A银行船舶融资租赁业务违约风险控制研究

发布时间：2018-06-25 20:23

本文选题：船舶融资 + 融资租赁　；参考：《大连海事大学》2017年硕士论文

【摘要】：融资租赁业务起源于上世纪50年代的美国,近几十年间,在世界范围内发展迅速,积极地推动了高科技产品、大型固定设备的发展。船舶融资租赁,兼有融资和融物的特征,具有明显的优势。更是引起了航运公司的普遍重视,在一些中小航运企业中,这一业务模式显得极其重要,因为这些企业规模、资金实力有限,所以融资租赁对于他们来说,显得尤为适合。自2008年全球金融危机爆发后,航运市场陷入低谷,银行业紧缩银根,船舶融资难问题显现,使得航运企业在经营过程中迫切需要解决现金流吃紧的问题。在这种背景下,融资租赁作为一种新的融资模式快速崛起。但是,由于船舶融资租赁业务存在较高的风险性,船舶融资租赁机构专业性不强,船舶融资租赁过程中信息存在不对称等问题,不但会遇到如同一般融资经营、经济、社会、自然等同样的风险,还会遇到船舶经营中的特殊风险,而这些风险都因为船舶融资租赁的运作模式,而被承租人大部分的转移到了出租人身上。因此,在一定程度上限制了船舶融资租赁业务的发展,如何有效的把控风险,使得船舶融资租赁业务能够安全、有效的快速崛起成为现在亟需解决的问题。本文首先选取船舶融资租赁业务为研究对象,对其融资模式和业务风险管理进行研究,进而推动船舶融资租赁业务理论的深入;其次,从传统的融资租赁理论研究起,运用案例分析、图表分析等方法分析了银行融资租赁业务的主要风险及风险把控,比如:信用风险、法律风险、操作风险,借鉴分析了国内外银行船舶融资租赁业务风险管理经验;再次,对A银行船舶融资租赁业务发展现状进行分析,探究A银行船舶租赁存在的风险与问题;接着,对船舶融资租赁业务违约风险进行识别,并对违约风险测度实例进行分析,具体介绍了 VaR测度的计算方法,进而进行实证研究;最后,提出完善A银行船舶融资租赁业务风险管理的对策,如:进行融资结构设计中的风险防范安排、融资条件中设置风险防范要点、利用保险和融资租赁资产证券化,进而降低风险和进行分险转移。
[Abstract]:Financial leasing business originated in the United States in the 1950s. In recent decades, it has developed rapidly in the world and actively promoted the development of high-tech products and large fixed equipment. Ship financing lease, with the characteristics of both financing and financing, has obvious advantages. In some small and medium-sized shipping enterprises, this business model is extremely important, because these enterprises scale, capital strength is limited, so the financing lease is particularly suitable for them. Since the global financial crisis broke out in 2008, the shipping market has fallen into a trough, the banking industry is tight, and the problem of ship financing is difficult, which makes shipping enterprises urgently need to solve the problem of tight cash flow in the course of operation. In this context, the financing lease as a new financing model is rising rapidly. However, because of the high risk of ship finance lease business, the lack of specialization of ship finance leasing organization and the asymmetry of information in the process of ship financing lease, it will not only meet the problems of general financing management, economy, society, etc. The same risks, such as nature, also encounter special risks in ship operation, which are mostly transferred to the shipowner by the charterer because of the mode of operation of ship finance lease. Therefore, to a certain extent, it restricts the development of ship finance lease business, how to effectively control the risk, so that the ship finance lease business can be safe, effective and rapid rise has become a problem that needs to be solved. Firstly, this paper selects the ship finance lease business as the research object, studies its financing mode and business risk management, and then promotes the theory of ship finance lease business. Secondly, from the traditional financial lease theory research, Using the methods of case analysis and chart analysis, this paper analyzes the main risks and risk control of bank financial leasing business, such as: credit risk, legal risk, operational risk, etc. Based on the analysis of the domestic and foreign bank ship financing lease business risk management experience; thirdly, to analyze the current situation of bank A bank ship financing lease business development, to explore the risks and problems of bank A ship leasing business; then, Identify the default risk of ship financing lease business, and analyze the example of default risk measurement, introduce the calculation method of VaR measure, and carry on the empirical research; finally, The paper puts forward the countermeasures to perfect the risk management of Bank A's vessel finance lease business, such as: making the risk prevention arrangement in the financing structure design, setting up the risk guard key points in the financing condition, using the insurance and the finance lease asset securitization, Then reduce the risk and carry out the risk division transfer.
【学位授予单位】：大连海事大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F552.6;F832.49

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