我國商業(yè)銀行信用風險監(jiān)控體系建設研究
發(fā)布時間：2018-08-03 17:28
【摘要】：金融是現代經濟的核心,金融體系的良好穩(wěn)健對整個經濟的健康運行至關重要。商業(yè)銀行是金融業(yè)的重要組成部分,其經營活動時刻伴隨著風險,風險管理是關系到銀行體系乃至整個國民經濟穩(wěn)定的大問題。商業(yè)銀行面臨的風險主要有信用風險、市場風險、操作風險、流動性風險等,而信用風險是其中最重要的風險,加強對信用風險的研究具有重要的理論和現實意義。 由2007年美國次貸危機引發(fā)的全球金融危機,使人們再一次意識到：風險管理尤其是信用風險管理是金融機構續(xù)穩(wěn)健發(fā)展的必需品。此次金融危機以后,各國商業(yè)銀行進一步加強和完善風險管理尤其是信用風險管理,是本文研究的國際背景。而在我國,為應對金融危機,開始施行適度寬松的貨幣政策,并執(zhí)行反周期信貸政策。反周期信貸政策雖然有利于促進經濟的復蘇,但銀行的大量放貸也意味著要承擔較大的信用風險。目前,我國商業(yè)銀行還缺乏適合自身特點的信用風險管理體系,而數據積累不足導致無法實施新巴塞爾協議的內部評級法,不利于信用風險的量化管理。因此,對于我國商業(yè)銀行信用風險管理,特別是現階段信用風險監(jiān)控進行深入研究,依然有其必要性。 本文在分析我國商業(yè)銀行信用風險現狀的基礎之上,從實務操作的角度提出了如何建設適合我國商業(yè)銀行的信用風險監(jiān)控體系,完善我國商業(yè)銀行信用風險管理的方法和手段,提高信用風險管理水平,從而完善信用風險管理體系,提升我國商業(yè)銀行的核心競爭力。
[Abstract]:Finance is the core of modern economy, and the good stability of financial system is very important to the healthy operation of the whole economy. Commercial bank is an important part of the financial industry, and its business activities are always accompanied by risks. Risk management is a major problem related to the stability of the banking system and the national economy as a whole. The risks faced by commercial banks are mainly credit risk, market risk, operational risk, liquidity risk and so on, and credit risk is the most important risk, so it is of great theoretical and practical significance to strengthen the research on credit risk. The global financial crisis caused by the American subprime mortgage crisis in 2007 makes people realize once again that risk management especially credit risk management is a necessity for the steady development of financial institutions. After the financial crisis, commercial banks of various countries further strengthen and perfect risk management, especially credit risk management, which is the international background of this paper. In order to deal with the financial crisis, China began to implement moderately loose monetary policy and countercyclical credit policy. While counter-cyclical credit policies are good for economic recovery, banks' massive lending also means taking on greater credit risk. At present, the commercial banks in our country still lack the credit risk management system suitable for their own characteristics, and the insufficient accumulation of data makes it impossible to implement the internal rating method of the New Basel Accord, which is not conducive to the quantitative management of credit risk. Therefore, it is still necessary to study the credit risk management of commercial banks in our country, especially the credit risk monitoring at the present stage. On the basis of analyzing the present situation of credit risk of commercial banks in our country, this paper puts forward how to construct the credit risk monitoring system suitable for our country's commercial banks and how to perfect the methods and means of credit risk management of our country's commercial banks from the angle of practical operation. Improve the level of credit risk management, so as to improve the credit risk management system and enhance the core competitiveness of commercial banks in China.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.2
本文編號：2162461
[Abstract]:Finance is the core of modern economy, and the good stability of financial system is very important to the healthy operation of the whole economy. Commercial bank is an important part of the financial industry, and its business activities are always accompanied by risks. Risk management is a major problem related to the stability of the banking system and the national economy as a whole. The risks faced by commercial banks are mainly credit risk, market risk, operational risk, liquidity risk and so on, and credit risk is the most important risk, so it is of great theoretical and practical significance to strengthen the research on credit risk. The global financial crisis caused by the American subprime mortgage crisis in 2007 makes people realize once again that risk management especially credit risk management is a necessity for the steady development of financial institutions. After the financial crisis, commercial banks of various countries further strengthen and perfect risk management, especially credit risk management, which is the international background of this paper. In order to deal with the financial crisis, China began to implement moderately loose monetary policy and countercyclical credit policy. While counter-cyclical credit policies are good for economic recovery, banks' massive lending also means taking on greater credit risk. At present, the commercial banks in our country still lack the credit risk management system suitable for their own characteristics, and the insufficient accumulation of data makes it impossible to implement the internal rating method of the New Basel Accord, which is not conducive to the quantitative management of credit risk. Therefore, it is still necessary to study the credit risk management of commercial banks in our country, especially the credit risk monitoring at the present stage. On the basis of analyzing the present situation of credit risk of commercial banks in our country, this paper puts forward how to construct the credit risk monitoring system suitable for our country's commercial banks and how to perfect the methods and means of credit risk management of our country's commercial banks from the angle of practical operation. Improve the level of credit risk management, so as to improve the credit risk management system and enhance the core competitiveness of commercial banks in China.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.2
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相關期刊論文 前2條
1 李志鴻;宮婧;;我國商業(yè)銀行信用風險的管理及改進建議[J];西南金融;2008年12期
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相關碩士學位論文 前1條
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