兴业银行信贷风险控制：信贷风险评级视角

发布时间：2018-01-04 21:00

本文关键词：兴业银行信贷风险控制：信贷风险评级视角　出处：《华中科技大学》2014年硕士论文　论文类型：学位论文

【摘要】：由于经济增速减缓,企业生产经营能力纷纷下滑,偿债能力随之下降。自2011年底开始,我国商业银行不良贷款和不良贷款率双双结束了长期以来不断下降的趋势,开始出现连续的环比上升态势。在这样的环境之下,信贷风险的控制效果好坏对于银行来说显得更加重要,因为贷款目前仍然是我国商业银行资产中占比最大的组成部分,信贷风险是我国商业银行面临的主要风险。商业银行对信贷风险控制的手段主要是根据全方位的信息在贷前、贷中和贷后对信贷资产进行风险评级,而内部评级与贷款风险分类是目前我国商业银行采取的信贷风险评级手段中的重要组成部分。我国商业银行现行的贷款风险分类方法主要为“贷款五级分类法”,虽然此方法克服了早期“一逾两呆”法的局限,但仍然存在着定性标准为主,量化标准不足的缺陷,导致风险分类准确性欠佳。因此,本文以贷款五级分类为切入点,选取近几年来发展迅速的兴业银行的信贷风险评级情况为例,分析出现实中商业银行贷款风险控制存在的不足主要就是信贷风险评级之中的贷款风险分类量化不足问题。结合财务管理中未来现金流量折现法的知识,本文提出引入债权价值这一指标量来量化贷款风险分类的建议,并给出关于利用债权价值计算贷款价值的具体折现模型,通过例子具体说明模型的使用方法,力图使贷款风险分类能够更好的在实际运用中服务于商业银行的信贷风险控制,进一步增强我国商业银行对信贷资产的管理,提升我国商业银行信贷资产的质量,最终以保证实现我国商业银行能够稳定经营和可持续发展。
[Abstract]:Due to the slowdown of economic growth, the production and management capacity of enterprises has declined, and the ability to repay debt has declined. Since end of 2011. Both the non-performing loans and the non-performing loan rates of commercial banks in our country have ended the downward trend for a long time and began to appear a continuous month-on-month upward trend. In such an environment. The control effect of credit risk is more important for banks, because loans are still the largest part of the assets of commercial banks in China. Credit risk is the main risk faced by commercial banks in our country. The means of commercial banks to control credit risk is mainly based on the comprehensive information before, after loans and loans to credit assets risk rating. The internal rating and loan risk classification is an important part of the credit risk rating methods adopted by commercial banks in China. The current classification method of loan risk in China's commercial banks is mainly "the five-level loan classification method". . Although this method overcomes the limitation of the early "one more than two dons" method, it still has the deficiency of qualitative standard and insufficient quantitative standard, which leads to the poor accuracy of risk classification. In this paper, the five-level classification of loans as a starting point, select in recent years the rapid development of Societe Generale Bank credit risk rating situation as an example. It is analyzed that the deficiency of commercial bank loan risk control in reality is the insufficient classification and quantification of loan risk in credit risk rating, combined with the knowledge of future cash flow discounted method in financial management. This paper puts forward the suggestion of introducing the value of creditor's rights as an index to quantify the classification of loan risk, and gives a concrete discount model to calculate the value of loan by using the value of creditor's rights, and explains the usage method of the model through an example. Try to make the loan risk classification can better serve the commercial banks in the actual use of credit risk control, and further enhance the management of credit assets of commercial banks in China. To improve the quality of credit assets of commercial banks in China, and finally to ensure the stable operation and sustainable development of Chinese commercial banks.
【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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