建设银行W分行对公信贷策略研究

发布时间：2018-07-08 17:07

本文选题：RAROC + 风险管理工具　；参考：《吉林大学》2013年硕士论文

【摘要】：银行同业间的竞争日益惨烈，市场竞争力是决定这场没有硝烟战争的关键因素，，国有商业银行在同股份制银行的打拼中占据的是人才和资源优势，但相对僵化的管理模式和笨重的体制负累又成了掣肘国有商业银行快速国际化和市场化的瓶颈，对公信贷业务无论在资产构成比重和价值创造上都是国有商业银行的关键部件，正所谓“成也萧何败萧何”，客观的说，信贷管理科学模式的建立是解决这部大机器引擎技术改造的第一把钥匙，信贷策略恰恰又是信贷管理中的核心思维。长久以来，建设银行W分行的信贷策略始终缺少科学的工具手段支撑，专家的意见和单一化的价格导向左右着信贷资源的配置。体现在贷款客户群体单一，产品发展不均衡，区域禀赋未能充分发挥，真正有价值的客户未能得到充分服务和有效支持。根据不完全统计，W分行辖区内区内的五分之一的龙头企业未予其开展信贷的合作，分析原因概括起来有以下几个方面：一是单纯的价格导向，提高了优质客户的准入门槛。按照现行W行的定价原则，大中型客户底线利率为流动资金类不低于基准利率上浮10%，项目贷款不低于基准利率12%,而很多客户考虑到民贸贴息政策或集团本部的融资计划，只能接受基准利率或以下的价格，而这部分客户可能会在存款、结算及中间业务服务等方面为银行继续创造价值。二是信贷策略缺少差别化，千篇一律，无法满足优质客户个性化的需求。如行业限额严格控制的钢铁、水泥等产能过剩行业中的龙头需要满足供应链的安排，受其授信总量的控制也无法充分安排。三是没有一个好的技术工具支撑。建设银行的风险管理计量技术已经较完备，但缺少一个和市场经营相吻合的链接。本文正是在这样的背景下，运用计量工具与实证研究相结合，探讨利用风险调整收益率（英文缩写：RAROC，下同）解决W分行对公信贷管理中的粗线条，其可行性也是在局限样本上的分析，亟待实践的验证。首先，在绪论部分阐明了文章研究的背景，研究的主导方向以及运用的方法。其次，在结合建设银行W分行的信贷策略的现状开展分析，提示出其存在的漏洞和掣肘业务发展的根源。再次，对该银行运用RAROC工具解决信贷业策略偏离可行性研究。最后，通过大量的数据支撑，提出运用RAROC改进信贷策略管理的建议，得出文章研究的结论。文章通过新资本协议理论、建设银行风险管理专家的研究成果和建议及网络数据库平台收集研究所需的相关资料，通过比较分析的方法，剖析国有商业银行传统的信贷文化的弊端，探讨在推行巴塞尔新资本协议监管文化的当下，一个适用与实用的管理工具---RAROC,通过讨研究结果提出了改进W分行对公信贷业务管理的切实可行的建议。
[Abstract]:The competition between banks and banks is becoming increasingly fierce. The market competitiveness is the key factor determining this war without gunsmoke. State-owned commercial banks occupy the advantages of talent and resources in their struggle with joint-stock banks. However, the relatively rigid management mode and the heavy system burden have become the bottleneck that hinders the rapid internationalization and marketization of state-owned commercial banks. The public credit business is the key component of state-owned commercial banks in terms of the proportion of assets and the creation of value. Objectively speaking, the establishment of the scientific model of credit management is the first key to solve the technical transformation of this big machine engine, and the credit strategy is the core thinking in the credit management. For a long time, the credit strategy of China Construction Bank (CCB) W Branch has been short of scientific tools and means, and the expert's opinion and the simple price orientation have influenced the allocation of credit resources. It is reflected in the single group of loan customers, the unbalanced development of products, the failure of regional endowment to give full play to the regional endowment, and the failure of truly valuable customers to receive adequate service and effective support. According to the incomplete statistics of 1/5 leading enterprises in the area under the jurisdiction of the branch, the reasons are summarized as follows: first, simple price orientation raises the entry threshold of high quality customers. According to the current pricing principle of Bank W, the bottom line interest rate for large and medium-sized customers is no less than 10 percent of the benchmark interest rate for liquid capital, and the project loan should not fall below the benchmark interest rate. Many customers consider the discount interest policy for civil trade or the financing plan of the group's headquarters. Prices at or below the benchmark rate can only be accepted, and these customers may continue to create value for banks in terms of deposits, settlement and intermediary services. Second, credit strategy is lack of differentiation, uniform, can not meet the personalized needs of high-quality customers. Such as iron and steel, cement and other overcapacity industries, such as iron and steel, cement and other overcapacity industries need to meet the supply chain arrangement, and the total amount of credit can not be fully controlled. Third, there is no good technical tools to support. The risk management measurement technology of CCB is relatively complete, but it lacks a link to the market management. Under this background, this paper combines measurement tools with empirical research to explore how to use risk-adjusted rate of return (RRROC-) to solve the rough line of W branch in the management of public credit. Its feasibility is also the analysis on the limited sample, which needs to be verified in practice. Firstly, in the introduction part, the background, the leading direction and the application method of the research are explained. Secondly, this paper analyzes the current situation of credit strategy of China Construction Bank W Branch, and points out the existing loopholes and the root of hindering the development of business. Third, the bank uses RAROC tools to solve the credit industry strategy deviation feasibility study. Finally, through a lot of data support, the paper puts forward the suggestion of using RAROC to improve the credit strategy management, and draws the conclusion of this paper. Through the new capital agreement theory, the research results and suggestions of the risk management experts of China Construction Bank, and the relevant data collected by the network database platform, and through the method of comparative analysis, This paper analyzes the disadvantages of the traditional credit culture of state-owned commercial banks, and probes into the present situation of implementing the new Basel Capital Accord supervision culture. A suitable and practical management tool, Raloc, is proposed to improve the management of public credit business in W branch.
【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

【参考文献】