【摘要】：銀行對(duì)于企業(yè)的信用風(fēng)險(xiǎn)管理是銀行多種管理活動(dòng)中的一項(xiàng)極為重要的活動(dòng)。銀行對(duì)客戶的信用風(fēng)險(xiǎn)進(jìn)行有效地管理是商業(yè)銀行在面對(duì)全球金融一體化和激烈競(jìng)爭(zhēng)中獲取企業(yè)自身競(jìng)爭(zhēng)優(yōu)勢(shì)的重要手段。商業(yè)銀行對(duì)企業(yè)客戶信用風(fēng)險(xiǎn)水平的評(píng)價(jià),在商業(yè)銀行的運(yùn)營(yíng)中起著至關(guān)重要的作用,只有依據(jù)正確、合理、有效的評(píng)價(jià)方法,才能夠?qū)ζ髽I(yè)客戶的信用風(fēng)險(xiǎn)水平做出準(zhǔn)確的判斷,從而成為商業(yè)銀行信貸決策的基礎(chǔ)。 商業(yè)銀行針對(duì)企業(yè)客戶建立合理有效地信用風(fēng)險(xiǎn)評(píng)價(jià)方法,目的就是為了使商業(yè)銀行能夠制定科學(xué)、合理、有效的信貸決策,降低因企業(yè)客戶信用導(dǎo)致的信貸風(fēng)險(xiǎn)。由于商業(yè)銀行信用風(fēng)險(xiǎn)管理的復(fù)雜性特點(diǎn),對(duì)其企業(yè)客戶的信用風(fēng)險(xiǎn)評(píng)價(jià)也是一個(gè)相對(duì)復(fù)雜的過(guò)程,需要根據(jù)研究問(wèn)題的特點(diǎn),采用合理的研究方法。只有通過(guò)合理的信用風(fēng)險(xiǎn)評(píng)價(jià)方法,才能夠得到合理的結(jié)果,并通過(guò)對(duì)評(píng)價(jià)結(jié)果進(jìn)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(wèn)題,在分析信用、信用風(fēng)險(xiǎn)以及面向銀行體系的信用風(fēng)險(xiǎn)評(píng)價(jià)的基本理論和方法的基礎(chǔ)上,進(jìn)一步研究銀行針對(duì)企業(yè)信用風(fēng)險(xiǎn)關(guān)鍵要素識(shí)別與評(píng)價(jià)方法。 在研究過(guò)程中遵循由淺入深,由理論到實(shí)踐的思路,本論文主要完成了以下幾個(gè)方面的工作： (1)信用風(fēng)險(xiǎn)管理的相關(guān)概念分析與認(rèn)識(shí)。信用風(fēng)險(xiǎn)管理的特點(diǎn)決定了信用風(fēng)險(xiǎn)評(píng)價(jià)的復(fù)雜性,為更好的進(jìn)行信用風(fēng)險(xiǎn)評(píng)價(jià),本文深入分析信用風(fēng)險(xiǎn)的概念、特點(diǎn)、度量方法和信用風(fēng)險(xiǎn)管理技術(shù),并在此基礎(chǔ)上針信用風(fēng)險(xiǎn)管理,做了進(jìn)一步的深入的探討。 (2)針對(duì)企業(yè)信用風(fēng)險(xiǎn)、信用風(fēng)險(xiǎn)管理的進(jìn)行文獻(xiàn)綜述。在文獻(xiàn)綜述的基礎(chǔ)上進(jìn)一步提出商業(yè)銀行對(duì)企業(yè)信用風(fēng)險(xiǎn)水平評(píng)價(jià)的關(guān)鍵指標(biāo)。 (3)商業(yè)銀行對(duì)企業(yè)信用風(fēng)險(xiǎn)水平評(píng)價(jià)的方法研究。在已有研究的基礎(chǔ)上,根據(jù)研究問(wèn)題的特點(diǎn),構(gòu)建商業(yè)銀行對(duì)企業(yè)進(jìn)行風(fēng)險(xiǎn)評(píng)價(jià)的方法。 (4)實(shí)例分析。擬通過(guò)在某商業(yè)銀行實(shí)際信用風(fēng)險(xiǎn)管理過(guò)程中對(duì)企業(yè)信用風(fēng)險(xiǎn)的評(píng)價(jià)過(guò)程,運(yùn)用本文所給出的評(píng)價(jià)方法,以驗(yàn)證方法的有效性和實(shí)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(xué)位授予單位】：東北大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.4

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 高洪民;轉(zhuǎn)軌經(jīng)濟(jì)中的信息、不確定性與貸款決策機(jī)制——一個(gè)將制度性信息內(nèi)生化的貸款決策模型[J];財(cái)經(jīng)研究;2005年05期

2 惠曉峰,孫嘉鵬;商業(yè)銀行信用風(fēng)險(xiǎn)識(shí)別:信用矩陣的實(shí)證應(yīng)用研究[J];國(guó)際金融研究;2004年03期

3 熊雅麗;;我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)現(xiàn)狀分析[J];湖北廣播電視大學(xué)學(xué)報(bào);2006年02期

4 沈慶R，

本文編號(hào)：2426216