商业银行贷款决定要素实证研究

发布时间：2018-05-20 11:54

本文选题：商业银行 + 信贷决策　；参考：《对外经济贸易大学》2014年硕士论文

【摘要】：商业银行信贷业务是我国商业银行的传统业务，也是最为核心的业务，其作为商业银行资产中的最重要组成部分，是创造利润的主要来源之一。然而，信贷业务在为商业银行创造收益的同时，也必然伴随着风险。商业银行作为借贷关系中的债权人，时刻面临着借款人是否能够按期还本付息的不确定性，这就构成了信贷风险。如果借款人出现违约现象，无法足额偿还银行债务，则银行会遭受贷款本金的损失。因此，商业银行为了防范信贷风险，降低客户违约以及贷款本金损失的概率，在信贷决策的过程中必然会对借款客户的资信水平、偿债能力等方面进行调查与评判。同时，商业银行信贷决策水平的高低也直接决定了其信贷资产质量的好坏以及利润创造能力的强弱。在此背景下，研究商业银行信贷决策行为对提高信贷决策水平与信贷决策效率，提升银行经营水平，以及完善我国商业银行信贷决策体系有着重要意义。本文所研究的是商业银行在面对借款企业众多的各类信息时，是如何进行识别、筛选、分析并加以利用到银行对客户的信贷决策行为中，即银行在进行贷款决策时主要考虑哪些方面的因素，，不同的约束条件会对银行贷款决策行为产生哪些影响，银行为客户发放贷款是否存在某些偏好等，对上述问题进行解答是本文研究的起点。本文以我国某国有大型商业银行下辖某一级分行截至2013年12月31日的公司类贷款数据样本为研究对象，并通过参考以往文献和前人的研究结果，以及自身对银行信贷决策问题的理解和研究兴趣，选取了多个有代表性的要素，并建立了银行信贷决策与这些要素间关系的研究模型，通过逻辑回归的实证分析方法得出哪些要素在银行信贷决策行为过程中起到了关键的作用与影响，并提出相应结论与建议。本文对于进一步优化我国商业银行信贷决策行为、提高信贷市场效率、防范与控制信用风险都有着重要的积极作用。
[Abstract]:Commercial bank credit is the traditional business and the core business of commercial banks in China. As the most important part of commercial bank assets, it is one of the main sources of profit creation. However, the credit business creates the profit for the commercial bank at the same time, also inevitably accompanies the risk. Commercial banks, as creditors in the loan relationship, are always faced with the uncertainty of whether the borrower can repay the principal and interest on time, which constitutes the credit risk. If the borrower defaults and fails to repay the bank's debt in full, the bank will suffer losses on the principal of the loan. Therefore, in order to prevent credit risk and reduce the probability of customers' default and loss of loan principal, commercial banks will certainly investigate and judge the credit level and solvency of loan customers in the process of credit decision. At the same time, the credit decision level of commercial banks directly determines the quality of credit assets and the strength of profit creation ability. In this context, it is of great significance to study the credit decision-making behavior of commercial banks to improve the level and efficiency of credit decision-making, to improve the management level of banks, and to improve the credit decision-making system of commercial banks in China. This paper studies how the commercial banks identify, screen, analyze and utilize the credit decision-making behavior of the bank to the customers in the face of the various kinds of information of the borrowing enterprises, and how to identify, screen, analyze and use it in the face of the various kinds of information of the loan enterprises. That is, what factors should be considered when banks make loan decisions, what factors will be affected by different constraints, whether there are some preferences in granting loans to customers, and so on. The answer to the above question is the starting point of this paper. In this paper, the sample of corporate loan data from a branch of a large state-owned commercial bank as of December 31, 2013 is taken as the research object, and by referring to the previous literature and previous research results, As well as its own understanding and research interest in bank credit decision making, this paper selects several representative elements, and establishes a research model of the relationship between bank credit decision and these elements. Through the empirical analysis method of logical regression, we can find out which factors play a key role and influence in the decision-making process of bank credit, and put forward the corresponding conclusions and suggestions. This paper plays an important and positive role in further optimizing the credit decision-making behavior of Chinese commercial banks, improving the efficiency of credit market, and preventing and controlling credit risk.
【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

【参考文献】