【摘要】：現(xiàn)階段，傳統(tǒng)信貸業(yè)務(wù)在國(guó)有商業(yè)銀行業(yè)務(wù)領(lǐng)域中仍然處于不可替代的主導(dǎo)地位，作為信貸業(yè)務(wù)的基礎(chǔ)——客戶選擇具有非常重要的意義。國(guó)內(nèi)銀行業(yè)由于發(fā)展歷史較短，客戶選擇的能力和方法仍需有較大幅度的提升。隨著近年來(lái)風(fēng)險(xiǎn)計(jì)量技術(shù)的發(fā)展，經(jīng)濟(jì)資本、RAROC(Risk-Adjusted Return On Capital，資本的風(fēng)險(xiǎn)調(diào)整收益率)技術(shù)在風(fēng)險(xiǎn)管理、績(jī)效考評(píng)方面的應(yīng)用正在逐步深入，使得基于RAROC技術(shù)進(jìn)行客戶選擇成為可能，對(duì)國(guó)內(nèi)銀行業(yè)提升客戶選擇能力也尤為必要。 本文首先對(duì)商業(yè)銀行客戶選擇的方式進(jìn)行了分析，并以建設(shè)銀行為例，對(duì)現(xiàn)有客戶選擇的考量體系進(jìn)行介紹，進(jìn)而分析其存在的問(wèn)題。接著，本論文在介紹RAROC相關(guān)概念的基礎(chǔ)上，重點(diǎn)對(duì)RAROC法在客戶選擇方面，包括單客戶RAROC值的計(jì)算、應(yīng)用RAROC構(gòu)建客戶組合的原理進(jìn)行闡述，進(jìn)而將其與現(xiàn)有客戶選擇的方法進(jìn)行對(duì)比分析，揭示其在實(shí)現(xiàn)收益與風(fēng)險(xiǎn)平衡、擴(kuò)大客戶基礎(chǔ)等方面的優(yōu)勢(shì)。本文最后以河北建行為例，說(shuō)明了單客戶RAROC值的計(jì)算和運(yùn)用RAROC法構(gòu)建客戶組合的過(guò)程，比較分析了RAROC方法選擇出的客戶組合較傳統(tǒng)方法在經(jīng)營(yíng)績(jī)效方面的差異；同時(shí)，針對(duì)目前推進(jìn)RAROC方法應(yīng)用過(guò)程中的現(xiàn)實(shí)問(wèn)題，嘗試性給出將RAROC法與現(xiàn)有體系有機(jī)結(jié)合的客戶選擇架構(gòu)，對(duì)逐步推進(jìn)RAROC法的應(yīng)用提出了建議。 本文的主要貢獻(xiàn)在于將RAROC方法應(yīng)用于客戶選擇的具體實(shí)踐，實(shí)現(xiàn)了現(xiàn)有條件下單客戶層面RAROC的計(jì)算，運(yùn)用RAROC法構(gòu)建更有利于提升經(jīng)營(yíng)效益的資產(chǎn)組合，并將RAROC法有機(jī)融入現(xiàn)有的客戶選擇體系，，解決了理論超前于業(yè)務(wù)實(shí)際、RAROC方法不能有效運(yùn)用的問(wèn)題。
[Abstract]:At present, the traditional credit business is still in the irreplaceable dominant position in the field of state-owned commercial bank business, as the basis of credit business-customer selection has a very important significance. Due to the short history of domestic banking, the ability and method of customer selection still need to be greatly improved. With the development of risk measurement technology in recent years, the application of Risk-Adjusted Return On Capital, (risk adjusted rate of return of Risk-Adjusted Return On Capital, capital) technology in risk management and performance evaluation is deepening step by step, which makes it possible to select customers based on RAROC technology. It is also necessary for domestic banks to enhance their customer selection ability. This paper first analyzes the ways of customer selection in commercial banks, and takes China Construction Bank as an example to introduce the existing system of customer selection, and then analyze the existing problems. Then, on the basis of introducing the related concepts of RAROC, this paper focuses on the RAROC method in customer selection, including the calculation of single customer RAROC value, and the principle of using RAROC to construct customer combination. Then it compares with the existing methods of customer selection and reveals its advantages in realizing the balance between profit and risk and expanding the customer base. In the end, the paper illustrates the calculation of RAROC value of single customer and the process of using RAROC method to construct customer combination, and compares and analyzes the difference of customer combination selected by RAROC method compared with the traditional method in the aspect of management performance. In view of the practical problems in the process of advancing the application of RAROC method, this paper tries to give a customer selection framework which combines the RAROC method with the existing system, and puts forward some suggestions for the application of the RAROC method to be pushed forward step by step. The main contribution of this paper is to apply the RAROC method to the concrete practice of customer selection, to realize the calculation of RAROC at customer level under existing conditions, and to use RAROC method to construct a portfolio that is more conducive to improving the operating efficiency. And the RAROC method is integrated into the existing customer selection system to solve the problem that the theory can not be used effectively than the business practice.
【學(xué)位授予單位】：華中科技大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.33

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