DC银行在中国的分支机构信用风险管理优化研究

发布时间：2018-10-24 20:41

【摘要】：由于经济下行压力,以及非正规金融活动活跃,银行业所面临的信用风险或许远远超过业界预期。从目前情况看,存在从小微企业向大中型企业蔓延、从产能过剩行业向上下游行业蔓延、从风险已经集中显现地区向其他地区蔓延的可能。企业违约似乎也在增多。2014年上半年,全国仅媒体集中曝光的重大企业债务风险事件就有46起,涉及40多家商业银行,风险金额近千亿元。值得一提的一个细节是,21家主要银行对公贷款到期回收率6月已降至94.5%,比年初低了2.7个百分点。截至2014年6月末,商业银行不良贷款率1.08%,比年初上升0.08个百分点,不良贷款余额亦比年初增加1024亿元,继续上演“双升”局面。由此可以看出信用风险管理这个课题无论对于外资银行还是中资银行都是目前银行风险管理的重中之重。本文通过对DC银行的案例研究,从外资银行本地化的角度对其信用风险管理进行研究分析,提出商业银行信用风险管理实施的保障措施；另一方面也为其他国内商业银行信用风险管理水平的提高提供了新的借鉴。首先,介绍了信用风险及信用风险管理的相关理论,包括商业银行风险的类型,信用风险的概念以及形成机理,信用风险管理的理论基础和演变过程以及度量技术和模型等。其次,阐述DC银行信用风险现状和管理过程。以贷款过程为主线,对各部分进行分解,指出本文的研究思路及方法,同时说明本文资料的搜集过程;最后,分析当前DC银行信用风险管理存在的问题,在对其产生原因进行理论分析的基础上,提出优化对策,从而推进外资银行本土化进程同时为国内商业银行的信用风险管理提供新的思路。
[Abstract]:Banks may face credit risks that far exceed industry expectations as a result of downward economic pressures and buoyant informal financial activity. From the current situation, there is the possibility of spreading from small and micro enterprises to large and medium-sized enterprises, from overcapacity industries to upstream and downstream industries, and from areas with concentrated risks to other regions. Corporate defaults also appear to be on the rise. In the first half of 2014, 46 major corporate debt risk incidents involving more than 40 commercial banks involving nearly 100 billion yuan were reported in the first half of 2014. One detail worth mentioning is that 21 major banks' maturity recovery on public loans fell to 94.5a percentage point in June, 2.7 percentage points lower than at the start of the year. By the end of June 2014, commercial banks had a non-performing loan ratio of 1.08 percent, an increase of 0.08 percentage points from the beginning of the year, and a 102.4 billion yuan increase in the balance of non-performing loans compared with the beginning of the year. From this we can see that the subject of credit risk management is the top priority of bank risk management for both foreign banks and Chinese banks. Based on the case study of DC Bank, this paper analyzes the credit risk management of foreign banks from the perspective of localization, and puts forward the guarantee measures for the implementation of credit risk management in commercial banks. On the other hand, it also provides new reference for the improvement of credit risk management level of other domestic commercial banks. First of all, it introduces the relevant theories of credit risk and credit risk management, including the types of commercial bank risk, the concept and formation mechanism of credit risk, the theoretical basis and evolution process of credit risk management, and the measurement technology and model. Secondly, the present situation and management process of DC bank credit risk are expounded. Taking the loan process as the main line, the paper decomposes the various parts, points out the research ideas and methods of this paper, and explains the collection process of the data in this paper. Finally, it analyzes the problems existing in the credit risk management of the DC bank at present. Based on the theoretical analysis of the causes, the paper puts forward the optimization countermeasures to promote the localization process of foreign banks and to provide a new way of thinking for the credit risk management of domestic commercial banks.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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