本文選題：風(fēng)險(xiǎn)管理 + 商業(yè)銀行　； 參考：《安徽大學(xué)》2014年碩士論文

【摘要】：經(jīng)濟(jì)的騰飛在為眾多商業(yè)類銀行帶來(lái)前所未有發(fā)展機(jī)遇的同時(shí),也使得其經(jīng)營(yíng)管理中的風(fēng)險(xiǎn)變得更加復(fù)雜,信用相關(guān)類風(fēng)險(xiǎn)就是其中之一,該風(fēng)險(xiǎn)是此類銀行最主要的風(fēng)險(xiǎn),不僅如此,全球性(含區(qū)域性)金融危機(jī)的發(fā)生的根源也與信用相關(guān)類風(fēng)險(xiǎn)相關(guān),因此從商業(yè)性銀行自身發(fā)展和全世界經(jīng)濟(jì)可持續(xù)發(fā)展的角度來(lái)講,信用相關(guān)風(fēng)險(xiǎn)管理的加強(qiáng)都是我們工作的重中之重,而眾多商業(yè)性銀行更要將預(yù)防、化解信用相關(guān)風(fēng)險(xiǎn),提升相關(guān)風(fēng)險(xiǎn)管理能力作為自身競(jìng)爭(zhēng)力(核心)增強(qiáng)的重要杠桿,中國(guó)商業(yè)性銀行繼中華人民共和國(guó)成功加入世貿(mào)組織之后發(fā)展迅速,但其信用相關(guān)性風(fēng)險(xiǎn)管理水平仍較低,既不能夠滿足新巴爾賽《資本協(xié)議》的相關(guān)要求,又不能和西方發(fā)達(dá)國(guó)家具體的信用相關(guān)性風(fēng)險(xiǎn)管理相媲美。因此完善信用相關(guān)風(fēng)險(xiǎn)管理應(yīng)用體系,全面提升商業(yè)性銀行對(duì)風(fēng)險(xiǎn)的預(yù)防、化解及應(yīng)對(duì)管理能力理論意義、現(xiàn)實(shí)意義并重,對(duì)實(shí)現(xiàn)經(jīng)濟(jì)的可持續(xù)發(fā)展、增強(qiáng)商業(yè)性銀行的競(jìng)爭(zhēng)力至關(guān)重要。 本文以商業(yè)銀行信用風(fēng)險(xiǎn)管理理論為基礎(chǔ),采用中外比較的研究方法,通過(guò)介紹西方現(xiàn)代商業(yè)銀行信用風(fēng)險(xiǎn)管理體系的特點(diǎn),對(duì)比浦發(fā)銀行信用風(fēng)險(xiǎn)管理現(xiàn)狀,分析目前該行信用風(fēng)險(xiǎn)管理體系存在的不足,揭示西方商業(yè)銀行信用風(fēng)險(xiǎn)管理體系的成熟經(jīng)驗(yàn)對(duì)我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)管理的啟示,進(jìn)而提出健全和完善該行信用風(fēng)險(xiǎn)管理體系的對(duì)策。本文采用定性與定量研究相結(jié)合的方式,通過(guò)歸納和演繹、分析與綜合以及抽象與概括等方法進(jìn)行定性研究,同時(shí)通過(guò)對(duì)相關(guān)統(tǒng)計(jì)數(shù)據(jù)、財(cái)務(wù)報(bào)表的分析進(jìn)行定量研究。通過(guò)文字闡述與數(shù)據(jù)推證、定性與定量研究相結(jié)合的方法,展開(kāi)對(duì)浦發(fā)銀行信用風(fēng)險(xiǎn)管理體系詳細(xì)而深入的分析,并根據(jù)分析提出相關(guān)建議對(duì)策,增加文章的科學(xué)性。 通過(guò)研究主要得出以下結(jié)論： 風(fēng)險(xiǎn)資本是信用風(fēng)險(xiǎn)治理的主體,信用風(fēng)險(xiǎn)的治理主要是采用限制資本使用額,制定統(tǒng)一價(jià)格和緩解壓力等工具,最大限度的降低銀行虧損的額度,并使最大股份持有者取得的收益最大化。它主要是以資本防御風(fēng)險(xiǎn)的水平和商業(yè)銀行最容易出現(xiàn)的風(fēng)險(xiǎn)類型為參照,將銀行的所有資本進(jìn)行最優(yōu)分配,分配的對(duì)象主要是銀行用戶和理財(cái)產(chǎn)品。浦發(fā)銀行建立了信用風(fēng)險(xiǎn)垂直集中管理體系,逐步實(shí)現(xiàn)了授信審批、放款管理、貸后檢查、風(fēng)險(xiǎn)預(yù)警、資產(chǎn)保全等環(huán)節(jié)的專業(yè)化管理,信用風(fēng)險(xiǎn)管理水平不斷提高。但現(xiàn)有的管理體系尚不完善,主要存在以下問(wèn)題：一是管理組織架構(gòu)指導(dǎo)作用未充分發(fā)揮,二是信用風(fēng)險(xiǎn)管理流程效能尚需提高,三是信用風(fēng)險(xiǎn)管理工具有待完善,四是信貸管理系統(tǒng)功能尚需優(yōu)化,五是信用風(fēng)險(xiǎn)管理人才缺乏,六是信用風(fēng)險(xiǎn)管理文化不清晰。為提高信用風(fēng)險(xiǎn)管理水平,浦發(fā)銀行應(yīng)從以下幾方面完善信用風(fēng)險(xiǎn)管理體系：一是充分發(fā)揮管理組織架構(gòu)指導(dǎo)作用；二是提高信用風(fēng)險(xiǎn)管理流程效率；三是完善信用風(fēng)險(xiǎn)測(cè)評(píng)工具；四是優(yōu)化信貸管理支持系統(tǒng)；五是加強(qiáng)信用風(fēng)險(xiǎn)管理人員培訓(xùn)；六是培養(yǎng)健康的信用風(fēng)險(xiǎn)管理文化。
[Abstract]:While the economic take-off brings unprecedented opportunities for many commercial banks, it also makes the risk in its management more complicated. The risk of credit related is one of them. This risk is the most important risk of such a bank. Not only that, but also the root of the global (regional) financial crisis is also the source of the credit. Related risk related, so from the point of view of the development of commercial banks themselves and the sustainable development of the world economy, the strengthening of credit related risk management is the most important of our work, and many commercial banks should take precautions, resolve credit related risks and enhance the related risk management ability as their own competitiveness (core). The important leverage of China's commercial banks has developed rapidly after People's Republic of China's successful accession to the WTO, but its credit related risk management level is still low. It can not meet the requirements of the new balsae < capital agreement > as a result of the specific credit related risk management of the western developed countries. It is essential to improve the application system of credit related risk management, to improve the risk prevention of commercial banks in an all-round way, to resolve and cope with the theoretical significance of management ability, and to attach equal importance to the practical significance. It is very important to realize the sustainable development of the economy and enhance the competitiveness of commercial banks.
Based on the credit risk management theory of commercial banks, this paper adopts the comparative study method of China and foreign countries, introduces the characteristics of the credit risk management system of western modern commercial banks, compares the current status of the credit risk management of the pub bank, analyzes the shortcomings of the bank's credit risk management system, and reveals the credit risk management of the western commercial banks. The Enlightenment of the mature experience of the system to the credit risk management of China's commercial banks, and then the countermeasures to improve and improve the credit risk management system of the bank. This paper adopts the method of combining qualitative and quantitative research, through induction and deduction, analysis and synthesis, abstract and generalize and other methods. Statistical data, the analysis of financial statements is quantified. Through the method of combining text elaboration and data pushing, qualitative and quantitative research, this paper analyzes the credit risk management system of Pufa Bank in detail and in depth, and puts forward some suggestions and countermeasures according to the analysis, and increases the scientificalness of the article.
Through the study, the following conclusions are drawn:
Venture capital is the main body of credit risk management. The management of credit risk mainly is to limit the amount of capital use, to formulate a unified price and to relieve the pressure, to minimize the amount of the loss of the bank and maximize the income of the biggest holder. The risk type which is easy to appear is the reference, the best allocation of all the capital of the bank, the main object of the allocation is the bank users and the financial products. The Pufa Bank has established a vertical centralized management system of credit risk, and has gradually realized the professional management of credit approval, loan management, post loan inspection, risk early warning, asset preservation and so on. The management level of credit risk has been improved, but the existing management system is not perfect. The main problems are as follows: first, the guiding role of management organization structure is not fully played, the two is that the efficiency of the credit risk management process needs to be improved, the three is that the credit risk management tools need to be improved, the four is that the function of the credit management system is still to be optimized, and the five is the letter. In order to improve the management level of credit risk, Pufa Bank should improve the credit risk management system from the following aspects: first, give full play to the guiding role of management organization structure, two is to improve the efficiency of credit risk management process, and the three is to improve the credit risk assessment workers, the six is to improve the credit risk management system. The four is to optimize the credit management support system; the five is to strengthen the training of credit risk management personnel; six, to develop a healthy credit risk management culture.

【學(xué)位授予單位】：安徽大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33

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