本文選題：集團(tuán)授信 + 風(fēng)險(xiǎn)防控��； 參考：《遼寧大學(xué)》2012年碩士論文

【摘要】：商業(yè)銀行在其經(jīng)營(yíng)和正常運(yùn)轉(zhuǎn)的情況下,面臨多重風(fēng)險(xiǎn),而這些風(fēng)險(xiǎn)有些是可以規(guī)避的,有些是無(wú)法回避的。當(dāng)今世界的金融領(lǐng)域,特別是上個(gè)世紀(jì)九十年代之后,不斷的爆發(fā)商業(yè)銀行的金融風(fēng)險(xiǎn)危機(jī),國(guó)際上相關(guān)領(lǐng)域已經(jīng)認(rèn)識(shí)到此類風(fēng)險(xiǎn)的危害,并不斷的加以規(guī)避或改進(jìn)相關(guān)事項(xiàng),但是,經(jīng)濟(jì)一體化和金融全球化促使此類風(fēng)險(xiǎn)在不斷的蔓延,并有擴(kuò)大化的趨勢(shì),英鎊匯率和巴林銀行以及1998年的亞洲金融危機(jī),直至以2008年雷曼兄弟為標(biāo)志的多家銀行破產(chǎn)的美國(guó)次貸危機(jī),最終形成了2011年歐洲債務(wù)危機(jī)。這些都體現(xiàn)出商業(yè)銀行存在的風(fēng)險(xiǎn)問(wèn)題與其管理監(jiān)督分不開(kāi)的,對(duì)此,巴塞爾協(xié)議也不斷的進(jìn)行修改、制定和更正,使得更加適應(yīng)當(dāng)今金融業(yè)的發(fā)展,也是商業(yè)銀行風(fēng)險(xiǎn)管理的具體充分的體現(xiàn)。 信貸風(fēng)險(xiǎn)管理是銀行風(fēng)險(xiǎn)管理的重要內(nèi)容,也是其健康發(fā)展的關(guān)鍵因素；商業(yè)銀行的信貸風(fēng)險(xiǎn)問(wèn)題近些年來(lái)初顯鋒芒、凸顯關(guān)鍵,深入研究這一問(wèn)題顯得尤為重要和緊迫；在經(jīng)濟(jì)一體化和金融全球化的背景下,商業(yè)銀行信貸風(fēng)險(xiǎn)的研究對(duì)其他金融機(jī)構(gòu)具有較強(qiáng)的借鑒作用;加強(qiáng)商業(yè)銀行的信貸風(fēng)險(xiǎn)研究具有重要的應(yīng)用價(jià)值,是當(dāng)今商業(yè)銀行生存和發(fā)展的有利保證。 本文以PF商業(yè)銀行對(duì)HS控股(集團(tuán))有限公司的集團(tuán)客戶授信業(yè)務(wù)為基礎(chǔ),對(duì)相關(guān)理論進(jìn)行整理和分析,將傳統(tǒng)集團(tuán)客戶授信業(yè)務(wù)風(fēng)險(xiǎn)模型進(jìn)行細(xì)化,并結(jié)合現(xiàn)代集團(tuán)客戶授信業(yè)務(wù)風(fēng)險(xiǎn)的特點(diǎn),通過(guò)建立集團(tuán)客戶授信業(yè)務(wù)風(fēng)險(xiǎn)度量、CreditMetrics等模型,用真實(shí)、有效地?cái)?shù)據(jù)把HS控股(集團(tuán))有限公司的集團(tuán)客戶授信業(yè)務(wù)與傳統(tǒng)集團(tuán)客戶授信業(yè)務(wù)理論、信貸集團(tuán)客戶授信業(yè)務(wù)理論有機(jī)的結(jié)合,從而對(duì)此集團(tuán)授信業(yè)務(wù)提出了評(píng)審依據(jù),形成信貸業(yè)務(wù)風(fēng)險(xiǎn)的防控和措施。為今后商業(yè)銀行集團(tuán)客戶授信業(yè)務(wù)風(fēng)險(xiǎn)防控提供可靠和現(xiàn)實(shí)的理論和實(shí)踐基礎(chǔ)。
[Abstract]:Commercial banks are faced with multiple risks under the condition of their operation and normal operation, and some of these risks can be avoided and some can not be evaded. In the financial field of the world today, especially after the 1990s, the financial risk crisis of commercial banks is constantly breaking out. The relevant fields in the world have recognized the harm of this kind of risk, and constantly circumvented or improved the relevant matters. However, economic integration and financial globalization have contributed to the spread and widening of these risks, with the exchange rate of the pound and the Bank of Bahrain and the Asian financial crisis of 1998. Until the U.S. subprime mortgage crisis, marked by the collapse of several banks in 2008, led to the European debt crisis in 2011. All these reflect that the risk problems of commercial banks cannot be separated from their management and supervision. In view of this, the Basel Accord has been constantly revised, formulated and corrected to make it more suitable for the development of today's financial industry. Also is the commercial bank risk management concrete full embodiment. Credit risk management is an important part of bank risk management and a key factor for its healthy development. Under the background of economic integration and financial globalization, the study of credit risk of commercial banks has a strong reference for other financial institutions, and strengthening the study of credit risk of commercial banks has important application value. It is a favorable guarantee for the survival and development of commercial banks. Based on PF Commercial Bank's Group customer Credit Business of HS Holdings (Group) Co., Ltd., this paper collates and analyzes the relevant theories, and refines the risk model of traditional Group customer Credit Business. Combined with the characteristics of customer credit business risk in modern group, by establishing the credit business risk measurement model such as CreditMetrics, and using real, The effective data combine the group customer credit business of HS Holdings (Group) Co., Ltd with the traditional group customer credit business theory and the credit group customer credit business theory, thus put forward the evaluation basis for the group credit business. Forms the credit business risk prevention and control and the measure. It provides a reliable and practical theoretical and practical basis for the prevention and control of customer credit business risk of commercial bank group in the future.
【學(xué)位授予單位】：遼寧大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.4;F275

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