浦發(fā)銀行X支行公司客戶信用風(fēng)險(xiǎn)管理研究
發(fā)布時(shí)間：2018-09-08 16:17
【摘要】：信用風(fēng)險(xiǎn)是商業(yè)銀行經(jīng)營過程中面臨的最常見的風(fēng)險(xiǎn),也是最重要的。我國商業(yè)銀行較國外商業(yè)銀行起步晚,信用風(fēng)險(xiǎn)管理水平低,管理方法上雖不斷創(chuàng)新,但從實(shí)際使用來看仍局限于傳統(tǒng)的專家分析方法、信用評級法等,對現(xiàn)代風(fēng)險(xiǎn)管理模型(如：KMV模型、Credit Metrics模型、Credit Risk+模型等)的運(yùn)用較少。我國商業(yè)銀行總行層面在對全行風(fēng)險(xiǎn)資產(chǎn)水平、信用風(fēng)險(xiǎn)抗風(fēng)險(xiǎn)能力測評時(shí)使用現(xiàn)代風(fēng)險(xiǎn)管理模型較多,而在直接面對客戶時(shí),信貸員或信用風(fēng)險(xiǎn)管理層則更習(xí)慣于在結(jié)合客戶財(cái)務(wù)指標(biāo)的基礎(chǔ)上,以自身經(jīng)驗(yàn)來判斷客戶信用風(fēng)險(xiǎn)大小,給商業(yè)銀行信用風(fēng)險(xiǎn)管理增添了更多人為因素,商業(yè)銀行現(xiàn)有信用風(fēng)險(xiǎn)管理體系作用的充分發(fā)揮很大程度上受影響了商業(yè)銀行若不能合理預(yù)測、分析、化解其資產(chǎn)面臨的風(fēng)險(xiǎn),會導(dǎo)致資產(chǎn)質(zhì)量下降、壞賬率上升,銀行信譽(yù)受影響,最終將影響經(jīng)營成效,無法滿足監(jiān)管機(jī)構(gòu)的監(jiān)管要求。 近年來,我國房地產(chǎn)市場、股市不景氣,鋼鐵、煤炭、水泥等多個(gè)傳統(tǒng)行業(yè)產(chǎn)能過剩,政府強(qiáng)制關(guān)停部分高耗能、低效、產(chǎn)能過剩企業(yè),通貨膨脹,民間借貸等諸多因素影響了宏觀經(jīng)濟(jì)環(huán)境,給各行業(yè)都帶來了經(jīng)營壓力。制造業(yè)作為受影響最直接的行業(yè),率先表現(xiàn)出應(yīng)收賬款回收難度加大,現(xiàn)金流緊張甚至斷裂等問題,引發(fā)“多米諾骨牌效應(yīng)”,經(jīng)營風(fēng)險(xiǎn)波及到制造業(yè)的上下游企業(yè),使得整體經(jīng)濟(jì)形勢較為困難。企業(yè)經(jīng)營風(fēng)險(xiǎn)加大,還本付息能力受到一定影響,商業(yè)銀行壞賬率不同程度的提升,原有的信用風(fēng)險(xiǎn)管理方法面臨著新的考驗(yàn),無形中對在信用風(fēng)險(xiǎn)管理方面舉足輕重的“專家”提出了更新更多的要求,要求“專家”不斷完善現(xiàn)有分析手段對客戶信用風(fēng)險(xiǎn)水平進(jìn)行更為合理的判斷,并可以提出規(guī)避風(fēng)險(xiǎn)的相關(guān)措施。 本文以浦發(fā)銀行X支行對公客戶為研究對象,以“專家分析法”為研究重點(diǎn),結(jié)合客戶A案例,對浦發(fā)銀行X支行現(xiàn)有的信用風(fēng)險(xiǎn)分析及管理方法提出建議。浦發(fā)銀行X支行由浦發(fā)銀行成都分行直接管理,作為省內(nèi)名列前茅的股份制商業(yè)銀行,其在機(jī)構(gòu)設(shè)置、信用風(fēng)險(xiǎn)管理手段等方面均較為成熟和完善。經(jīng)過多年發(fā)展和培育,浦發(fā)銀行X支行的信貸客戶呈現(xiàn)出不同于以往的特征,多元化經(jīng)營變得較為普遍,或進(jìn)行上下游產(chǎn)業(yè)鏈延伸,或向無關(guān)產(chǎn)業(yè)延伸,終極目標(biāo)則是提升盈利能力和抗風(fēng)險(xiǎn)能力�？蛻粼诎l(fā)展擴(kuò)張過程中或惡意騙貸,或善意隱瞞真實(shí)情況,或因自身能力不足,導(dǎo)致發(fā)展過程中對經(jīng)營風(fēng)險(xiǎn)把握不足,都成為了信用風(fēng)險(xiǎn)產(chǎn)生的重要原因,本文將從上述原因著手,提出針對性的規(guī)避措施。 面對復(fù)雜多變的客戶經(jīng)營結(jié)構(gòu)和宏觀經(jīng)濟(jì)環(huán)境,浦發(fā)銀行X支行應(yīng)對現(xiàn)有信用風(fēng)險(xiǎn)管理方法進(jìn)行完善,不斷提升“專家制度法”的有效性,提升對多元化經(jīng)營客戶信用風(fēng)險(xiǎn)判斷的準(zhǔn)確性,加強(qiáng)源頭控制,提高貸款客戶準(zhǔn)入門檻,增加貸前、貸中、貸后的調(diào)查內(nèi)容,做到全面、真實(shí)、細(xì)致地了解客戶,放棄不符合要求、不具備發(fā)展前景和培養(yǎng)可能的客戶,對納入合作范圍的客戶進(jìn)行科學(xué)、合理的授信方案設(shè)計(jì),及時(shí)掌握客戶動向,對其發(fā)展規(guī)劃進(jìn)行可行性分析,‘提供可持續(xù)發(fā)展的建議,將引導(dǎo)客戶、培養(yǎng)客戶作為信用風(fēng)險(xiǎn)管理的重要環(huán)節(jié),從根本上解決客戶因自身原因造成信用風(fēng)險(xiǎn)發(fā)生的可能,從而在符合監(jiān)管要求的前提下,達(dá)到控制風(fēng)險(xiǎn)的目的。 全文共六個(gè)部分：第一部分對研究目的、意義、方法和國內(nèi)外信用風(fēng)險(xiǎn)管理的研究現(xiàn)狀進(jìn)行綜述。第二部分闡述信用風(fēng)險(xiǎn)管理相關(guān)理論。第三部分評述浦發(fā)銀行X支行現(xiàn)行的信用風(fēng)險(xiǎn)管理方法、框架、流程等。第四部分以客戶A近年來的發(fā)展之路為案例,分析在多種因素影響之下,多元化經(jīng)營客戶暴露出的問題以及浦發(fā)銀行X支行在授信過程中暴露出的信用風(fēng)險(xiǎn)管理方面的問題。第五部分結(jié)合客戶A案例,對浦發(fā)銀行X支行強(qiáng)化信用風(fēng)險(xiǎn)管理提出建議。第六部分進(jìn)行總結(jié)。
[Abstract]:Credit risk is the most common and important risk faced by commercial banks in the process of operation. Compared with foreign commercial banks, Chinese commercial banks start late, their credit risk management level is low, and their management methods are constantly innovated, but they are still limited to traditional expert analysis methods, credit rating methods and so on, so as to manage modern risks. The head office of commercial banks in China uses more modern risk management models in the evaluation of the whole bank's risk assets level and credit risk resistance, while the creditors or credit risk management are more accustomed to facing customers directly. On the basis of customer financial indicators, judging the size of customer credit risk by their own experience adds more human factors to the credit risk management of commercial banks. The full play of the existing credit risk management system of commercial banks has a great impact on commercial banks if they can not reasonably predict, analyze and resolve their assets. Risk will lead to a decline in asset quality, a rise in bad debts, a decline in bank credibility, and ultimately affect business performance, unable to meet regulatory requirements.
In recent years, China's real estate market, stock market recession, steel, coal, cement and many other traditional industries overcapacity, the government mandatory shutdown part of high energy consumption, inefficient, overcapacity enterprises, inflation, private lending and many other factors have affected the macroeconomic environment, to the various industries have brought operating pressure. The following industries took the lead in increasing the difficulty of recovering accounts receivable, cash flow tension and even fragmentation, which led to the "domino effect". Operating risks spread to the upstream and downstream enterprises of manufacturing industry, making the overall economic situation more difficult. The original credit risk management methods are facing a new test in different degrees. Invisibly, the "experts" who play an important role in credit risk management have put forward more and more requirements for renewal, requiring the "experts" to constantly improve the existing analysis means to make more reasonable judgments on the level of customer credit risk, and can put forward evasion. Risk related measures.
This paper takes the X Branch of Pudong Development Bank as the research object, takes the "expert analysis" as the research focus, and combines with the customer A case, puts forward some suggestions on the existing credit risk analysis and management methods of the X Branch of Pudong Development Bank. After years of development and cultivation, the credit customers of Branch X of Pudong Development Bank have shown different characteristics from the past. Diversification has become more common, or to extend the upstream and downstream industrial chain, or to unrelated industries, the ultimate goal is to increase profits. Customers in the process of development and expansion or malicious fraud, or good faith to conceal the true situation, or because of their own lack of ability, resulting in the development process of business risk grasp is insufficient, have become an important reason for credit risk, this paper will start from the above reasons, put forward targeted measures to avoid.
Facing the complicated and changeable customer management structure and macroeconomic environment, Pudong Development Bank X Branch should perfect the existing credit risk management methods, constantly enhance the effectiveness of the "expert system method", improve the accuracy of judging the credit risk of diversified customers, strengthen the source control, raise the threshold of access for loan customers, and increase the pre-loan. In the loan, after the loan investigation content, achieves comprehensively, truly, carefully understands the customer, abandons does not conform to the request, does not have the development prospect and trains the possible customer, carries on the science to the cooperation scope customer, the reasonable credit plan design, grasps the customer tendency promptly, carries on the feasibility analysis to its development plan,'Provides the sustainable development. Suggestions, will guide customers, cultivate customers as an important part of credit risk management, fundamentally solve the customer for their own reasons caused by the possibility of credit risk, so as to meet the regulatory requirements under the premise of risk control purposes.
This paper consists of six parts: the first part summarizes the purpose, significance, methods and research status of credit risk management at home and abroad. the second part expounds the relevant theory of credit risk management. the third part reviews the current methods, framework, process of credit risk management of the X branch of Pudong Development Bank. the fourth part is issued by customer A in recent years. The fifth part, combined with the case of customer A, puts forward some suggestions on strengthening credit risk management of Pudong Development Bank X Branch. The sixth part is a summary.
【學(xué)位授予單位】：西南財(cái)經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33
本文編號：2231042
[Abstract]:Credit risk is the most common and important risk faced by commercial banks in the process of operation. Compared with foreign commercial banks, Chinese commercial banks start late, their credit risk management level is low, and their management methods are constantly innovated, but they are still limited to traditional expert analysis methods, credit rating methods and so on, so as to manage modern risks. The head office of commercial banks in China uses more modern risk management models in the evaluation of the whole bank's risk assets level and credit risk resistance, while the creditors or credit risk management are more accustomed to facing customers directly. On the basis of customer financial indicators, judging the size of customer credit risk by their own experience adds more human factors to the credit risk management of commercial banks. The full play of the existing credit risk management system of commercial banks has a great impact on commercial banks if they can not reasonably predict, analyze and resolve their assets. Risk will lead to a decline in asset quality, a rise in bad debts, a decline in bank credibility, and ultimately affect business performance, unable to meet regulatory requirements.
In recent years, China's real estate market, stock market recession, steel, coal, cement and many other traditional industries overcapacity, the government mandatory shutdown part of high energy consumption, inefficient, overcapacity enterprises, inflation, private lending and many other factors have affected the macroeconomic environment, to the various industries have brought operating pressure. The following industries took the lead in increasing the difficulty of recovering accounts receivable, cash flow tension and even fragmentation, which led to the "domino effect". Operating risks spread to the upstream and downstream enterprises of manufacturing industry, making the overall economic situation more difficult. The original credit risk management methods are facing a new test in different degrees. Invisibly, the "experts" who play an important role in credit risk management have put forward more and more requirements for renewal, requiring the "experts" to constantly improve the existing analysis means to make more reasonable judgments on the level of customer credit risk, and can put forward evasion. Risk related measures.
This paper takes the X Branch of Pudong Development Bank as the research object, takes the "expert analysis" as the research focus, and combines with the customer A case, puts forward some suggestions on the existing credit risk analysis and management methods of the X Branch of Pudong Development Bank. After years of development and cultivation, the credit customers of Branch X of Pudong Development Bank have shown different characteristics from the past. Diversification has become more common, or to extend the upstream and downstream industrial chain, or to unrelated industries, the ultimate goal is to increase profits. Customers in the process of development and expansion or malicious fraud, or good faith to conceal the true situation, or because of their own lack of ability, resulting in the development process of business risk grasp is insufficient, have become an important reason for credit risk, this paper will start from the above reasons, put forward targeted measures to avoid.
Facing the complicated and changeable customer management structure and macroeconomic environment, Pudong Development Bank X Branch should perfect the existing credit risk management methods, constantly enhance the effectiveness of the "expert system method", improve the accuracy of judging the credit risk of diversified customers, strengthen the source control, raise the threshold of access for loan customers, and increase the pre-loan. In the loan, after the loan investigation content, achieves comprehensively, truly, carefully understands the customer, abandons does not conform to the request, does not have the development prospect and trains the possible customer, carries on the science to the cooperation scope customer, the reasonable credit plan design, grasps the customer tendency promptly, carries on the feasibility analysis to its development plan,'Provides the sustainable development. Suggestions, will guide customers, cultivate customers as an important part of credit risk management, fundamentally solve the customer for their own reasons caused by the possibility of credit risk, so as to meet the regulatory requirements under the premise of risk control purposes.
This paper consists of six parts: the first part summarizes the purpose, significance, methods and research status of credit risk management at home and abroad. the second part expounds the relevant theory of credit risk management. the third part reviews the current methods, framework, process of credit risk management of the X branch of Pudong Development Bank. the fourth part is issued by customer A in recent years. The fifth part, combined with the case of customer A, puts forward some suggestions on strengthening credit risk management of Pudong Development Bank X Branch. The sixth part is a summary.
【學(xué)位授予單位】：西南財(cái)經(jīng)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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2 劉美秀;周月梅;;我國商業(yè)銀行信用風(fēng)險(xiǎn)分析[J];宏觀經(jīng)濟(jì)研究;2012年08期
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