本文選題：聚合信貸風險模型　切入點：信貸風險　出處：《廣西大學》2013年碩士論文　論文類型：學位論文

【摘要】：現今,我國金融業(yè)快速發(fā)展,2008年全球金融危機爆發(fā),對我國金融業(yè)以及經濟發(fā)展均造成了重大影響,銀行信貸風險的控制與防范問題引起銀行界廣泛的關注,政策性銀行也是如此。N銀行(農業(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構發(fā)展。其業(yè)務除傳統(tǒng)的政策性糧油業(yè)務外,更多綜合性的參照商業(yè)化貸款管理模式進行的業(yè)務也齊頭并進,這一部分業(yè)務N銀行自擔風險、自負盈虧。所以,目前重視和加強對N銀行信貸風險管理的研究,能更好實現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)務的同時,起自身的商業(yè)性信貸業(yè)務通過信貸風險管理,增加其自身的盈利性,增強政策性銀行的可持續(xù)發(fā)展的能力,具有十分重要的現實意義。 論文的研究對象是：中國N銀行廣西分行信貸風險。運用聚合信貸風險模型(CreditRisk+模型),對N銀行廣西分行信貸風險進行度量和分析,總結了N銀行廣西分行存在的風險現狀。論文認為N銀行廣西分行存在以下問題：業(yè)務發(fā)展方向有待明朗、信貸政策存在約束、信貸業(yè)務基礎存在軟肋、貸款結構不均衡、三農業(yè)務缺乏抗風險的貸款主體、風險防控體制機制有待完善；同時針對N銀行廣西分行的信貸風險管理問題,提出廣西分行應拓展業(yè)務范圍以降低信貸風險、健全有效的風險防控體制、健全風險轉化報賬機制、健全高效的配套機制、培育正確的風險文化來提高N銀行的抗風險性,實現可持續(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.
【學位授予單位】：廣西大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.4

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本文編號：1595824