本文選題：表外業(yè)務(wù) + 信用風(fēng)險(xiǎn)　； 參考：《山東大學(xué)》2014年碩士論文

【摘要】：改革開放以來(lái),國(guó)內(nèi)的金融環(huán)境發(fā)生了深刻的變化,商業(yè)銀行業(yè)務(wù)經(jīng)營(yíng)結(jié)構(gòu)也發(fā)生了重大變化,表外業(yè)務(wù)的快速發(fā)展和豐富為商業(yè)銀行多元化經(jīng)營(yíng)增添了活力。BC銀行河北分行作為BC銀行在河北省地區(qū)的一級(jí)分支機(jī)構(gòu),近年來(lái)其表外授信資產(chǎn)規(guī)模不斷擴(kuò)大,然而在當(dāng)前經(jīng)濟(jì)下行周期中,其面臨的風(fēng)險(xiǎn)和挑戰(zhàn)也與日俱增。一方面其表外授信迅速擴(kuò)張；另一方面,由于片面追求業(yè)務(wù)擴(kuò)張,忽略了風(fēng)險(xiǎn)控制,其表外業(yè)務(wù)信用風(fēng)險(xiǎn)的管理理念及方法亟需改進(jìn)和完善。 本文擬通過對(duì)BC銀行河北分行表外業(yè)務(wù)發(fā)展及信用風(fēng)險(xiǎn)管理現(xiàn)狀的分析,對(duì)其表外業(yè)務(wù)信用風(fēng)險(xiǎn)識(shí)別、評(píng)估與計(jì)量及預(yù)警和控制進(jìn)行了分析研究,以期對(duì)BC銀行河北分行表外業(yè)務(wù)的信用風(fēng)險(xiǎn)管理防控提出有效建議。全文共分七章：第一章主要介紹了本文的研究背景,研究對(duì)象和研究目的,對(duì)國(guó)內(nèi)外研究現(xiàn)狀及研究思路和方法進(jìn)行了闡述；第二章對(duì)表外業(yè)務(wù)的基本概念、特點(diǎn)、發(fā)展現(xiàn)狀進(jìn)行了說明,對(duì)信用風(fēng)險(xiǎn)管理的基本理論進(jìn)行了介紹,并對(duì)表外業(yè)務(wù)信用風(fēng)險(xiǎn)管理進(jìn)行了說明；第三章對(duì)BC銀行河北分行的表外業(yè)務(wù)發(fā)展?fàn)顩r、其信用風(fēng)險(xiǎn)管理的內(nèi)外部環(huán)境進(jìn)行了研究和分析,對(duì)其表外業(yè)務(wù)的風(fēng)險(xiǎn)點(diǎn)及控制手段進(jìn)行了探討；第四章研究了BC銀行河北分行表外業(yè)務(wù)發(fā)展面臨的宏觀環(huán)境、行業(yè)環(huán)境及財(cái)務(wù)及非財(cái)務(wù)因素等,對(duì)其表外業(yè)務(wù)的識(shí)別方法及流程提出了建議；第五章對(duì)BC銀行河北分行表外業(yè)務(wù)的評(píng)估和計(jì)量進(jìn)行了研究,并結(jié)合具體案例進(jìn)行了分析說明；第六章對(duì)BC銀行河北分行表外業(yè)務(wù)的預(yù)警和控制進(jìn)行了研究,并重點(diǎn)對(duì)其表外風(fēng)險(xiǎn)預(yù)警監(jiān)控體系建設(shè)進(jìn)行了探索；最后一章對(duì)全文進(jìn)行了總結(jié)。 本文的主要結(jié)論有：BC銀行河北分行依托其國(guó)際化的結(jié)算網(wǎng)絡(luò),其表外業(yè)務(wù)的發(fā)展當(dāng)?shù)赝瑯I(yè)當(dāng)中有較為明顯的規(guī)模優(yōu)勢(shì),但其信用風(fēng)險(xiǎn)管理亟需加強(qiáng)。BC銀行河北分行表外業(yè)務(wù)信用風(fēng)險(xiǎn)管理面臨缺乏完整的內(nèi)部協(xié)調(diào)管理體系、監(jiān)管與政策環(huán)境日趨嚴(yán)格、重點(diǎn)行業(yè)風(fēng)險(xiǎn)突出的外部環(huán)境,以及表外業(yè)務(wù)信用風(fēng)險(xiǎn)防控意識(shí)不足、信貸行業(yè)集中度大、信貸資源緊缺的內(nèi)部環(huán)境。為了更好的、更健康的促進(jìn)表外業(yè)務(wù)發(fā)展,BC銀行河北分行應(yīng)重點(diǎn)從宏觀經(jīng)濟(jì)環(huán)境、客戶行業(yè)特點(diǎn)以及客戶的經(jīng)營(yíng)管理及財(cái)務(wù)狀況等方面進(jìn)行表外業(yè)務(wù)的風(fēng)險(xiǎn)識(shí)別,優(yōu)化和完善相關(guān)流程；從客戶信用評(píng)級(jí)、債項(xiàng)評(píng)級(jí)、風(fēng)險(xiǎn)分類、信用風(fēng)險(xiǎn)價(jià)值等幾個(gè)方面,應(yīng)用違約概率和違約損失率的方法論進(jìn)行風(fēng)險(xiǎn)評(píng)估和計(jì)量；并從逾期、財(cái)務(wù)、負(fù)面消息等方面加強(qiáng)信用風(fēng)險(xiǎn)預(yù)警,整合分散的風(fēng)險(xiǎn)控制點(diǎn),建立全流程的表外業(yè)務(wù)信用風(fēng)險(xiǎn)控制體系。
[Abstract]:Since the reform and opening up, the domestic financial environment has undergone profound changes, and the business operation structure of commercial banks has also undergone major changes.The rapid development and enrichment of off-balance sheet business has added vitality to the diversified operation of commercial banks. As a first-grade branch of BC Bank in Hebei Province, Hebei Branch of BC Bank has been expanding its off-balance sheet credit assets in recent years.However, in the current economic downturn, it faces increasing risks and challenges.On the one hand, its off-balance-sheet credit expands rapidly; on the other hand, because of the one-sided pursuit of business expansion and neglecting risk control, the management idea and method of off-balance sheet business credit risk need to be improved and perfected urgently.Based on the analysis of the development of off-balance sheet business and credit risk management in Hebei Branch of BC Bank, this paper analyzes and studies the credit risk identification, evaluation and measurement, early warning and control of its off-balance sheet business.The purpose of this paper is to put forward effective suggestions on the credit risk management and control of the off-balance-sheet business of the Hebei Branch of BC Bank.The thesis is divided into seven chapters: the first chapter mainly introduces the research background, research object and purpose of this paper, and describes the current research situation, research ideas and methods at home and abroad, the second chapter introduces the basic concepts and characteristics of off-balance sheet business.The development status quo is explained, the basic theory of credit risk management is introduced, and the credit risk management of off-balance sheet business is explained.The internal and external environment of credit risk management has been studied and analyzed, and the risk points and control methods of its off-balance sheet business have been discussed. Chapter four has studied the macro environment facing the development of the off-balance sheet business of Hebei Branch of BC Bank.Industry environment, financial and non-financial factors, and so on, put forward some suggestions on the identification method and flow of off-balance sheet business. Chapter five studies the evaluation and measurement of off-balance sheet business in Hebei Branch of BC Bank, and analyzes and explains it with specific cases.The sixth chapter studies the early warning and control of the off-balance sheet business of the Hebei Branch of BC Bank, and focuses on the construction of its off-balance sheet risk early warning monitoring system; the last chapter summarizes the full text.The main conclusion of this paper is that the Hebei Branch of the Bank of China has an obvious scale advantage in the development of its off-balance sheet business by relying on its international settlement network.However, its credit risk management needs to be strengthened urgently. The credit risk management of the off-balance sheet business of Hebei Branch of BC Bank is faced with the lack of a complete internal coordination management system, the increasingly strict regulatory and policy environment, and the external environment in which the risks in key industries are prominent.And the external business credit risk prevention and control consciousness is insufficient, the credit industry concentration degree is big, the credit resources is short of internal environment.In order to promote the development of off-balance sheet business more healthily, the Hebei Branch of BC Bank should focus on the risk identification of off-balance sheet business from the aspects of macroeconomic environment, characteristics of customer industry, management and financial situation of customers, etc.Optimize and perfect the related process; apply the methodology of default probability and default loss rate to evaluate and measure the risk from the aspects of customer credit rating, debt rating, risk classification, credit risk value, etc.On the other hand, the credit risk warning should be strengthened, the decentralized risk control points should be integrated, and the credit risk control system of off-balance sheet business should be established.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.2;F832.33

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