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  本文關(guān)鍵詞：越南商業(yè)銀行信貸風(fēng)險管理　出處：《華東師范大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 風(fēng)險 信貸風(fēng)險 商業(yè)銀行信貸

【摘要】：信貸風(fēng)險是商業(yè)銀行經(jīng)營過程中所面臨的最主要的風(fēng)險之一。商業(yè)銀行的信貸風(fēng)險不僅會給商業(yè)銀行帶來損失和造成商業(yè)銀行的破產(chǎn)和倒閉,嚴(yán)重的時候會引發(fā)一個國家的金融危機和經(jīng)濟危機。從當(dāng)前越南銀行信貸風(fēng)險管理情況來看,越南商業(yè)銀行風(fēng)險管理水平普遍較低,整個銀行體系不良貸款率偏高,遠遠高于國際警戒線。針對這種情況,筆者通過在參閱大量資料的基礎(chǔ)上,對越南國內(nèi)三家最有代表性的商業(yè)銀行的信貸風(fēng)險管理工作進行了調(diào)研,對這些銀行的信貸風(fēng)險控制工作中存在的問題進行了評析,并提出了對越南整個商業(yè)銀行體系相應(yīng)的對策。在商業(yè)銀行風(fēng)險管理上,筆者針對當(dāng)前越南商業(yè)銀行信貸風(fēng)險計量方式不科學(xué)的情況,采取模糊數(shù)學(xué)和層次分析法相結(jié)合來計量信貸風(fēng)險;針對當(dāng)前商業(yè)銀行貸后管理工作普遍弱化的情況,加強了貸后管理工作的研究,細(xì)化了信貸資產(chǎn)五級分類方法,建立了信貸五級分類模型,實現(xiàn)了對信貸資產(chǎn)的動態(tài)管理;根據(jù)不良貸款的變化規(guī)律,提出了不同階段不良資產(chǎn)的處理辦法�？偟膩碚f,本文從防范、計量、監(jiān)測、轉(zhuǎn)移、化解四個方面,從制度和機制兩個角度來實施風(fēng)險管理,體現(xiàn)了事前、事中和事后全過程風(fēng)險管理的思想。 本文分為五個部分。第一部分導(dǎo)論介紹了本文的選題思考,越南國內(nèi)外研究商業(yè)銀行信貸風(fēng)險管理情況、本文研究方法、研究思路及界定了本論文有關(guān)的術(shù)語。第二部分介紹了商業(yè)銀行信貸風(fēng)險管理理論及信貸風(fēng)險管理流程。第三部分從越南國內(nèi)大規(guī)模具有代表性的商業(yè)銀行的信貸情況及其信貸風(fēng)險管理現(xiàn)狀進行分析并指出越南商業(yè)銀行信貸風(fēng)險管理方面存在的問題。第四部分介紹發(fā)達國家商業(yè)銀行信貸風(fēng)險管理的經(jīng)驗。第五部分是從越南國內(nèi)商業(yè)銀行信貸風(fēng)險管理本身存在的眾多問題及學(xué)習(xí)發(fā)達國家商業(yè)銀行信貸風(fēng)險管理的經(jīng)驗本文會提出加強并完善越南商業(yè)銀行信貸風(fēng)險管理的建議。
[Abstract]:Credit risk is one of the most important risks faced by commercial banks in the course of operation. The credit risk of commercial banks will not only bring losses to commercial banks and cause bankruptcy and bankruptcy of commercial banks. From the current situation of credit risk management of Vietnamese banks, the level of risk management of Vietnamese commercial banks is generally low. The non-performing loan rate of the whole banking system is on the high side, which is far higher than the international warning line. This paper investigates the credit risk management work of the three most representative commercial banks in Vietnam, and analyzes the problems existing in the credit risk control work of these banks. And put forward the corresponding countermeasures to the whole commercial bank system of Vietnam. In the commercial bank risk management, the author aimed at the current situation of the Vietnamese commercial bank credit risk measurement mode is not scientific. Adopting fuzzy mathematics and analytic hierarchy process to measure credit risk; In view of the current situation of the general weakening of the post-loan management of commercial banks, the research on post-loan management is strengthened, the five-level classification method of credit assets is refined, and the five-level credit classification model is established. The dynamic management of credit assets is realized. According to the law of the change of non-performing loans, this paper puts forward the treatment methods of non-performing assets in different stages. In general, this paper from the prevention, measurement, monitoring, transfer, and resolve four aspects. The implementation of risk management from two aspects of system and mechanism embodies the thought of risk management in advance, in process and afterwards. This paper is divided into five parts. The first part of the introduction introduces the topic of this paper, Vietnam domestic and foreign research commercial bank credit risk management situation, this research method. The second part introduces the credit risk management theory of commercial banks and the credit risk management process. The third part is the letter from the large-scale representative commercial banks in Vietnam. The situation of loan and the current situation of credit risk management are analyzed and the problems in credit risk management of Vietnamese commercial banks are pointed out. Part 4th introduces the experience of credit risk management of commercial banks in developed countries. There are many problems in the credit risk management of the domestic commercial banks in Vietnam and the experience of the credit risk management of the commercial banks in developed countries. This paper will put forward some suggestions to strengthen and perfect the credit risk management of the commercial banks in Vietnam.
【學(xué)位授予單位】：華東師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F833.33

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本文編號：1396260