發(fā)布時間：2018-01-05 00:22

  本文關(guān)鍵詞：商業(yè)銀行公司貸款風(fēng)險與效益評估：面向中國銀行甘肅省分行貸款投向與經(jīng)濟效益的探索　出處：《蘭州大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 商業(yè)銀行 公司貸款 信用風(fēng)險 效益評估

【摘要】：隨著世界金融危機的頻繁來襲,人們越來越多地開始關(guān)注商業(yè)銀行的經(jīng)營風(fēng)險與經(jīng)營效益。實際上,這在很大程度上依賴于銀行貸款的風(fēng)險管控與經(jīng)濟效益,這可以追溯到巴塞爾新資本協(xié)議的實施、緊縮貨幣政策對商業(yè)銀行的影響及風(fēng)險管控與經(jīng)營效益對商業(yè)銀行可持續(xù)發(fā)展的重要意義。本文依托巴塞爾新資本協(xié)議信用風(fēng)險理論及信用風(fēng)險衡量模型,首先分析了中國銀行甘肅省分行新資本協(xié)議內(nèi)評法下RAROC與EVA的經(jīng)濟涵義；其次進(jìn)行了中國銀行甘肅省分行不同貸款行業(yè)與不同貸款客戶規(guī)模的RAROC與EVA計量分析,這包括17個貸款行業(yè)RAROC與EVA計量分析、貸款客戶規(guī)模RAROC計量分析；然后指出了中國銀行甘肅省分行公司貸款風(fēng)險調(diào)整后資本收益率較低,經(jīng)濟價值增加值不高,其誘因是由于公司貸款風(fēng)險緩釋偏弱,資本占用較高所致。結(jié)合新資本協(xié)議的不斷深化實施,加強信用風(fēng)險緩釋工具的運用已經(jīng)刻不容緩。最后,論文闡明了信用風(fēng)險緩釋工具的運用要求,并提出了建立健全信用風(fēng)險緩釋管理體系,切實提高公司貸款收益的建議。
[Abstract]:With the frequent attack of the world financial crisis, people begin to pay more and more attention to the management risk and benefit of the commercial bank. In fact, it depends on the risk control and economic benefit of the bank loan to a great extent. This can be traced back to the implementation of the new Basel Capital Accord. The impact of tight monetary policy on commercial banks and the significance of risk management and management benefits to the sustainable development of commercial banks. This paper relies on the new Basel Capital Accord credit risk theory and credit risk measurement model. Firstly, the economic implications of RAROC and EVA under the new capital agreement of Gansu Branch of Bank of China are analyzed. Secondly, the paper analyzes the RAROC and EVA of different loan industry and different loan customer size of Bank of China Gansu Branch, which includes 17 loan industry RAROC and EVA econometric analysis. RAROC quantitative analysis of loan customer size; Then points out that the bank of China Gansu Branch after the adjustment of the risk of capital return is low, the added value of economic value is not high, the inducement is that the company loan risk release is weak. Combined with the deepening implementation of the new capital agreement, it is urgent to strengthen the use of credit risk mitigation tools. Finally, the paper clarifies the application requirements of credit risk mitigation tools. The paper also puts forward some suggestions on how to establish and perfect the credit risk mitigation management system and improve the company's loan income.
【學(xué)位授予單位】：蘭州大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.4

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本文編號：1380771