商業(yè)銀行識別與評價企業(yè)信用風險的方法研究
發(fā)布時間：2019-02-18 21:14
【摘要】：銀行對于企業(yè)的信用風險管理是銀行多種管理活動中的一項極為重要的活動。銀行對客戶的信用風險進行有效地管理是商業(yè)銀行在面對全球金融一體化和激烈競爭中獲取企業(yè)自身競爭優(yōu)勢的重要手段。商業(yè)銀行對企業(yè)客戶信用風險水平的評價,在商業(yè)銀行的運營中起著至關重要的作用,只有依據(jù)正確、合理、有效的評價方法,才能夠?qū)ζ髽I(yè)客戶的信用風險水平做出準確的判斷,從而成為商業(yè)銀行信貸決策的基礎。 商業(yè)銀行針對企業(yè)客戶建立合理有效地信用風險評價方法,目的就是為了使商業(yè)銀行能夠制定科學、合理、有效的信貸決策,降低因企業(yè)客戶信用導致的信貸風險。由于商業(yè)銀行信用風險管理的復雜性特點,對其企業(yè)客戶的信用風險評價也是一個相對復雜的過程,需要根據(jù)研究問題的特點,采用合理的研究方法。只有通過合理的信用風險評價方法,才能夠得到合理的結(jié)果,并通過對評價結(jié)果進行有效分析,成為商業(yè)銀行信貸決策的重要依據(jù)。本研究為了解決以上所提出的問題,在分析信用、信用風險以及面向銀行體系的信用風險評價的基本理論和方法的基礎上,進一步研究銀行針對企業(yè)信用風險關鍵要素識別與評價方法。 在研究過程中遵循由淺入深,由理論到實踐的思路,本論文主要完成了以下幾個方面的工作： (1)信用風險管理的相關概念分析與認識。信用風險管理的特點決定了信用風險評價的復雜性,為更好的進行信用風險評價,本文深入分析信用風險的概念、特點、度量方法和信用風險管理技術(shù),并在此基礎上針信用風險管理,做了進一步的深入的探討。 (2)針對企業(yè)信用風險、信用風險管理的進行文獻綜述。在文獻綜述的基礎上進一步提出商業(yè)銀行對企業(yè)信用風險水平評價的關鍵指標。 (3)商業(yè)銀行對企業(yè)信用風險水平評價的方法研究。在已有研究的基礎上,根據(jù)研究問題的特點,構(gòu)建商業(yè)銀行對企業(yè)進行風險評價的方法。 (4)實例分析。擬通過在某商業(yè)銀行實際信用風險管理過程中對企業(yè)信用風險的評價過程,運用本文所給出的評價方法,以驗證方法的有效性和實用性。
[Abstract]:The bank's credit risk management is one of the most important activities in the bank's various management activities. The effective management of customer credit risk by banks is an important means for commercial banks to gain their own competitive advantage in the face of global financial integration and fierce competition. The evaluation of enterprise customer credit risk level by commercial banks plays an important role in the operation of commercial banks, only according to the correct, reasonable and effective evaluation methods, Only then can the enterprise customer's credit risk level make the accurate judgment, thus becomes the commercial bank credit decision-making foundation. The purpose of establishing a reasonable and effective credit risk evaluation method for enterprise customers is to enable commercial banks to make scientific, reasonable and effective credit decisions and to reduce the credit risk caused by enterprise customers' credit. Because of the complexity of credit risk management in commercial banks, it is a relatively complicated process to evaluate the credit risk of their enterprise customers, so it is necessary to adopt reasonable research methods according to the characteristics of the research problems. Only through a reasonable credit risk evaluation method can we get reasonable results, and through the effective analysis of the evaluation results, it becomes an important basis for commercial banks to make credit decisions. In order to solve the above problems, this study analyzes the basic theories and methods of credit, credit risk and credit risk evaluation for the banking system. Further study on the identification and evaluation of the key elements of credit risk. In the course of the research, following the thinking from theory to practice, this paper mainly completed the following aspects of the work: (1) the related concepts of credit risk management analysis and understanding. The characteristics of credit risk management determine the complexity of credit risk evaluation. In order to evaluate credit risk better, this paper deeply analyzes the concept, characteristics, measurement method and credit risk management technology of credit risk. And on the basis of credit risk management, do a further in-depth discussion. (2) A literature review on enterprise credit risk and credit risk management. On the basis of literature review, the paper puts forward the key index of credit risk evaluation of commercial banks. (3) the research on the evaluation method of commercial banks' credit risk level. On the basis of the existing research and according to the characteristics of the research problems, the method of risk assessment of commercial banks to enterprises is constructed. (4) case analysis. In order to verify the validity and practicability of this method, this paper intends to use the evaluation method given in this paper through the evaluation process of enterprise credit risk in the course of a commercial bank's actual credit risk management.
【學位授予單位】：東北大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.4
[Abstract]:The bank's credit risk management is one of the most important activities in the bank's various management activities. The effective management of customer credit risk by banks is an important means for commercial banks to gain their own competitive advantage in the face of global financial integration and fierce competition. The evaluation of enterprise customer credit risk level by commercial banks plays an important role in the operation of commercial banks, only according to the correct, reasonable and effective evaluation methods, Only then can the enterprise customer's credit risk level make the accurate judgment, thus becomes the commercial bank credit decision-making foundation. The purpose of establishing a reasonable and effective credit risk evaluation method for enterprise customers is to enable commercial banks to make scientific, reasonable and effective credit decisions and to reduce the credit risk caused by enterprise customers' credit. Because of the complexity of credit risk management in commercial banks, it is a relatively complicated process to evaluate the credit risk of their enterprise customers, so it is necessary to adopt reasonable research methods according to the characteristics of the research problems. Only through a reasonable credit risk evaluation method can we get reasonable results, and through the effective analysis of the evaluation results, it becomes an important basis for commercial banks to make credit decisions. In order to solve the above problems, this study analyzes the basic theories and methods of credit, credit risk and credit risk evaluation for the banking system. Further study on the identification and evaluation of the key elements of credit risk. In the course of the research, following the thinking from theory to practice, this paper mainly completed the following aspects of the work: (1) the related concepts of credit risk management analysis and understanding. The characteristics of credit risk management determine the complexity of credit risk evaluation. In order to evaluate credit risk better, this paper deeply analyzes the concept, characteristics, measurement method and credit risk management technology of credit risk. And on the basis of credit risk management, do a further in-depth discussion. (2) A literature review on enterprise credit risk and credit risk management. On the basis of literature review, the paper puts forward the key index of credit risk evaluation of commercial banks. (3) the research on the evaluation method of commercial banks' credit risk level. On the basis of the existing research and according to the characteristics of the research problems, the method of risk assessment of commercial banks to enterprises is constructed. (4) case analysis. In order to verify the validity and practicability of this method, this paper intends to use the evaluation method given in this paper through the evaluation process of enterprise credit risk in the course of a commercial bank's actual credit risk management.
【學位授予單位】：東北大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.4
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