制度法”的有效性,提升对多元化经营客户信用风险判断的准确性,加强源头控制,提高贷款客户准入门槛,增加贷前、贷中、贷后的调查内容,做到全面、真实、细致地了解客户,放弃不符合要求、不具备发展前景和培养可能的客户,对纳入合作范围的客户进行科学、合理的授信方案设计,及时掌握客户动向,对其发展规划进行可行性分析,‘提供可持续发展的建议,将引导客户、培养客户作为信用风险管理的重要环节,从根本上解决客户因自身原因造成信用风险发生的可能,从而在符合监管要求的前提下,达到控制风险的目的。 全文共六个部分：第一部分对研究目的、意义、方法和国内外信用风险管理的研究现状进行综述。第二部分阐述信用风险管理相关理论。第三部分评述浦发银行X支行现行的信用风险管理方法、框架、流程等。第四部分以客户A近年来的发展之路为案例,分析在多种因素影响之下,多元化经营客户暴露出的问题以及浦发银行X支行在授信过程中暴露出的信用风险管理方面的问题。第五部分结合客户A案例,对浦发银行X支行强化信用风险管理提出建议。第六部分进行总结。
[Abstract]:Credit risk is the most common and important risk faced by commercial banks in the process of operation. Compared with foreign commercial banks, Chinese commercial banks start late, their credit risk management level is low, and their management methods are constantly innovated, but they are still limited to traditional expert analysis methods, credit rating methods and so on, so as to manage modern risks. The head office of commercial banks in China uses more modern risk management models in the evaluation of the whole bank's risk assets level and credit risk resistance, while the creditors or credit risk management are more accustomed to facing customers directly. On the basis of customer financial indicators, judging the size of customer credit risk by their own experience adds more human factors to the credit risk management of commercial banks. The full play of the existing credit risk management system of commercial banks has a great impact on commercial banks if they can not reasonably predict, analyze and resolve their assets. Risk will lead to a decline in asset quality, a rise in bad debts, a decline in bank credibility, and ultimately affect business performance, unable to meet regulatory requirements.
In recent years, China's real estate market, stock market recession, steel, coal, cement and many other traditional industries overcapacity, the government mandatory shutdown part of high energy consumption, inefficient, overcapacity enterprises, inflation, private lending and many other factors have affected the macroeconomic environment, to the various industries have brought operating pressure. The following industries took the lead in increasing the difficulty of recovering accounts receivable, cash flow tension and even fragmentation, which led to the "domino effect". Operating risks spread to the upstream and downstream enterprises of manufacturing industry, making the overall economic situation more difficult. The original credit risk management methods are facing a new test in different degrees. Invisibly, the "experts" who play an important role in credit risk management have put forward more and more requirements for renewal, requiring the "experts" to constantly improve the existing analysis means to make more reasonable judgments on the level of customer credit risk, and can put forward evasion. Risk related measures.
This paper takes the X Branch of Pudong Development Bank as the research object, takes the "expert analysis" as the research focus, and combines with the customer A case, puts forward some suggestions on the existing credit risk analysis and management methods of the X Branch of Pudong Development Bank. After years of development and cultivation, the credit customers of Branch X of Pudong Development Bank have shown different characteristics from the past. Diversification has become more common, or to extend the upstream and downstream industrial chain, or to unrelated industries, the ultimate goal is to increase profits. Customers in the process of development and expansion or malicious fraud, or good faith to conceal the true situation, or because of their own lack of ability, resulting in the development process of business risk grasp is insufficient, have become an important reason for credit risk, this paper will start from the above reasons, put forward targeted measures to avoid.
Facing the complicated and changeable customer management structure and macroeconomic environment, Pudong Development Bank X Branch should perfect the existing credit risk management methods, constantly enhance the effectiveness of the "expert system method", improve the accuracy of judging the credit risk of diversified customers, strengthen the source control, raise the threshold of access for loan customers, and increase the pre-loan. In the loan, after the loan investigation content, achieves comprehensively, truly, carefully understands the customer, abandons does not conform to the request, does not have the development prospect and trains the possible customer, carries on the science to the cooperation scope customer, the reasonable credit plan design, grasps the customer tendency promptly, carries on the feasibility analysis to its development plan,'Provides the sustainable development. Suggestions, will guide customers, cultivate customers as an important part of credit risk management, fundamentally solve the customer for their own reasons caused by the possibility of credit risk, so as to meet the regulatory requirements under the premise of risk control purposes.
This paper consists of six parts: the first part summarizes the purpose, significance, methods and research status of credit risk management at home and abroad. the second part expounds the relevant theory of credit risk management. the third part reviews the current methods, framework, process of credit risk management of the X branch of Pudong Development Bank. the fourth part is issued by customer A in recent years. The fifth part, combined with the case of customer A, puts forward some suggestions on strengthening credit risk management of Pudong Development Bank X Branch. The sixth part is a summary.
【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33
本文编号：2231042
[Abstract]:Credit risk is the most common and important risk faced by commercial banks in the process of operation. Compared with foreign commercial banks, Chinese commercial banks start late, their credit risk management level is low, and their management methods are constantly innovated, but they are still limited to traditional expert analysis methods, credit rating methods and so on, so as to manage modern risks. The head office of commercial banks in China uses more modern risk management models in the evaluation of the whole bank's risk assets level and credit risk resistance, while the creditors or credit risk management are more accustomed to facing customers directly. On the basis of customer financial indicators, judging the size of customer credit risk by their own experience adds more human factors to the credit risk management of commercial banks. The full play of the existing credit risk management system of commercial banks has a great impact on commercial banks if they can not reasonably predict, analyze and resolve their assets. Risk will lead to a decline in asset quality, a rise in bad debts, a decline in bank credibility, and ultimately affect business performance, unable to meet regulatory requirements.
In recent years, China's real estate market, stock market recession, steel, coal, cement and many other traditional industries overcapacity, the government mandatory shutdown part of high energy consumption, inefficient, overcapacity enterprises, inflation, private lending and many other factors have affected the macroeconomic environment, to the various industries have brought operating pressure. The following industries took the lead in increasing the difficulty of recovering accounts receivable, cash flow tension and even fragmentation, which led to the "domino effect". Operating risks spread to the upstream and downstream enterprises of manufacturing industry, making the overall economic situation more difficult. The original credit risk management methods are facing a new test in different degrees. Invisibly, the "experts" who play an important role in credit risk management have put forward more and more requirements for renewal, requiring the "experts" to constantly improve the existing analysis means to make more reasonable judgments on the level of customer credit risk, and can put forward evasion. Risk related measures.
This paper takes the X Branch of Pudong Development Bank as the research object, takes the "expert analysis" as the research focus, and combines with the customer A case, puts forward some suggestions on the existing credit risk analysis and management methods of the X Branch of Pudong Development Bank. After years of development and cultivation, the credit customers of Branch X of Pudong Development Bank have shown different characteristics from the past. Diversification has become more common, or to extend the upstream and downstream industrial chain, or to unrelated industries, the ultimate goal is to increase profits. Customers in the process of development and expansion or malicious fraud, or good faith to conceal the true situation, or because of their own lack of ability, resulting in the development process of business risk grasp is insufficient, have become an important reason for credit risk, this paper will start from the above reasons, put forward targeted measures to avoid.
Facing the complicated and changeable customer management structure and macroeconomic environment, Pudong Development Bank X Branch should perfect the existing credit risk management methods, constantly enhance the effectiveness of the "expert system method", improve the accuracy of judging the credit risk of diversified customers, strengthen the source control, raise the threshold of access for loan customers, and increase the pre-loan. In the loan, after the loan investigation content, achieves comprehensively, truly, carefully understands the customer, abandons does not conform to the request, does not have the development prospect and trains the possible customer, carries on the science to the cooperation scope customer, the reasonable credit plan design, grasps the customer tendency promptly, carries on the feasibility analysis to its development plan,'Provides the sustainable development. Suggestions, will guide customers, cultivate customers as an important part of credit risk management, fundamentally solve the customer for their own reasons caused by the possibility of credit risk, so as to meet the regulatory requirements under the premise of risk control purposes.
This paper consists of six parts: the first part summarizes the purpose, significance, methods and research status of credit risk management at home and abroad. the second part expounds the relevant theory of credit risk management. the third part reviews the current methods, framework, process of credit risk management of the X branch of Pudong Development Bank. the fourth part is issued by customer A in recent years. The fifth part, combined with the case of customer A, puts forward some suggestions on strengthening credit risk management of Pudong Development Bank X Branch. The sixth part is a summary.
【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33
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相关期刊论文 前3条
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3 谢玮;;厉以宁建言2014:艰苦朴素,适当投资,坚定信心[J];中国经济周刊;2014年Z1期
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