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  本文關(guān)鍵詞：建行A分行中小企業(yè)貸款風(fēng)險與定價問題研究　出處：《吉林大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 中小企業(yè) 信貸業(yè)務(wù) 風(fēng)險管理 定價管理

【摘要】：加強中小企業(yè)業(yè)務(wù)研究已成為各家銀行當(dāng)務(wù)之急，其中中小企業(yè)信貸業(yè)務(wù)風(fēng)險與收益研究更是中小企業(yè)貸款經(jīng)營管理的重要環(huán)節(jié)。 本文以筆者所在的建設(shè)銀行A分行為例，首先詳細(xì)分析了建行A分行在中小企業(yè)信貸業(yè)務(wù)風(fēng)險管理和定價管理方面的發(fā)展現(xiàn)狀及存在的不足，雖然建行A分行已經(jīng)建立起比較完善的貸款評價體系和風(fēng)險管理體系，但是在風(fēng)險管理方面仍然存在薄弱環(huán)節(jié)，在定價管理方面也未建立起有效的制度。 然后，文章詳細(xì)分析了在風(fēng)險管理和定價管理方面存在問題的原因。首先分析了中小企業(yè)自身經(jīng)營特點，資金緊張，對市場的依賴程度高、抗風(fēng)險能力差，固定成本偏高、收益能力差，中小企業(yè)人才素質(zhì)較低、人員流動頻繁，經(jīng)營持續(xù)時間相對較短、退出市場的概率較高。進而分析了建行A分行存在問題的原因，風(fēng)險管理方面產(chǎn)生的問題主要因為：大部分員工尚未形成正確的信貸風(fēng)險管理理念；缺乏完整的考核、營銷、激勵機制；信貸調(diào)查較難深入；內(nèi)部控制體系尚需加強；對宏觀政策和產(chǎn)業(yè)政策缺乏系統(tǒng)性研究，支撐信貸決策的信息相對不足。在定價管理方面產(chǎn)生問題的原因包括：中小企業(yè)貸款定價制度尚不完善；缺少獨立的定價管理部門；定價管理所需的信息系統(tǒng)不完善；定價方式方法不科學(xué)。 之后，通過建行A分行經(jīng)營的兩筆業(yè)務(wù)實例，真實地反映了當(dāng)前該行對中小企業(yè)貸款的調(diào)查方式和定價方式。 最后，，結(jié)合建行A分行目前的中小企業(yè)貸款相關(guān)定價制度，對中小企業(yè)貸款風(fēng)險與收益問題作深入探討，提出了完善中小企業(yè)風(fēng)險溢價率確定體系的方式方法，又結(jié)合建行A分行的實際情況，提出兩種具有可操作性的并且相對合理的中小企業(yè)貸款定價模型。在文章結(jié)尾處，筆者針對整個銀行業(yè)定價管理的內(nèi)外部環(huán)境提出了相關(guān)對策和建議。
[Abstract]:It has become an urgent task for banks to strengthen the study of SMEs' business, among which the research on the risk and income of SMEs' credit business is an important link in the management of SMEs' loans. In this paper, the author of the construction bank A branch as an example, the first detailed analysis of the construction bank A branch in the SME credit risk management and pricing management development status and shortcomings. Although China Construction Bank A Branch has established a relatively perfect loan evaluation system and risk management system, but there are still weak links in risk management, and there is no effective system in pricing management. Then, the paper analyzes the reasons of the problems in risk management and pricing management in detail. Firstly, it analyzes the characteristics of SMEs' own management, capital is tight, dependence on the market is high, and the ability to resist risks is poor. The fixed cost is on the high side, the income ability is poor, the talent quality of the small and medium-sized enterprises is low, the personnel flow is frequent, the operating time is relatively short, and the probability of withdrawing from the market is higher. The main problems in risk management are as follows: most employees have not formed the correct concept of credit risk management; Lack of a complete assessment, marketing, incentive mechanism; The credit investigation is difficult to deepen; The internal control system needs to be strengthened; There is a lack of systematic research on macro and industrial policies, and the information supporting credit decision-making is relatively insufficient. The reasons for the problems in pricing management include: the loan pricing system of small and medium-sized enterprises is not perfect; Lack of independent pricing management; The information system needed for pricing management is not perfect; The method of pricing is not scientific. After that, through two business examples of China Construction Bank A Branch, it reflects the investigation and pricing methods of the bank's loans to small and medium-sized enterprises. Finally, combining with the current pricing system of SME loan in Branch A of China Construction Bank, this paper makes a deep discussion on the loan risk and income of SMEs. Put forward to improve the risk premium rate of small and medium-sized enterprises to determine the way and method, and combined with the construction bank A branch of the actual situation. Two feasible and relatively reasonable loan pricing models for SMEs are proposed. At the end of the article, the author puts forward some relevant countermeasures and suggestions for the internal and external environment of banking pricing management.
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.4

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