本文選題：信用風險管理 + 信貸業(yè)務�。� 參考：《對外經(jīng)濟貿(mào)易大學》2014年碩士論文

【摘要】：我國商業(yè)銀行在實際的運營當中涉及到四種主要風險，包括：信用風險、利率風險、操作性風險、流動性風險，其中信用風險作為最主要的信貸風險而倍受重視。這主要是由于我國現(xiàn)階段間接融資依舊是主導，存貸款是銀行最基本也是最重要的業(yè)務內(nèi)容，也是重要的經(jīng)營利潤來源，對風險的管理和控制直接關系到銀行收益的穩(wěn)定性和商業(yè)銀行核心競爭力。信用風險管理包括信用風險識別、度量、控制，這三個階段中信用風險度量是信用風險管理的基礎。正確的選擇和使用信用風險度量方法是信用風險管理中的重要內(nèi)容。 本文主要研究商業(yè)銀行信貸業(yè)務中信用風險管理問題。在對信用風險定義、現(xiàn)狀的理論基礎上，針對傳統(tǒng)的商業(yè)銀行信用風險管理方法五級分類法和信用評級法進行案例研究，與此同時運用現(xiàn)代風險管理方法VAR進行風險量化對商業(yè)銀行評級方法和五級分類法進行實例分析后，發(fā)現(xiàn)影響我國信用風險管理水平低下的原因有管理體制落后、管理方法欠缺、缺乏績效考核、社會信用環(huán)境不佳等原因。針對以上問題給出了一些建設性意見：完善管理體制、引進國外先進的管理方法，對現(xiàn)有管理方法完善，建立全面的績效考核機制并且與銀行的戰(zhàn)略目標并行，進一步改善社會信用環(huán)境，，構(gòu)建全社會范圍內(nèi)的征信體系。通過對我國商業(yè)銀行信用風險識別、度量、控制方法的深入研究，為我國商業(yè)銀行提高信用風險控制能力，從而達到增強國際競爭力提供了有力的參考。 論文的主要結(jié)論：第一，我國商業(yè)銀行信用風險管理水平依舊存在防范機制不健全、度量手段缺乏、風險控制措施較少等問題；第二，傳統(tǒng)的信用風險管理方法存在一定得局限性，不能夠真實的反映信用風險的實際情況，使用VAR方法進行信用風險度量效果優(yōu)于傳統(tǒng)的信用風險管理方法；第三，針對我國商業(yè)銀行信用風險管理中存在的問題，需要通過先進的信用風險度量手段和不斷提高的風險管理水平來進行風險控制。
[Abstract]:There are four main risks involved in the actual operation of commercial banks in China, including: credit risk, interest rate risk, operational risk, liquidity risk, among which credit risk is regarded as the most important credit risk. This is mainly due to the fact that indirect financing is still dominant at the present stage in our country. Deposits and loans are the most basic and important business content of banks, and they are also an important source of operating profits. Risk management and control is directly related to the stability of bank income and the core competitiveness of commercial banks. Credit risk management includes credit risk identification, measurement and control. In these three stages, credit risk measurement is the basis of credit risk management. The correct choice and use of credit risk measurement is an important part of credit risk management. This paper mainly studies the credit risk management in the credit business of commercial banks. On the basis of the definition and current situation of credit risk, a case study is carried out on the traditional credit risk management methods of commercial banks, including the five-level classification method and the credit rating method. At the same time, by using the modern risk management method VAR to carry on the risk quantification to the commercial bank rating method and the five-level classification method carries on the example analysis, found that the influence our country credit risk management level is low, the management system is backward. Lack of management methods, lack of performance appraisal, poor social credit environment and other reasons. In view of the above problems, some constructive suggestions are given: perfecting the management system, introducing foreign advanced management methods, perfecting the existing management methods, establishing a comprehensive performance appraisal mechanism and parallel with the strategic objectives of the bank. Further improve the social credit environment, and build the whole social credit system. Through the in-depth study of the credit risk identification, measurement and control methods of Chinese commercial banks, it provides a powerful reference for our commercial banks to improve their credit risk control ability and to enhance their international competitiveness. The main conclusions of this paper are as follows: first, the credit risk management level of commercial banks in our country still exists some problems, such as imperfect prevention mechanism, lack of measurement methods, less risk control measures and so on; second, The traditional credit risk management method has some limitations, it can not reflect the actual situation of credit risk. The VAR method is better than the traditional credit risk management method. In view of the problems existing in the credit risk management of commercial banks in China, it is necessary to carry out risk control through advanced measures of credit risk measurement and continuous improvement of risk management level.
【學位授予單位】：對外經(jīng)濟貿(mào)易大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.4

【參考文獻】

相關期刊論文 前10條

1 鄭明川,包萬根,蔣建華;論我國的金融創(chuàng)新及其風險管理[J];商業(yè)研究;2003年20期

2 范南;Creditmetric模型及其對我國銀行信用風險管理的借鑒[J];金融論壇;2002年05期

3 葉耀明,王鵬;我國商業(yè)銀行信貸風險評級體系的國際接軌[J];當代財經(jīng);2003年12期

4 冉賽光,馮曉光;淺析商業(yè)銀行信貸風險的法律控制[J];法學評論;2002年06期

5 李志輝,李萌;我國商業(yè)銀行信用風險識別模型及其實證研究[J];廣東社會科學;2005年02期

6 朱小宗;張宗益;耿華丹;吳俊;;現(xiàn)代信用風險度量模型的實證比較與適用性分析[J];管理工程學報;2006年01期

7 梅良勇;劉勇;;巴塞爾協(xié)議Ⅲ的資本監(jiān)管改革及其影響分析[J];金融理論與實踐;2010年12期

8 章政;田侃;吳宏;;現(xiàn)代信用風險度量技術在我國的應用方向研究[J];金融研究;2006年07期

9 王偉;;我國商業(yè)銀行信用風險現(xiàn)狀及發(fā)展趨勢分析[J];柳州師專學報;2013年01期

10 王健;許靜;;我國商業(yè)銀行信用風險評價研究[J];合作經(jīng)濟與科技;2013年15期

本文編號：1775615