【摘要】：當(dāng)前，我國(guó)金融行業(yè)面臨著嚴(yán)峻的挑戰(zhàn)，一方面國(guó)際經(jīng)濟(jì)環(huán)境持續(xù)低迷，另一方面國(guó)內(nèi)外金融機(jī)構(gòu)的競(jìng)爭(zhēng)不斷加劇。這要求商業(yè)銀行只有不斷提升信用風(fēng)險(xiǎn)管理水平，增強(qiáng)自身風(fēng)險(xiǎn)抵抗能力，才能在競(jìng)爭(zhēng)中繼續(xù)生存和不斷發(fā)展，而改進(jìn)信用評(píng)級(jí)方法是商業(yè)銀行提高信用風(fēng)險(xiǎn)管理水平的最佳途徑。 本文介紹了商業(yè)銀行信用評(píng)級(jí)的基礎(chǔ)理論，對(duì)信用風(fēng)險(xiǎn)特征、商業(yè)銀行信用風(fēng)險(xiǎn)管理水平、國(guó)內(nèi)外信用評(píng)級(jí)方法做了闡述，并對(duì)廣州D商業(yè)銀行現(xiàn)行評(píng)級(jí)方法進(jìn)行了介紹，通過(guò)實(shí)例驗(yàn)證，發(fā)現(xiàn)該銀行打分卡評(píng)級(jí)指標(biāo)體系存在一定缺陷，并就如何改進(jìn)商業(yè)銀行客戶信用評(píng)級(jí)打分卡作了初步探討，得出行業(yè)與規(guī)模是影響商業(yè)銀行信用評(píng)級(jí)的主要因素。 本文簡(jiǎn)單介紹了不同行業(yè)、規(guī)模的企業(yè)在經(jīng)營(yíng)、財(cái)務(wù)指標(biāo)上所表現(xiàn)出來(lái)的不同特點(diǎn)，，就企業(yè)規(guī)模、行業(yè)特性如何對(duì)商業(yè)銀行信用評(píng)級(jí)產(chǎn)生影響進(jìn)行研究，通過(guò)分析得出信用評(píng)級(jí)方法優(yōu)化的方法是基于行業(yè)與規(guī)模特征下調(diào)整信用評(píng)級(jí)打分卡指標(biāo)體系。 本文對(duì)商業(yè)銀行現(xiàn)有的客戶信用評(píng)級(jí)指標(biāo)體系作了初步改進(jìn)：優(yōu)化非財(cái)務(wù)指標(biāo)體系，增加了企業(yè)管理水平、企業(yè)主品質(zhì)、競(jìng)爭(zhēng)優(yōu)勢(shì)等指標(biāo)；優(yōu)化了財(cái)務(wù)類指標(biāo)，根據(jù)行業(yè)及規(guī)模的不同選擇不同的財(cái)務(wù)指標(biāo)、非財(cái)務(wù)指標(biāo)，從而細(xì)分了打分卡，并通過(guò)實(shí)例驗(yàn)證了優(yōu)化方案的有效性。由于數(shù)據(jù)及樣本的原因，本文未能將商業(yè)銀行信用評(píng)級(jí)優(yōu)化進(jìn)行系統(tǒng)性的研究，但相信能為信用風(fēng)險(xiǎn)評(píng)級(jí)研究人員在優(yōu)化工作上帶來(lái)一些借鑒。
[Abstract]:At present, China's financial industry is faced with severe challenges. On the one hand, the international economic environment continues to be depressed, on the other hand, the competition of domestic and foreign financial institutions is constantly intensified. This requires commercial banks to continue to survive and develop in the competition only by continuously improving the level of credit risk management and enhancing their ability to resist risks. Improving the credit rating method is the best way to improve the credit risk management level of commercial banks. This paper introduces the basic theory of credit rating of commercial banks, describes the characteristics of credit risk, the level of credit risk management of commercial banks, and the methods of credit rating at home and abroad, and introduces the current rating methods of Guangzhou D commercial bank. It is found that there are some defects in the credit rating index system of the bank, and how to improve the credit rating system of commercial banks is discussed. It is concluded that industry and scale are the main factors influencing the credit rating of commercial banks. This paper briefly introduces the different characteristics of different industries and scale enterprises in management and financial indicators, and studies how the scale of enterprises and industry characteristics affect the credit rating of commercial banks. Through the analysis, it is concluded that the method of credit rating optimization is to adjust the index system of credit rating scorecard based on the characteristics of industry and scale. This paper has made a preliminary improvement to the existing customer credit rating index system of commercial banks: optimizing the non-financial index system, increasing the enterprise management level, enterprise owner quality, competitive advantage and so on, optimizing the financial index, Different financial indexes and non-financial indexes are selected according to the industry and scale, thus the score card is subdivided, and the effectiveness of the optimized scheme is verified by an example. Because of the data and samples, this paper fails to carry out systematic research on the credit rating optimization of commercial banks, but I believe it can bring some reference to the credit risk rating researchers in the optimization work.
【學(xué)位授予單位】：華南理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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