發(fā)布時間：2018-03-03 22:30

  本文選題：商業(yè)銀行　切入點：信用風(fēng)險　出處：《吉林大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

【摘要】：本文主要研究我國城市商業(yè)銀行信用風(fēng)險的形成與防范問題。隨著經(jīng)濟、金融全球一體化的發(fā)展，商業(yè)銀行在經(jīng)濟發(fā)展中的重要地位越發(fā)凸顯。城市商業(yè)銀行作為銀行業(yè)的重要組成部分，發(fā)揮著重要的作用。伴隨著各種金融衍生產(chǎn)品的不斷發(fā)展，金融市場自由化腳步的推進，各種風(fēng)險接踵而來，銀行業(yè)危機有很大一部分來自于信用風(fēng)險。 文章首先介紹了選擇這一題目的現(xiàn)實意義和寫作背景以及文章的創(chuàng)新之處。接著介紹了信用風(fēng)險管理的相關(guān)概念，并且從傳統(tǒng)意義和現(xiàn)代意義上介紹了信用風(fēng)險的特點。接著對國內(nèi)外信用風(fēng)險管理狀況進行了系統(tǒng)的梳理，結(jié)合最新的有關(guān)數(shù)據(jù)進行分析，以吉林銀行為例，找出我國城市商業(yè)銀行現(xiàn)今管理體制中存在的諸多問題。并面對這些不足之處，提出相應(yīng)的解決方案，理論聯(lián)合實際，爭取從根本上完善現(xiàn)有的銀行業(yè)風(fēng)險管理方案，為今后的研究提供理論上的支持。 本文在結(jié)構(gòu)上總共分為五個部分，主要結(jié)構(gòu)如下: 第一部分主要是介紹了課題的研究背景和現(xiàn)實意義，分析了國內(nèi)外學(xué)者對于信用風(fēng)險研究的現(xiàn)狀。并且闡明本文的寫作思路，以及研究中的創(chuàng)新之處和不足。 第二部分從理論角度出發(fā)，首先從廣義和狹義兩個方面介紹了信用風(fēng)險的含義，闡明了信用風(fēng)險在傳統(tǒng)意義上和現(xiàn)今意義上的各項特征。接著從微觀和宏觀兩個層面上說明了信用風(fēng)險對于經(jīng)濟的影響。最后，深入分析了信用風(fēng)險的成因，包括信息不對稱、契約不完全、政府的不良干預(yù)。 第三部分介紹了當(dāng)前我國城市商業(yè)銀行信用風(fēng)險管理的現(xiàn)狀，主要有不良貸款整體呈下降趨勢，但數(shù)額及比例仍過高；資本充足率水平較低；銀企、銀政關(guān)系問題緊張。并且結(jié)合最新的統(tǒng)計數(shù)據(jù)，著重對吉林銀行信貸管理情況進行了分析。 第四部分找出了我國城市商業(yè)銀行現(xiàn)今發(fā)展中存在的各種問題，例如風(fēng)險管理數(shù)據(jù)不足，風(fēng)險評級水平較低；風(fēng)險度量水平落后；缺乏有效的風(fēng)險應(yīng)對手段和轉(zhuǎn)移工具；銀行自身信用風(fēng)險意識淡薄，缺少專業(yè)管理人才。并對此寫問題進行了詳細的分析。 第五部分主要從宏觀環(huán)境和微觀管理兩方面入手，對于前面所分析的我國城市商業(yè)銀行所存在的問題提出了相應(yīng)的解決對策。從宏觀層面來看：應(yīng)該加強法律監(jiān)管，減少地方政府的不良干預(yù)；完善信用評級體系，，強化信息披露；進行分散化資產(chǎn)組合，加快金融創(chuàng)新。從微觀層面來看：建立健全的風(fēng)險管理組織制度；積極引進適合的風(fēng)險管理模型，完善數(shù)據(jù)庫建設(shè)；加強風(fēng)險管理文化建設(shè)，組建專業(yè)管理團隊。
[Abstract]:This paper mainly studies the formation and prevention of credit risk of urban commercial banks in China. With the development of global integration of economy and finance, Commercial banks play an important role in the economic development. As an important part of the banking industry, urban commercial banks play an important role. With the continuous development of various financial derivatives, With the development of financial market liberalization, various kinds of risks are coming, and a large part of the banking crisis comes from credit risk. The paper first introduces the practical significance and writing background of choosing this topic and the innovation of the article, and then introduces the related concepts of credit risk management. It also introduces the characteristics of credit risk in traditional and modern sense. Then it systematically combs the situation of credit risk management at home and abroad, and analyses the latest relevant data, taking Jilin Bank as an example. This paper finds out the problems existing in the present management system of the city commercial banks in our country, and in the face of these shortcomings, puts forward the corresponding solutions, combining theory with practice, in order to fundamentally improve the existing banking risk management scheme. To provide theoretical support for future research. The structure of this paper is divided into five parts, the main structure is as follows:. The first part mainly introduces the research background and practical significance of the subject, analyzes the current situation of the domestic and foreign scholars for the study of credit risk, and clarifies the writing ideas of this paper, as well as the innovations and shortcomings in the research. The second part introduces the meaning of credit risk from two aspects: broad sense and narrow sense. This paper clarifies the characteristics of credit risk in the traditional and present sense. Then it explains the impact of credit risk on economy from the micro and macro levels. Finally, the causes of credit risk, including asymmetric information, are analyzed in depth. The contract was incomplete and the government intervened badly. The third part introduces the current situation of credit risk management of city commercial banks in our country. There is a downward trend of non-performing loans as a whole, but the amount and proportion are still too high, the level of capital adequacy ratio is low, the banks and enterprises, The relationship between bank and government is tense. Combined with the latest statistics, this paper analyzes the credit management of Jilin Bank. Part 4th finds out all kinds of problems existing in the development of urban commercial banks in China, such as insufficient risk management data, low risk rating level, backward risk measurement level, lack of effective risk coping means and transfer tools. The bank's own credit risk consciousness is weak, the lack of professional management personnel. The 5th part mainly starts from the macroscopic environment and the microscopic management, and puts forward the corresponding solutions to the problems existing in the urban commercial banks of our country, which are analyzed earlier. From the macro level, we should strengthen the legal supervision and control. To reduce the bad intervention of the local government; to perfect the credit rating system, to strengthen the information disclosure, to carry out the diversification of assets combination, to speed up the financial innovation, from the micro level: to establish a sound risk management organization system; Actively introduce suitable risk management model, perfect database construction, strengthen risk management culture construction and set up professional management team.
【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】：2015
【分類號】：F832.33

【參考文獻】

相關(guān)期刊論文 前1條

1 張亞濤;現(xiàn)代信用風(fēng)險度量模型的對比分析[J];山西財經(jīng)大學(xué)學(xué)報;2002年06期

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