發(fā)布時(shí)間：2018-08-10 21:59

【摘要】：隨著經(jīng)濟(jì)全球化，，我國(guó)金融開(kāi)放程度的不斷加深，銀行業(yè)面臨著前所未有的發(fā)展機(jī)遇，同時(shí)，也面臨著國(guó)際銀行的競(jìng)爭(zhēng)與挑戰(zhàn)。S銀行作為股份制商業(yè)銀行的一員，在發(fā)展中面臨的風(fēng)險(xiǎn)很多，而信用風(fēng)險(xiǎn)始終是其面臨的最主要風(fēng)險(xiǎn)之一。新巴塞爾資本協(xié)議中,對(duì)于零售信貸提出了“內(nèi)部評(píng)級(jí)高級(jí)法”的要求,規(guī)定銀行的監(jiān)管資本金水平必須與其信貸資產(chǎn)的風(fēng)險(xiǎn)水平、特別是信用風(fēng)險(xiǎn)水平密切掛鉤。因此如何對(duì)S銀行的個(gè)人信貸信用風(fēng)險(xiǎn)進(jìn)行有效管理，如何建立適應(yīng)S銀行的個(gè)人信貸信用風(fēng)險(xiǎn)評(píng)估模型有著很重要的現(xiàn)實(shí)意義。本文從信用風(fēng)險(xiǎn)角度出發(fā)，研究論證我國(guó)商業(yè)銀行面臨的信用風(fēng)險(xiǎn)，既闡述了我國(guó)商業(yè)銀行目前面臨的信用風(fēng)險(xiǎn)管理現(xiàn)狀，介紹了國(guó)際上較為廣泛應(yīng)用的信用風(fēng)險(xiǎn)管理工具，同時(shí)在對(duì)信用風(fēng)險(xiǎn)，商業(yè)銀行信用管理現(xiàn)狀、個(gè)人信用評(píng)分模型深入研究的基礎(chǔ)上，針對(duì)S銀行個(gè)人信貸業(yè)務(wù)的實(shí)際情況，選取適合S銀行個(gè)人信貸現(xiàn)狀的信用評(píng)分模型，并進(jìn)行了分析研究。
[Abstract]:With the economic globalization and the deepening of China's financial openness, the banking industry is faced with unprecedented opportunities for development. At the same time, it is also facing the competition and challenge of international banks as a member of joint-stock commercial banks. There are many risks in development, and credit risk is always one of the most important risks. In the New Basel Capital Accord, the "Advanced Law of Internal rating" is proposed for retail credit, which stipulates that banks' regulatory capital level must be closely linked to the risk level of their credit assets, especially the level of credit risk. Therefore, how to manage the personal credit risk of S Bank effectively and how to set up the evaluation model of personal credit risk for S Bank have very important practical significance. From the perspective of credit risk, this paper studies and demonstrates the credit risk faced by Chinese commercial banks. It not only expounds the current situation of credit risk management faced by Chinese commercial banks, but also introduces the more widely used credit risk management tools in the world. At the same time, on the basis of deep research on credit risk, commercial bank credit management status quo and personal credit scoring model, according to the actual situation of S bank personal credit business, select the credit scoring model suitable for S bank personal credit status. And the analysis and research are carried out.
【學(xué)位授予單位】：蘇州大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F832.2

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