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  本文關鍵詞：我國上市商業(yè)銀行信貸業(yè)務操作風險管理研究　出處：《中國海洋大學》2014年碩士論文　論文類型：學位論文

  更多相關文章： 上市商業(yè)銀行 信貸業(yè)務 操作風險

【摘要】：隨著社會和經(jīng)濟的發(fā)展,商業(yè)銀行發(fā)揮著日趨重要的作用,我國上市商業(yè)銀行的資產規(guī)模占全國所有銀行資產總規(guī)模的90%以上,信貸業(yè)務是我國國內上市商業(yè)銀行最核心、最傳統(tǒng)的業(yè)務。信貸業(yè)務操作風險雖然會受到外界因素的影響,但內在原因是最主要的。在信貸業(yè)務中,面臨更加復雜的風險因素,相對于市場風險和信用風險,操作風險呈現(xiàn)上升趨勢。進行我國上市商業(yè)銀行信貸業(yè)務操作風險管理的研究,對于完善競爭機制、樹立銀行品’牌形象、保護民眾及投資者利益,都起到至關重要的作用。本文以我國上市尚業(yè)銀行為研究對象,搜集了上市商業(yè)銀行信貸業(yè)務操作風險管理研究的國內外文獻材料和研究成果,結合經(jīng)濟學、管理學的知識要點,闡述了信貸操作風險的理論基礎,其中包括我國上市商業(yè)銀行概況、信貸風險理論及信貸業(yè)務操作風險理論、信貸操作風險與市場風險和信用風險的關系等,用外部性理論、短期行為理論、“有限理性”、信息不對稱原理對上市商業(yè)銀行信貸操作風險進行經(jīng)濟學解釋。本文通過選取上市商業(yè)銀行信貸業(yè)務操作風險案例樣本,對其風險狀況進行總結和分析。在上市商業(yè)銀行信貸業(yè)務操作風險識別部分,按照貸前調查不實、審批決策失誤、越權發(fā)放貸款、信貸資金被挪用、貸后管理不到位、押品管理不到位、虛假資料騙貸、惡意逃廢銀行債務等八方面分析信貸業(yè)務操作風險來源,列舉了風險點,建立起風險識別的指標體系,并以上市商業(yè)銀行的具體案例來對風險來源和識別指標體系進行實證檢驗；按照上市商業(yè)銀行所處的環(huán)境,對信貸業(yè)務操作風險管理進行PEST分析,提出政治、經(jīng)濟、文化、技術等各方面要素的影響。在上市商業(yè)銀行信貸業(yè)務操作風險計量方面,本論文采用收入模型,選取了14家上市商業(yè)銀行的數(shù)據(jù),以直接反映信貸經(jīng)營成果的凈利息收入的波動率σ2為解釋變量,選取影響盈利能力的因素、信用風險因素、市場風險因素、流動性風險因素等各方面指標為被解釋變量,解釋變量對被解釋變量波動率的解釋比例為擬合優(yōu)度R2,不能被這幾項解釋變量影響的因素即為操作風險所解釋的部分。通過回歸分析輸出結果,被解釋變量利息凈收入被解釋變量解釋的程度高達93.86%。又按照此分析模式,對上市國有銀行、股份制銀行、城市商業(yè)銀行進行比較分析,得出的結果是三類銀行的信貸業(yè)務操作風險都控制在一定的范圍內,但股份制商業(yè)銀行在信貸業(yè)務操作風險控制方面優(yōu)于國有商業(yè)銀行和城市商業(yè)銀行。針對全文的分析,本文的主要幾點建議是：加強風險管理文化建設、以人力資源管理促信貸操作風險控制、改革信貸經(jīng)營管理模式。并將計量模型優(yōu)化和變量選取方面進行深化研究。
[Abstract]:With the development of society and economy, commercial banks are playing an increasingly important role. The assets of listed commercial banks in China account for more than 90% of the total assets of all banks in China. Credit business is the core and most traditional business of listed commercial banks in China. Although the operational risk of credit business will be affected by external factors, the internal reasons are the most important. Faced with more complex risk factors, compared with the market risk and credit risk, the operational risk is on the rise. It is very important to set up the image of bank 'brand and to protect the interests of the public and investors. This paper takes the listed banks of China as the research object. This paper collects the domestic and foreign literature materials and research results on the operational risk management of credit operations of listed commercial banks, and expounds the theoretical basis of the operational risks of credit operations in combination with the key points of knowledge in economics and management. It includes the general situation of listed commercial banks in China, the theory of credit risk and the theory of operational risk of credit business, the relationship between credit operation risk and market risk and credit risk, etc., using externality theory and short-term behavior theory. "Limited rationality", the principle of asymmetric information to explain the credit operational risk of listed commercial banks in economics. This paper selects the sample of the operational risk of credit operations of listed commercial banks. In the part of identifying the operational risk of credit operations of listed commercial banks, according to the false investigation before the loan, the wrong decision of examination and approval, the issuance of loans in excess of authority, and the misappropriation of credit funds. After the loan management is not in place, the charge management is not in place, false information fraud loan, malicious evasion of bank debts and other eight aspects of credit operation risk sources, enumerate the risk points, establish a risk identification index system. And take the concrete case of the listed commercial bank to carry on the demonstration test to the risk source and the identification index system; According to the environment of listed commercial banks, the operational risk management of credit operations is analyzed by PEST, and the political, economic and cultural aspects are put forward. In the aspect of operational risk measurement of credit operations of listed commercial banks, this paper adopts income model and selects 14 listed commercial banks' data. Taking the fluctuation rate 蟽 2 of net interest income which directly reflects the results of credit management as the explanatory variable, the factors affecting profitability, credit risk and market risk are selected. Liquidity risk factors and other indicators are explained variables, the explanatory variables to explain the volatility of the explained variables for the ratio of fitness R2. The factors that cannot be affected by these explanatory variables are the parts that are explained by operational risk. The results are output by regression analysis. The explained variable interest net income is explained by the variable as high as 93.86. and according to this analysis model, the listed state-owned banks, joint-stock banks, city commercial banks are compared and analyzed. The result is that the operational risks of the three types of banks are controlled in a certain range. But the joint-stock commercial banks are superior to the state-owned commercial banks and the city commercial banks in the risk control of credit operations. In view of the analysis of the full text, the main suggestions of this paper are: strengthening the construction of risk management culture. Human resource management is used to promote credit operation risk control, to reform credit management mode, and to deepen research on optimization of measurement model and selection of variables.
【學位授予單位】：中國海洋大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.4

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