本文關(guān)鍵詞： 政策性銀行 貸前財(cái)務(wù)風(fēng)險(xiǎn) 財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià) 模糊綜合評(píng)價(jià)法　出處：《哈爾濱工業(yè)大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)問(wèn)題一直是國(guó)內(nèi)外學(xué)者研究的熱點(diǎn)。對(duì)于銀行財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)的研究，目前國(guó)內(nèi)學(xué)者更多的將研究方向集中在商業(yè)銀行身上，往往忽略了其他金融體系成員。中國(guó)進(jìn)出口銀行作為國(guó)家政策性銀行，是我國(guó)金融組織體系中的重要一員。進(jìn)出口銀行一直以來(lái)有著不同于商業(yè)銀行的特點(diǎn)和保密性，進(jìn)而學(xué)者對(duì)該行財(cái)務(wù)風(fēng)險(xiǎn)的評(píng)價(jià)體系研究少之又少，但這不代表它沒(méi)有問(wèn)題。2012年5月國(guó)家審計(jì)署發(fā)布公告稱，中國(guó)進(jìn)出口銀行包括總行和黑龍江省（HLJ）等9家分行在內(nèi)，共違規(guī)放款79.44億元，貸款項(xiàng)目財(cái)務(wù)風(fēng)險(xiǎn)暴露。隨著我國(guó)金融市場(chǎng)化、公開(kāi)化進(jìn)程的加快，銀行信貸項(xiàng)目財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)的準(zhǔn)確性和相關(guān)性將直接影響銀行的生存，尤其是貸前這一關(guān)鍵流程財(cái)務(wù)風(fēng)險(xiǎn)的評(píng)價(jià)。因此，對(duì)進(jìn)出口銀行貸前財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)體系進(jìn)行研究，構(gòu)建新的評(píng)價(jià)體系，不僅可以擴(kuò)大銀行財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)研究的范圍，，而且可以為進(jìn)出口銀行貸前財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)提供決策支持，有利于貸前財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)的準(zhǔn)確性和相關(guān)性。 本文首先從國(guó)內(nèi)外研究出發(fā)，結(jié)合政策性銀行財(cái)務(wù)風(fēng)險(xiǎn)及風(fēng)險(xiǎn)評(píng)價(jià)的概念、特征和內(nèi)容，指出在進(jìn)行政策性銀行財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)時(shí)，應(yīng)當(dāng)結(jié)合具體銀行的特征、實(shí)際業(yè)務(wù)以及業(yè)務(wù)流程分析，認(rèn)為進(jìn)出口銀行HLJ分行的貸前財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)重點(diǎn)應(yīng)當(dāng)是具體貸款項(xiàng)目的貸前風(fēng)險(xiǎn)評(píng)價(jià)。在此基礎(chǔ)之上，分析HLJ分行貸前財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)體系的現(xiàn)狀，并指出現(xiàn)有評(píng)價(jià)體系存在的問(wèn)題，包括風(fēng)險(xiǎn)因素單一、無(wú)法整體評(píng)價(jià)、缺乏該銀行特性和過(guò)度依賴客戶經(jīng)理等。因此在第4章提出構(gòu)建新的HLJ分行貸前財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)體系，以解決存在的問(wèn)題。在現(xiàn)有貸前財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)方法體系基礎(chǔ)之上，考慮進(jìn)信用風(fēng)險(xiǎn)、利率風(fēng)險(xiǎn)、匯率風(fēng)險(xiǎn)、道德風(fēng)險(xiǎn)、操作風(fēng)險(xiǎn)以及流動(dòng)性風(fēng)險(xiǎn)，六大類風(fēng)險(xiǎn)提取出33個(gè)下級(jí)評(píng)價(jià)指標(biāo)，運(yùn)用專家調(diào)查法、模糊綜合評(píng)價(jià)法（FCE）和YAAPH軟件，建立HLJ分行貸前財(cái)務(wù)風(fēng)險(xiǎn)模糊綜合評(píng)價(jià)模型，形成HLJ分行新的貸前財(cái)務(wù)風(fēng)險(xiǎn)評(píng)價(jià)體系。最后，從專家意見(jiàn)和規(guī)章制度兩個(gè)層面分析新評(píng)價(jià)體系的適用性。同時(shí)選取HLJ分行客戶A公司貸款項(xiàng)目數(shù)據(jù)為樣本，計(jì)算出評(píng)價(jià)結(jié)果并作應(yīng)用分析。
[Abstract]:The problem of financial risk assessment has always been a hot topic for domestic and foreign scholars. For the study of financial risk assessment of banks, domestic scholars focus more on commercial banks at present. The Export-Import Bank of China, as a national policy bank, is an important member of the financial organization system of our country. Export-Import Bank has always had different characteristics and confidentiality from commercial banks. But this does not mean that it has no problem. In a statement issued on May 2012, the State Audit Office said that the Export-Import Bank of China includes nine branches, including the head office of the bank and the Heilongjiang Province HL-J. A total of seven billion nine hundred and forty-four million yuan has been lent illegally, and the financial risks of loan projects have been exposed. With the acceleration of the process of financial marketization and openness in China, the accuracy and relevance of financial risk assessment of bank credit projects will directly affect the survival of banks. Especially the financial risk evaluation of the key process before lending. Therefore, the study on the financial risk evaluation system of Export-Import Bank before loan, the construction of a new evaluation system, can not only expand the scope of financial risk evaluation of banks, Moreover, it can provide decision support for pre-loan financial risk assessment of Export-Import Bank, which is beneficial to the accuracy and relevance of pre-loan financial risk assessment. Starting from the research at home and abroad, combining the concept, characteristics and contents of the financial risk and risk assessment of policy banks, this paper points out that the financial risk assessment of policy banks should be combined with the characteristics of specific banks. Based on the analysis of actual business and business process, it is considered that the emphasis of pre-credit financial risk assessment of HLJ branch of Export-Import Bank should be the pre-credit risk evaluation of specific loan projects. On this basis, the present situation of pre-credit financial risk assessment system of HLJ branch is analyzed. It also points out the problems existing in the existing evaluation system, including the single risk factor, the lack of overall evaluation, the lack of the bank's characteristics and over-reliance on the account manager, etc. Therefore, in Chapter 4, a new financial risk assessment system for HLJ branch before loan is proposed. Considering credit risk, interest rate risk, exchange rate risk, moral hazard, operation risk and liquidity risk, In this paper, 33 lower evaluation indexes are extracted from six kinds of risks, and the fuzzy comprehensive evaluation model of financial risk before loan of HLJ branch is established by using expert investigation method, fuzzy comprehensive evaluation method and YAAPH software. Finally, the applicability of the new evaluation system is analyzed from two aspects: expert opinion and rules and regulations. At the same time, the project data of HLJ branch customer A company is selected as a sample. The evaluation results are calculated and analyzed.
【學(xué)位授予單位】：哈爾濱工業(yè)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;F830.42;F832.4

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