發(fā)布時(shí)間：2018-03-11 00:34

  本文選題：聚合信貸風(fēng)險(xiǎn)模型　切入點(diǎn)：信貸風(fēng)險(xiǎn)　出處：《廣西大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：現(xiàn)今,我國金融業(yè)快速發(fā)展,2008年全球金融危機(jī)爆發(fā),對(duì)我國金融業(yè)以及經(jīng)濟(jì)發(fā)展均造成了重大影響,銀行信貸風(fēng)險(xiǎn)的控制與防范問題引起銀行界廣泛的關(guān)注,政策性銀行也是如此。N銀行(農(nóng)業(yè)發(fā)展銀行)作為我國目前僅存的政策性銀行,其改革的方向是向一家執(zhí)行國家政策前提下的綜合性銀行機(jī)構(gòu)發(fā)展。其業(yè)務(wù)除傳統(tǒng)的政策性糧油業(yè)務(wù)外,更多綜合性的參照商業(yè)化貸款管理模式進(jìn)行的業(yè)務(wù)也齊頭并進(jìn),這一部分業(yè)務(wù)N銀行自擔(dān)風(fēng)險(xiǎn)、自負(fù)盈虧。所以,目前重視和加強(qiáng)對(duì)N銀行信貸風(fēng)險(xiǎn)管理的研究,能更好實(shí)現(xiàn)N銀行政策性銀行的職能,使N銀行在執(zhí)行國家政策性業(yè)務(wù)的同時(shí),起自身的商業(yè)性信貸業(yè)務(wù)通過信貸風(fēng)險(xiǎn)管理,增加其自身的盈利性,增強(qiáng)政策性銀行的可持續(xù)發(fā)展的能力,具有十分重要的現(xiàn)實(shí)意義。 論文的研究對(duì)象是：中國N銀行廣西分行信貸風(fēng)險(xiǎn)。運(yùn)用聚合信貸風(fēng)險(xiǎn)模型(CreditRisk+模型),對(duì)N銀行廣西分行信貸風(fēng)險(xiǎn)進(jìn)行度量和分析,總結(jié)了N銀行廣西分行存在的風(fēng)險(xiǎn)現(xiàn)狀。論文認(rèn)為N銀行廣西分行存在以下問題：業(yè)務(wù)發(fā)展方向有待明朗、信貸政策存在約束、信貸業(yè)務(wù)基礎(chǔ)存在軟肋、貸款結(jié)構(gòu)不均衡、三農(nóng)業(yè)務(wù)缺乏抗風(fēng)險(xiǎn)的貸款主體、風(fēng)險(xiǎn)防控體制機(jī)制有待完善；同時(shí)針對(duì)N銀行廣西分行的信貸風(fēng)險(xiǎn)管理問題,提出廣西分行應(yīng)拓展業(yè)務(wù)范圍以降低信貸風(fēng)險(xiǎn)、健全有效的風(fēng)險(xiǎn)防控體制、健全風(fēng)險(xiǎn)轉(zhuǎn)化報(bào)賬機(jī)制、健全高效的配套機(jī)制、培育正確的風(fēng)險(xiǎn)文化來提高N銀行的抗風(fēng)險(xiǎn)性,實(shí)現(xiàn)可持續(xù)發(fā)展。
[Abstract]:Nowadays, the rapid development of China's financial industry, the outbreak of the global financial crisis in 2008, has had a significant impact on the financial industry and economic development of our country. The control and prevention of bank credit risk has caused widespread concern in the banking sector. This is also the case with policy banks. N Bank (Agricultural Development Bank), as the only policy bank in China at present, The direction of its reform is to develop to a comprehensive banking institution under the premise of implementing state policies. In addition to the traditional policy-oriented grain and oil business, more comprehensive business with reference to the commercial loan management model is also advancing simultaneously. In this part of the business, N Bank bears its own risks and is responsible for its own profits and losses. Therefore, at present, paying attention to and strengthening the research on the credit risk management of N Bank can better realize the function of N Bank Policy Bank. It is of great practical significance to make N bank carry out the national policy business and start up its own commercial credit business through credit risk management to increase its own profitability and enhance the ability of sustainable development of policy banks. The research object of this paper is: credit risk of Guangxi Branch of N Bank of China. The credit risk of Guangxi Branch of N Bank is measured and analyzed by using CreditRisk model. This paper summarizes the risk situation of the Guangxi Branch of N Bank, and points out that the Guangxi Branch of N Bank has the following problems: the direction of business development needs to be clear, the credit policy is restricted, the foundation of credit business is weak, the loan structure is not balanced. The credit risk management of the Guangxi Branch of N Bank should be improved, and the Guangxi Branch should expand its scope of business in order to reduce the credit risk. Improve the effective risk prevention and control system, improve the risk conversion and reporting mechanism, perfect the efficient supporting mechanism, cultivate the correct risk culture to improve the risk resistance of N bank and realize the sustainable development.
【學(xué)位授予單位】：廣西大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.4

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本文編號(hào)：1595824