本文選題：巴塞爾新資本協(xié)議 + 內(nèi)部評(píng)級(jí)法　； 參考：《廣西大學(xué)》2013年碩士論文

【摘要】：隨著全球金融和經(jīng)濟(jì)形式的日趨復(fù)雜化,商業(yè)銀行經(jīng)營(yíng)管理面臨越來(lái)越多的風(fēng)險(xiǎn)挑戰(zhàn)。本文研究的是巴塞爾新資本協(xié)議下的內(nèi)部評(píng)級(jí)法在商業(yè)銀行信貸管理中的應(yīng)用,以個(gè)案研究為主,理論研究為輔,不對(duì)相關(guān)理論及模型進(jìn)行論證分析,以某股份制銀行為例,在實(shí)際運(yùn)用中找出問(wèn)題,并通過(guò)國(guó)內(nèi)外銀行經(jīng)驗(yàn)借鑒,提出解決問(wèn)題的對(duì)策,擬在個(gè)案分析方面進(jìn)行嘗試。 本文首先介紹B銀行內(nèi)部評(píng)級(jí)法的發(fā)展歷程,分析內(nèi)部評(píng)級(jí)法在B銀行授信審批、授權(quán)管理、風(fēng)險(xiǎn)定價(jià)、風(fēng)險(xiǎn)限額、風(fēng)險(xiǎn)預(yù)警和貸后管理上的應(yīng)用；通過(guò)具體案例展示了內(nèi)部評(píng)級(jí)結(jié)果在授信準(zhǔn)入、審查審批、貸款定價(jià)及貸后管理方面的運(yùn)用情況,對(duì)該行信貸風(fēng)險(xiǎn)管理中應(yīng)用內(nèi)部評(píng)級(jí)法的成效進(jìn)行分析,對(duì)存在的基礎(chǔ)數(shù)據(jù)支持不夠、應(yīng)用的人才支持不足、內(nèi)部評(píng)級(jí)法的應(yīng)用不夠深入等問(wèn)題進(jìn)行剖析。通過(guò)借鑒國(guó)內(nèi)外商業(yè)銀行在內(nèi)部評(píng)級(jí)法運(yùn)用上的實(shí)踐經(jīng)驗(yàn),結(jié)合B銀行的風(fēng)險(xiǎn)管理現(xiàn)狀及內(nèi)部評(píng)級(jí)法實(shí)施條件,提出改善B銀行信貸風(fēng)險(xiǎn)管理中內(nèi)部評(píng)級(jí)法應(yīng)用的對(duì)策,主要包括解決內(nèi)部評(píng)級(jí)法系統(tǒng)及數(shù)據(jù)支持不夠；組建高水平、專(zhuān)業(yè)化的人才隊(duì)伍；深入拓展內(nèi)部評(píng)級(jí)法應(yīng)用；深化信貸資產(chǎn)風(fēng)險(xiǎn)分類(lèi)管理；塑造良好的風(fēng)險(xiǎn)管理文化及加強(qiáng)評(píng)級(jí)基礎(chǔ)管理工作的對(duì)策建議。
[Abstract]:With the increasing complexity of global financial and economic forms, commercial banks are facing more and more risk challenges. This paper studies the application of the internal rating method under the Basel New Capital Accord in the credit management of commercial banks. The case study is the main, the theoretical research is supplementary, and the relevant theories and models are not demonstrated and analyzed, taking a joint-stock bank as an example. In the practical application to find out the problem, and through the experience of domestic and foreign banks, put forward solutions to the problem, the case study of the attempt. This paper first introduces the development of the internal rating method of Bank B, and analyzes the application of the internal rating method in the credit approval, authorization management, risk pricing, risk limitation, risk early warning and post-loan management of Bank B; The application of internal rating results in credit access, examination and approval, loan pricing and post-loan management is demonstrated through specific cases, and the effectiveness of applying internal rating method in credit risk management of the bank is analyzed. The existing problems such as insufficient support for basic data, insufficient support for talents in application, and insufficient application of internal rating method are analyzed. Based on the practical experience of domestic and foreign commercial banks in the application of internal rating method, combined with the present situation of risk management of Bank B and the implementation conditions of Internal rating method, the paper puts forward some countermeasures to improve the application of Internal rating method in Bank B's credit risk management. It mainly includes solving the internal rating system and insufficient data support; establishing a high level and specialized personnel team; expanding the application of internal rating method; deepening the credit asset risk classification management; Develop a good culture of risk management and strengthen the basic management of rating countermeasures.
【學(xué)位授予單位】：廣西大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F832.4

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