B银行信贷风险管理中的内部评级法应用研究

发布时间：2018-04-27 18:37

本文选题：巴塞尔新资本协议 + 内部评级法　；参考：《广西大学》2013年硕士论文

【摘要】：随着全球金融和经济形式的日趋复杂化,商业银行经营管理面临越来越多的风险挑战。本文研究的是巴塞尔新资本协议下的内部评级法在商业银行信贷管理中的应用,以个案研究为主,理论研究为辅,不对相关理论及模型进行论证分析,以某股份制银行为例,在实际运用中找出问题,并通过国内外银行经验借鉴,提出解决问题的对策,拟在个案分析方面进行尝试。本文首先介绍B银行内部评级法的发展历程,分析内部评级法在B银行授信审批、授权管理、风险定价、风险限额、风险预警和贷后管理上的应用；通过具体案例展示了内部评级结果在授信准入、审查审批、贷款定价及贷后管理方面的运用情况,对该行信贷风险管理中应用内部评级法的成效进行分析,对存在的基础数据支持不够、应用的人才支持不足、内部评级法的应用不够深入等问题进行剖析。通过借鉴国内外商业银行在内部评级法运用上的实践经验,结合B银行的风险管理现状及内部评级法实施条件,提出改善B银行信贷风险管理中内部评级法应用的对策,主要包括解决内部评级法系统及数据支持不够；组建高水平、专业化的人才队伍；深入拓展内部评级法应用；深化信贷资产风险分类管理；塑造良好的风险管理文化及加强评级基础管理工作的对策建议。
[Abstract]:With the increasing complexity of global financial and economic forms, commercial banks are facing more and more risk challenges. This paper studies the application of the internal rating method under the Basel New Capital Accord in the credit management of commercial banks. The case study is the main, the theoretical research is supplementary, and the relevant theories and models are not demonstrated and analyzed, taking a joint-stock bank as an example. In the practical application to find out the problem, and through the experience of domestic and foreign banks, put forward solutions to the problem, the case study of the attempt. This paper first introduces the development of the internal rating method of Bank B, and analyzes the application of the internal rating method in the credit approval, authorization management, risk pricing, risk limitation, risk early warning and post-loan management of Bank B; The application of internal rating results in credit access, examination and approval, loan pricing and post-loan management is demonstrated through specific cases, and the effectiveness of applying internal rating method in credit risk management of the bank is analyzed. The existing problems such as insufficient support for basic data, insufficient support for talents in application, and insufficient application of internal rating method are analyzed. Based on the practical experience of domestic and foreign commercial banks in the application of internal rating method, combined with the present situation of risk management of Bank B and the implementation conditions of Internal rating method, the paper puts forward some countermeasures to improve the application of Internal rating method in Bank B's credit risk management. It mainly includes solving the internal rating system and insufficient data support; establishing a high level and specialized personnel team; expanding the application of internal rating method; deepening the credit asset risk classification management; Develop a good culture of risk management and strengthen the basic management of rating countermeasures.
【学位授予单位】：广西大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

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