發(fā)布時間：2018-03-26 05:55

  本文選題：工商銀行　切入點：信用風(fēng)險　出處：《昆明理工大學(xué)》2014年碩士論文

【摘要】：隨著金融自由化進程的快速發(fā)展,金融創(chuàng)新日新月異的大背景下,我國的金融風(fēng)險主要集中在商業(yè)銀行業(yè),這是由我國現(xiàn)行的金融體系和較小的市場規(guī)模所決定。從另一方面來看,我國市場風(fēng)險的匯率和利率都沒有完全市場化、金融產(chǎn)品有限以及證券市場規(guī)模小等因素相對于信用風(fēng)險而言并不突出。從而,商業(yè)銀行的信用風(fēng)險成為我國金融風(fēng)險的主要因素。信用風(fēng)險的存在就意味著我們需要對其進行管理。而信用風(fēng)險的管理是商業(yè)銀行存在與發(fā)展的主因。同時,在現(xiàn)有市場經(jīng)濟環(huán)境下,我國商業(yè)銀行與國外商業(yè)銀行先進的管理模式還有很大的差距。 由此可見,我國商業(yè)銀行自身的生存及發(fā)展方向是由其信用風(fēng)險管理水平?jīng)Q定。因此,在當(dāng)前的經(jīng)濟環(huán)境條件下,如何提高我國商業(yè)銀行信用風(fēng)險管理能力以及對其管理的研究顯得尤為關(guān)鍵。 隨著我國信用風(fēng)險在現(xiàn)代經(jīng)濟活動中的不斷創(chuàng)新與發(fā)展,信用風(fēng)險所涉及的領(lǐng)域和規(guī)模也在不斷地擴大。因此,如何有效的管理和控制信用風(fēng)險已成為當(dāng)前經(jīng)濟條件下所面臨的極具挑戰(zhàn)性課題。無論是從微觀角度上還是宏觀角度上講,無論是過去、現(xiàn)在還是將來,要想在當(dāng)前經(jīng)濟體系條件下穩(wěn)定發(fā)展,就需要對信用風(fēng)險管理進行研究。 本文首先通過緒論介紹研究的意義、背景、內(nèi)容和方法,了解文章概要；其次,簡單介紹商業(yè)銀行信用風(fēng)險概述以及我國商業(yè)銀行信用風(fēng)險管理的現(xiàn)狀,明確什么事信用風(fēng)險以及目前我國商業(yè)銀行在信用風(fēng)險管理上的成效與不足。最后,針對工商銀行信用風(fēng)險管理的現(xiàn)狀及存在的問題,運用KMV模型對其信用風(fēng)險加以分析,得出工商銀行在信用風(fēng)險管理上的優(yōu)劣。同時與國內(nèi)同行業(yè)和國外商業(yè)銀行先進的技術(shù)和經(jīng)驗相對比,得出完善工商銀行信用風(fēng)險管理的建議及對策。從而提高工商銀行信用風(fēng)險管理的水平、信用風(fēng)險防范和化解信用風(fēng)險,使其在穩(wěn)定健康的發(fā)展過程中,增強其核心競爭力。同時,對進一步優(yōu)化我國商業(yè)銀行信用風(fēng)險管理做出一定的貢獻。
[Abstract]:With the rapid development of financial liberalization and the rapid development of financial innovation, the financial risks in China are mainly concentrated in commercial banking. This is determined by China's current financial system and the relatively small market size. On the other hand, the exchange rate and interest rate of market risk in China are not completely market-oriented. The limited financial products and the small size of the securities market are not prominent relative to the credit risk. The credit risk of the commercial bank becomes the main factor of the financial risk in our country. The existence of the credit risk means that we need to manage it, and the management of the credit risk is the main reason for the existence and development of the commercial bank. In the current market economy environment, there is still a big gap between the advanced management mode of our commercial banks and foreign commercial banks. It can be seen that the survival and development direction of our commercial banks is determined by their credit risk management level. Therefore, under the current economic environment, How to improve the ability of credit risk management of commercial banks and how to study their management is particularly critical. With the continuous innovation and development of credit risk in modern economic activities, the scope and scale of credit risk are also expanding. How to manage and control credit risk effectively has become a challenging issue in the current economic conditions. Whether from a micro perspective or a macro point of view, whether in the past, now or in the future, In order to develop stably under the current economic system, it is necessary to study the credit risk management. This paper first introduces the significance, background, content and methods of the research, and then introduces the summary of the article. Secondly, it briefly introduces the overview of the credit risk of commercial banks and the current situation of credit risk management of commercial banks in China. Finally, according to the current situation and problems of ICBC credit risk management, the credit risk of ICBC is analyzed by using KMV model. The advantages and disadvantages of ICBC in credit risk management are obtained. At the same time, compared with the advanced technology and experience of domestic and foreign commercial banks, The suggestions and countermeasures to perfect ICBC credit risk management are put forward to improve the level of ICBC credit risk management, prevent and defuse credit risk, and make it develop steadily and healthily. At the same time, it contributes to the further optimization of credit risk management of commercial banks in China.
【學(xué)位授予單位】：昆明理工大學(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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