本文關(guān)鍵詞： 商業(yè)銀行 信用風(fēng)險管理 全面風(fēng)險管理　出處：《云南大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：伴隨著我國市場經(jīng)濟(jì)的不斷成熟完善和迅速發(fā)展,商業(yè)銀行在國民經(jīng)濟(jì)中發(fā)揮著越來越重要的作用。商業(yè)銀行的經(jīng)營情況不僅影響到自己的生存和發(fā)展,并且影響到整個國民經(jīng)濟(jì)的良性循環(huán)和健康發(fā)展。而商業(yè)銀行的信用風(fēng)險是銀行的重要風(fēng)險形式,同時也是致使商業(yè)銀行破產(chǎn)的主要原因。嚴(yán)重的信用風(fēng)險既會阻礙商業(yè)銀行自身的效益及前途,也會危害到一國經(jīng)濟(jì)的穩(wěn)健發(fā)展,甚至?xí)绊懭蚪?jīng)濟(jì)的穩(wěn)定性,目前各國都十分注重商業(yè)銀行信用風(fēng)險管理問題。因此,商業(yè)銀行風(fēng)險管理的好壞,特別是商業(yè)銀行信用風(fēng)險管理水平直接影響到我國經(jīng)濟(jì)的持續(xù)、健康發(fā)展,但我國商業(yè)銀行的信用風(fēng)險管理水平與國際先進(jìn)銀行仍存在較大差距。 綜合考察國內(nèi)和國際經(jīng)濟(jì)大環(huán)境和各國商業(yè)銀行風(fēng)險管理的現(xiàn)狀,本文在巴塞爾新資本協(xié)議實(shí)施及全面風(fēng)險管理理念和方法逐步被廣泛應(yīng)用的背景下,深入總結(jié)全面風(fēng)險管理的先進(jìn)經(jīng)驗(yàn),試圖在全面風(fēng)險管理的框架下,針對我國商業(yè)銀行信用風(fēng)險管理的現(xiàn)狀和主要問題,運(yùn)用國內(nèi)M銀行的案例分析,并借鑒國外先進(jìn)銀行的管理經(jīng)驗(yàn),進(jìn)而提出完善我國商業(yè)銀行信用風(fēng)險管理的策略建議。 本文共分六章,主要研究內(nèi)容是： 第一章緒論,介紹了研究背景、意義、方法和內(nèi)容,并對信用風(fēng)險管理、全面風(fēng)險管理的國內(nèi)外研究綜述進(jìn)行了梳理；第二章信用風(fēng)險和全面風(fēng)險管理的理論研究述評,尤其是巴塞爾委員會(BCBS)和全美反舞弊性財務(wù)報告委員會發(fā)起組織(COSO)在全面風(fēng)險管理方面的主要研究成果；第三章對我國商業(yè)銀行風(fēng)險管理現(xiàn)狀進(jìn)行了分析,并指出存在的主要問題；第四章M銀行信用風(fēng)險管理現(xiàn)狀分析,以M銀行風(fēng)險信用風(fēng)險管理現(xiàn)狀分析為案例,具體分析了我國商業(yè)銀行信用風(fēng)險和風(fēng)險管理狀況,總結(jié)M銀行風(fēng)險管理的先進(jìn)經(jīng)驗(yàn)；第五章國外銀行信用風(fēng)險管理比較分析,通過評析德國、美國發(fā)達(dá)國家商業(yè)銀行的先進(jìn)經(jīng)驗(yàn),總結(jié)對我國商業(yè)銀行信用風(fēng)險管理啟示；第六章提出完善我國商業(yè)銀行信用風(fēng)險管理的策略建議。
[Abstract]:With the continuous maturity and rapid development of our market economy, commercial banks are playing a more and more important role in the national economy. The operation of commercial banks not only affects their survival and development. The credit risk of commercial banks is an important risk form of banks. At the same time, it is also the main cause of the bankruptcy of commercial banks. Serious credit risk will not only hinder the efficiency and future of commercial banks, but also endanger the steady development of a country's economy. It will even affect the stability of the global economy. At present, all countries attach great importance to the credit risk management of commercial banks. Therefore, the risk management of commercial banks is good or bad. Especially, the level of credit risk management of commercial banks has a direct impact on the sustained and healthy development of our economy, but there is still a big gap between the level of credit risk management of our commercial banks and the international advanced banks. Comprehensive review of the domestic and international economic environment and the current situation of commercial bank risk management, this paper is gradually widely used in the context of the implementation of the Basel New Capital Accord and comprehensive risk management concepts and methods. This paper summarizes the advanced experience of comprehensive risk management, and tries to use the case study of M Bank in China to analyze the current situation and main problems of credit risk management of commercial banks in China under the framework of comprehensive risk management. The author draws lessons from the management experience of foreign advanced banks and puts forward some suggestions on how to improve the credit risk management of Chinese commercial banks. This paper is divided into six chapters, the main research content is: The first chapter introduces the background, significance, methods and contents of the research, and summarizes the domestic and foreign research on credit risk management and overall risk management. The second chapter reviews the theoretical research on credit risk and overall risk management. In particular, the main research results of BCBS (Basel Committee) and COSO (National Anti-Fraud Financial reporting Committee) in overall risk management; The third chapter analyzes the current situation of risk management of commercial banks in China, and points out the main problems. Chapter 4th analyzes the current situation of M bank credit risk management, taking M bank risk credit risk management as a case study, analyzes the credit risk and risk management situation of commercial banks in China. Summarize the advanced experience of M bank risk management; Chapter 5th: comparative analysis of credit risk management of foreign banks, through the analysis of the advanced experience of commercial banks in developed countries in Germany and the United States, summarizes the inspiration to the credit risk management of commercial banks in China; Chapter 6th puts forward some suggestions on how to improve the credit risk management of Chinese commercial banks.
【學(xué)位授予單位】：云南大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33

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