基于商业银行信贷风险测量理论下的不良资产处置研究

发布时间：2017-12-31 02:08

本文关键词：基于商业银行信贷风险测量理论下的不良资产处置研究　出处：《吉林财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：本文基于商业银行风险测量方法对银行的不良资产处置进行研究，意在通过对商业银行风险测量方式的介绍，使银行从源头上减少不良资产的形成，，通过介绍国外的先进做法，进而使我国商业银行在不良风险处置问题上吸取其成功经验，取长补短。全文分五章：第一章介绍了不良资产处置的研究背景、研究目的及意义、研究方法及国内外的研究现状。第二章介绍了商业银行在贷款监测上的理论方法，包括传统理论中的专家方法、评级方法、信用评分法与现代理论中的KMV模型、宏观模拟法、风险中性估值法、在险价值估值法。第三章介绍了不良贷款的现状及中国四大商业银行与股份制商业银行对于不良贷款的成因。第四章介绍了国外银行的优秀做法。韩国的组建资产管理公司；瑞典的“好银行”与“坏银行”处理并重；法国的信贷银行的市场化与民营化。第五章我国处置不良资产的建议。资产证券化冲销不良资产、资本运营法冲销不良资产、联合运营法冲销不良资产、并购重组法冲销不良资产。
[Abstract]:The measurement method of the risk of commercial bank based on the research of the disposal of non-performing assets of the bank, is intended to measure the risk of commercial banks, the bank from the source to reduce the formation of non-performing assets, through the introduction of foreign advanced practice, which makes our commercial bank in the disposal of bad risk problems learn from their successful experiences, learn from each other this thesis is divided into five chapters:
The first chapter introduces the background of the research on the disposal of non-performing assets, the purpose and significance of the research, the research methods and the status of the research at home and abroad.
The second chapter introduces the theory and method of loan monitoring in commercial banks, including the expert theory in traditional theory, the rating method, the credit scoring method and the KMV model in modern theory, the macro simulation method, the risk neutral valuation method, and the value at risk valuation method.
The third chapter introduces the present situation of non-performing loans and the causes of non-performing loans in China's four major commercial banks and joint-stock commercial banks.
The fourth chapter introduces the excellent practices of foreign banks. The establishment of Asset Management Co in Korea, the "good banks" in Sweden and the bad banks are all equal, and the marketization and privatization of credit banks in France.
The fifth chapter is the suggestion of disposing bad assets in China. Asset securitization sterilizing bad assets, capital operation method sterilizing bad assets, joint operation method sterilizing bad assets, and mergers and Acquisitions Act to sterilate bad assets.

【学位授予单位】：吉林财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4;F224

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