本文關(guān)鍵詞：我國商業(yè)銀行信用風(fēng)險管理體系建設(shè)研究　出處：《山東大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 商業(yè)銀行 信用風(fēng)險 風(fēng)險管理

【摘要】：2007年的美國次貸危機,給中國乃至世界經(jīng)濟帶來了巨大的損失,信用的缺失無疑是加劇這一影響的主要原因,而在我國國內(nèi)房地產(chǎn)受挫,經(jīng)濟增長放緩,再加上利率自由化、人民幣匯率彈性增加等制度性因素的變化,商業(yè)銀行面臨的風(fēng)險日益嚴峻。商業(yè)銀行面臨的風(fēng)險有市場風(fēng)險、操作風(fēng)險、信用風(fēng)險、流動性風(fēng)險、信譽風(fēng)險等,而其中最重要的風(fēng)險是信用風(fēng)險,對商業(yè)銀行信用風(fēng)險進行研究就具備了理論意義和實際價值。 在我國目前的金融體系下,由于資本市場起步較晚,商業(yè)銀行的風(fēng)險管理水平相對較低,與世界各國大型商業(yè)銀行相比,我國商業(yè)銀行信用風(fēng)險管理在體系建設(shè)、涵蓋范圍、文化建設(shè)、管理方法和計量手段等各方面都還存在著明顯差距。目前我國商業(yè)銀行還缺乏適合自身特點的信用風(fēng)險管理體系架構(gòu),若實施新巴塞爾協(xié)議內(nèi)部評級法又需要大量的基礎(chǔ)數(shù)據(jù)積累,我國很多商業(yè)銀行都存在數(shù)據(jù)積累不足問題,因而對用信用風(fēng)險無法進行有效的量化管理,因此對于我國商業(yè)銀行現(xiàn)階段信用風(fēng)險管理的研究,依然十分必要。 本文分析了商業(yè)銀行信用風(fēng)險的形成原因,剖析了商業(yè)銀行信用風(fēng)險管理中存在的問題,進而提出了加強商業(yè)銀行信用風(fēng)險管理的建議,從實際可操作的角度提出了建設(shè)適合我國商業(yè)銀行自身特點的信用風(fēng)險管理系統(tǒng)。系統(tǒng)建設(shè)目標(biāo)包括風(fēng)險管理條線相關(guān)部門將其作為一個重要工作平臺,對于風(fēng)險進行持續(xù)跟蹤和管理；系統(tǒng)提供各種統(tǒng)計分析工具和計量的方法,對于信貸資產(chǎn)風(fēng)險重點分析、持續(xù)監(jiān)控和分類預(yù)警；同時對于和信用風(fēng)險相關(guān)的數(shù)據(jù)進行清洗整合,進行信用風(fēng)險數(shù)據(jù)積累,為商業(yè)銀行實施內(nèi)部評級法,打好堅實的數(shù)據(jù)準(zhǔn)備,最終實現(xiàn)對信用風(fēng)險的監(jiān)控、分析、預(yù)警、計量和控制,完成信用風(fēng)險的量化計算。
[Abstract]:The U.S. subprime mortgage crisis in 2007, has brought huge losses to the China and the world economy, the lack of credit is the main reason for increased this effect, frustrated in China's domestic real estate, the slowdown in economic growth, coupled with the liberalization of interest rates, the RMB exchange rate flexibility increases the change of institutional factors such as the risk of business banks are facing increasingly serious. The risk that the commercial bank faces market risk, operational risk, credit risk, liquidity risk, credit risk, and one of the most important risk is the credit risk of commercial banks, credit risk research has theoretical significance and practical value.
In China's current financial system, because the capital market started late, the level of risk management of commercial banks is relatively low compared with other countries in the world of large commercial banks, credit risk management of China's commercial banks in the scope of system construction, cultural construction, all aspects of management methods and means of measurement, there are still significant gaps. There is a lack of credit risk management system suitable for the characteristics of China's commercial banks, if the implementation of the IRB in the new Basel agreement also needs a large number of basic data accumulation, many commercial banks in China are lack of accumulation of data in question, thus cannot be quantified with credit risk management, so the research at the present stage the credit risk management of commercial banks in China, is still very necessary.
This paper analyzes the causes of credit risk of commercial banks, analyzes the existing credit risk management in commercial banks, then put forward to strengthen the credit risk management of commercial banks, credit risk management system for commercial banks in China's own characteristics put forward from the practical point of view. The construction of the target system including risk management the relevant departments will be the line as an important platform for continuous tracking and management system for risk; provide various statistical analysis methods and tools for risk measurement, analysis of key credit assets, continuous monitoring and early warning for classification; and credit risk related data cleaning and integration, the credit risk is the accumulation of data the Commercial Bank IRB, lay a solid data preparation, finally realize the monitoring of credit risk analysis, warning, measurement And control, complete the quantitative calculation of credit risk.

【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33

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本文編號：1386776