A国有商业银行担保圈贷款风险管理研究

发布时间：2018-01-16 10:21

本文关键词：A国有商业银行担保圈贷款风险管理研究　出处：《吉林大学》2017年硕士论文　论文类型：学位论文

【摘要】：当前,经济基本面和社会大局基本稳定,但是经济走势仍然分化,经济下行压力和困难在一段时期内将持续存在。由于市场需求不振,企业营运成本上升,伴随“三去、一降、一补”等工作加快推进,企业面临转型阵痛。对于服务实体经济的银行业来说,不良贷款增加和有效信贷需求不足成为最直接的影响。自2012年起,全国银行业不良余额和不良率进入上升通道。面对严峻的外部形势,银行必须持续加强资产质量的精细化管理,提升风险防控能力,及时调整优化信贷结构,提升产品创新能力,才能有效抵御经济“新常态”的冲击。近年来,我国部分地区企业担保圈导致的信贷风险大量暴露,给银行信贷资产带来较大风险。担保圈常见的担保模式有互保、联保、循环保等。这些担保方式易导致企业过度授信和多头授信,增加发生风险和传递风险的可能性。尤其在经济下行周期,如果圈中某个企业或者某些企业出现经营困难或者财务危机,通常会导致多米诺骨牌效应,将风险传染到整个担保圈,以至于圈内企业整体陷入困境。银行业需要充分认识当前担保圈风险问题的严重性和复杂性,研究采取有效措施,防止区域性、系统性金融风险的发生。央行发布的《中国金融稳定报告(2016)》认为,2015年,我国宏观经济运行总体平稳,金融业改革全面深化,金融体系总体稳健,银行业资产负债规模保持增长,银行业整体资本充足率稳中有升,信用风险总体可控。报告还指出,当前,我国经济正处于结构调整和转型升级的关键时期,金融稳定面临诸多挑战,企业杠杆率仍然高企,商业银行不良贷款持续反弹。商业银行风险管理能力直接影响其资产质量水平,而资产质量水平又会直接影响商业银行的利润,换句话说,资产质量水平是商业银行实现可持续发展的生命线。其中,信贷资产是银行风险程度最高,也是最主要的资产构成部分。由此可见,信贷资产的质量管理是商业银行风险管理中最为重要的组成部分,直接影响我国金融体系的稳健以及商业银行自身的生存和发展。商业银行及监管部门必然会高度重视担保圈贷款风险,如何有效地防范与化解担保圈贷款风险是商业银行及监管部口亟待解决的重大问题。本文通过借鉴国内外学者对商业银行担保圈及其风险管理研究,并结合自身工作,对A国有商业银行担保圈贷款的现象和成因进行分析,对改进该国有商业银行担保圈贷款风险进行了交流性的研究和方案设计,并最终形成几点改进方案的保障措施,希望能对商业银行及监管部口亟待解决的问题——如何有效地防范与化解担保圈贷款风险,具有一定的借鉴意义。
[Abstract]:At present, the economic fundamentals and the overall social situation are basically stable, but the economic trend is still divided, economic downward pressure and difficulties will persist for a period of time. Along with "three go, one decline, one compensation" and other work to accelerate the progress, enterprises are facing transition pains. For the service of the real economy of the banking industry. The increase of non-performing loans and the insufficient demand for effective credit have become the most direct impact. Since 2012, the bad balance and the bad rate of the national banking industry have entered the rising channel, facing the severe external situation. Banks must continue to strengthen the fine management of asset quality, improve the ability of risk prevention and control, adjust and optimize the credit structure in time, and enhance the ability of product innovation, in order to effectively resist the impact of the "new normal" of the economy in recent years. The credit risk caused by the enterprise guarantee circle in some regions of our country is exposed in large quantities, which brings great risks to the bank credit assets. The common guarantee mode in the guarantee circle is mutual insurance and protection. Environmental protection and so on. These forms of guarantee tend to lead to excessive credit and long credit, increasing the risk and transmission of risk, especially in the economic downturn cycle. If one or some of the enterprises in the circle have difficulty in operation or financial crisis, it will usually lead to domino effect and spread the risk to the whole guarantee circle. The banking industry needs to fully understand the seriousness and complexity of the risk problem of the current guarantee circle, and take effective measures to prevent the regional. The report on China's Financial Stability issued by the Central Bank of China (2016) holds that in 2015, China's macroeconomic operation was generally stable and the financial sector reform deepened in an all-round way. The financial system is generally sound, the scale of banking assets and liabilities remains growing, the overall capital adequacy ratio of the banking sector is steadily rising, and the overall credit risk is under control. China's economy is in the key period of structural adjustment and transformation and upgrading, financial stability is facing many challenges, corporate leverage ratio is still high. Commercial banks' non-performing loans continue to rebound. Commercial banks' risk management ability directly affects their asset quality, and the level of asset quality will directly affect the profits of commercial banks, in other words. The level of asset quality is the lifeline for commercial banks to achieve sustainable development. The quality management of credit assets is the most important part in the risk management of commercial banks. It has a direct impact on the stability of our financial system and the survival and development of commercial banks themselves. Commercial banks and regulatory authorities will inevitably attach great importance to the risk of loans in guarantee circles. How to effectively prevent and resolve the loan risk of the guarantee circle is an important problem to be solved urgently in commercial banks and supervision. This paper studies the guarantee circle of commercial banks and its risk management by drawing lessons from domestic and foreign scholars. Combined with its own work, this paper analyzes the phenomenon and causes of the loan of the guarantee circle of A state-owned commercial bank, and makes an exchange study and scheme design to improve the loan risk of the guarantee circle of the state-owned commercial bank. Finally, several measures to improve the scheme are formed, hoping to be helpful to the commercial banks and the supervision department to solve the problem of how to prevent and resolve the loan risk of the guarantee circle effectively.
【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

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