我国商业银行信贷风险之信用风险管理研究

发布时间：2018-04-20 01:23

本文选题：信用风险管理 + 信贷业务　；参考：《对外经济贸易大学》2014年硕士论文

【摘要】：我国商业银行在实际的运营当中涉及到四种主要风险，包括：信用风险、利率风险、操作性风险、流动性风险，其中信用风险作为最主要的信贷风险而倍受重视。这主要是由于我国现阶段间接融资依旧是主导，存贷款是银行最基本也是最重要的业务内容，也是重要的经营利润来源，对风险的管理和控制直接关系到银行收益的稳定性和商业银行核心竞争力。信用风险管理包括信用风险识别、度量、控制，这三个阶段中信用风险度量是信用风险管理的基础。正确的选择和使用信用风险度量方法是信用风险管理中的重要内容。本文主要研究商业银行信贷业务中信用风险管理问题。在对信用风险定义、现状的理论基础上，针对传统的商业银行信用风险管理方法五级分类法和信用评级法进行案例研究，与此同时运用现代风险管理方法VAR进行风险量化对商业银行评级方法和五级分类法进行实例分析后，发现影响我国信用风险管理水平低下的原因有管理体制落后、管理方法欠缺、缺乏绩效考核、社会信用环境不佳等原因。针对以上问题给出了一些建设性意见：完善管理体制、引进国外先进的管理方法，对现有管理方法完善，建立全面的绩效考核机制并且与银行的战略目标并行，进一步改善社会信用环境，，构建全社会范围内的征信体系。通过对我国商业银行信用风险识别、度量、控制方法的深入研究，为我国商业银行提高信用风险控制能力，从而达到增强国际竞争力提供了有力的参考。论文的主要结论：第一，我国商业银行信用风险管理水平依旧存在防范机制不健全、度量手段缺乏、风险控制措施较少等问题；第二，传统的信用风险管理方法存在一定得局限性，不能够真实的反映信用风险的实际情况，使用VAR方法进行信用风险度量效果优于传统的信用风险管理方法；第三，针对我国商业银行信用风险管理中存在的问题，需要通过先进的信用风险度量手段和不断提高的风险管理水平来进行风险控制。
[Abstract]:There are four main risks involved in the actual operation of commercial banks in China, including: credit risk, interest rate risk, operational risk, liquidity risk, among which credit risk is regarded as the most important credit risk. This is mainly due to the fact that indirect financing is still dominant at the present stage in our country. Deposits and loans are the most basic and important business content of banks, and they are also an important source of operating profits. Risk management and control is directly related to the stability of bank income and the core competitiveness of commercial banks. Credit risk management includes credit risk identification, measurement and control. In these three stages, credit risk measurement is the basis of credit risk management. The correct choice and use of credit risk measurement is an important part of credit risk management. This paper mainly studies the credit risk management in the credit business of commercial banks. On the basis of the definition and current situation of credit risk, a case study is carried out on the traditional credit risk management methods of commercial banks, including the five-level classification method and the credit rating method. At the same time, by using the modern risk management method VAR to carry on the risk quantification to the commercial bank rating method and the five-level classification method carries on the example analysis, found that the influence our country credit risk management level is low, the management system is backward. Lack of management methods, lack of performance appraisal, poor social credit environment and other reasons. In view of the above problems, some constructive suggestions are given: perfecting the management system, introducing foreign advanced management methods, perfecting the existing management methods, establishing a comprehensive performance appraisal mechanism and parallel with the strategic objectives of the bank. Further improve the social credit environment, and build the whole social credit system. Through the in-depth study of the credit risk identification, measurement and control methods of Chinese commercial banks, it provides a powerful reference for our commercial banks to improve their credit risk control ability and to enhance their international competitiveness. The main conclusions of this paper are as follows: first, the credit risk management level of commercial banks in our country still exists some problems, such as imperfect prevention mechanism, lack of measurement methods, less risk control measures and so on; second, The traditional credit risk management method has some limitations, it can not reflect the actual situation of credit risk. The VAR method is better than the traditional credit risk management method. In view of the problems existing in the credit risk management of commercial banks in China, it is necessary to carry out risk control through advanced measures of credit risk measurement and continuous improvement of risk management level.
【学位授予单位】：对外经济贸易大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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