本文關(guān)鍵詞：基于商業(yè)銀行信貸風(fēng)險測量理論下的不良資產(chǎn)處置研究　出處：《吉林財經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

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【摘要】：本文基于商業(yè)銀行風(fēng)險測量方法對銀行的不良資產(chǎn)處置進(jìn)行研究，意在通過對商業(yè)銀行風(fēng)險測量方式的介紹，使銀行從源頭上減少不良資產(chǎn)的形成，，通過介紹國外的先進(jìn)做法，進(jìn)而使我國商業(yè)銀行在不良風(fēng)險處置問題上吸取其成功經(jīng)驗(yàn)，取長補(bǔ)短。全文分五章： 第一章介紹了不良資產(chǎn)處置的研究背景、研究目的及意義、研究方法及國內(nèi)外的研究現(xiàn)狀。 第二章介紹了商業(yè)銀行在貸款監(jiān)測上的理論方法，包括傳統(tǒng)理論中的專家方法、評級方法、信用評分法與現(xiàn)代理論中的KMV模型、宏觀模擬法、風(fēng)險中性估值法、在險價值估值法。 第三章介紹了不良貸款的現(xiàn)狀及中國四大商業(yè)銀行與股份制商業(yè)銀行對于不良貸款的成因。 第四章介紹了國外銀行的優(yōu)秀做法。韓國的組建資產(chǎn)管理公司；瑞典的“好銀行”與“壞銀行”處理并重；法國的信貸銀行的市場化與民營化。 第五章我國處置不良資產(chǎn)的建議。資產(chǎn)證券化沖銷不良資產(chǎn)、資本運(yùn)營法沖銷不良資產(chǎn)、聯(lián)合運(yùn)營法沖銷不良資產(chǎn)、并購重組法沖銷不良資產(chǎn)。
[Abstract]:The measurement method of the risk of commercial bank based on the research of the disposal of non-performing assets of the bank, is intended to measure the risk of commercial banks, the bank from the source to reduce the formation of non-performing assets, through the introduction of foreign advanced practice, which makes our commercial bank in the disposal of bad risk problems learn from their successful experiences, learn from each other this thesis is divided into five chapters:
The first chapter introduces the background of the research on the disposal of non-performing assets, the purpose and significance of the research, the research methods and the status of the research at home and abroad.
The second chapter introduces the theory and method of loan monitoring in commercial banks, including the expert theory in traditional theory, the rating method, the credit scoring method and the KMV model in modern theory, the macro simulation method, the risk neutral valuation method, and the value at risk valuation method.
The third chapter introduces the present situation of non-performing loans and the causes of non-performing loans in China's four major commercial banks and joint-stock commercial banks.
The fourth chapter introduces the excellent practices of foreign banks. The establishment of Asset Management Co in Korea, the "good banks" in Sweden and the bad banks are all equal, and the marketization and privatization of credit banks in France.
The fifth chapter is the suggestion of disposing bad assets in China. Asset securitization sterilizing bad assets, capital operation method sterilizing bad assets, joint operation method sterilizing bad assets, and mergers and Acquisitions Act to sterilate bad assets.

【學(xué)位授予單位】：吉林財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.4;F224

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本文編號：1357597