中信银行Q分行信贷风险防控研究

发布时间：2018-08-16 17:08

【摘要】：现代商业银行是信贷风险的特殊企业。银行的盈利必须通过承担信贷风险才能获得,它承担风险,转化风险,并且还将风险植入金融产品和服务中再加工风险。信贷风险防控管理是商业银行的基本职能,是商业银行生存与发展的灵魂。信贷风险防控管理是当前环境下,各商业银行的核心部分,也是各商业银行高度重视的业务条线。信贷业务担当了绝大部分商业银行的经济命脉,信贷风险的防控对于整个银行业的平稳发展以及当地企业的发展至关重要,信贷风险防控包括信贷风险的识别、信贷风险的预警、信贷风险的转嫁、信贷风险的规避等方面内容。本文主要介绍了我国商业银行信贷风险防控的现状,以及中信银行Q分行信贷风险防控管理的概况,具体分析了中信银行Q分行在信贷风险防控方面具体的使用的方法,并使用基于VAR的CREDIT METRICS模型计算信贷风险,得出风险损失。本文主要包括三部分内容:首先介绍了国内外信贷风险防控的现状,了解整个宏观层面的信贷风险防控管理;其次介绍了商业银行的信贷风险防控内容及理论,并从不同方面介绍商业银行信贷风险防控系统,分析其防控构架、目标、政策等;最后围绕中信银行Q分行主要信贷风险防控管理办法、信贷风险计算,分析其存在的信贷风险问题,以及针对目前的问题提出了风险防控的优化及对策。
[Abstract]:Modern commercial banks are special enterprises of credit risk. A bank's profits must be made by taking credit risks, taking risks, transforming risks, and embedding risks into financial products and services to reprocess risks. Credit risk prevention and control is the basic function of commercial banks and the soul of their existence and development. Credit risk prevention and control is the core part of commercial banks under the current environment, and it is also the line of business that commercial banks attach great importance to. Credit business acts as the economic lifeline of most commercial banks. The prevention and control of credit risk is of great importance to the smooth development of the entire banking industry and the development of local enterprises. Credit risk prevention and control includes the identification of credit risks. Early warning of credit risk, transfer of credit risk, evasion of credit risk and so on. This paper mainly introduces the current situation of credit risk prevention and control of commercial banks in China, and the general situation of credit risk prevention and control management in the Q branch of CITIC Bank, and analyzes the specific application methods of credit risk prevention and control in Q Branch of CITIC Bank. CREDIT METRICS model based on VAR is used to calculate credit risk and risk loss is obtained. This paper mainly includes three parts: firstly, it introduces the current situation of credit risk prevention and control at home and abroad, and then introduces the content and theory of credit risk prevention and control of commercial banks. It also introduces the credit risk prevention and control system of commercial banks from different aspects, analyzes its prevention and control framework, objectives, policies, etc. Finally, it focuses on the main credit risk prevention and control measures and credit risk calculation of the Q branch of CITIC Bank. This paper analyzes the credit risk problems, and puts forward the optimization and countermeasures of risk prevention and control.
【学位授予单位】：青岛科技大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

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