联系我们

论文查询结果	返回搜索

论文编号：	10000
作者编号：	2220160473
上传时间：	2018/6/6 16:47:28
中文题目：	D银行天津分行贷款组合优化配置研究
英文题目：	Research on Loan Portfolio Optimization of D Bank Tianjin Brunch
指导老师：	黄福广
中文关键字：	贷款组合优化；贷款结构；D银行天津分行
英文关键字：	Loan Portfolio Optimization; Loan structure; D Bank Tianjin Branch
中文摘要：	目前，在我国商业银行经营模式下，我国商业银行的主要信贷资产业务依然是贷款业务，适度权衡风险和收益是商业银行贷款资源配置的基本原则。在贷款资源有限约束下，研究贷款的优化组合以获取最佳经营效果成为商业银行信贷经营和风险管理的重点之一。 本文首先对贷款组合管理的相关理论进行了回顾，继而对现代投资组合理论基础及商业银行风险评价理论及商业银行绩效评价理论进行了阐述。紧接着以D银行天津分行为例，分析D银行天津分行贷款结构、贷款组合现状，并发现了其在行业结构、贷款规模结构上存在贷款集中度过高的问题。在评估标准问题上，信贷系统测量客户授信试算额度时，未考虑客户所属行业对测量结果的影响。在对D银行天津分行绩效评价体系及风险评价标准的研究中，发现其在绩效考核中未将EVA及存量贷款组合优劣作为业绩评价因素，造成营销人员未能将权衡收益与风险之间的关系作为发展业务的前提条件。 针对上述问题，本文对D银行贷款组合优化提出如下改进措施:1.提高资本使用效率，使贷款投向于单位收益高的行业；2.引入流动资金测算表，控制单一客户的授信额度，防止对企业过度授信；3.建议D银行信贷系统在评级模块设置占比阈值，在评级报告中加入企业所属行业贷款投放占比；4. 将EVA及存量贷款组合优劣指标加入对营销机构的考核中，提升营销人员平衡收益与风险之间关系的意识。
英文摘要：	At present, under the business model of China’s commercial banks, the major credit asset business of China’s commercial banks is still a business, and moderately weighing the risks and benefits is the basic principle for the allocation of commercial bank loan resources. Under the constraint of limited loan resources, studying the optimal combination of loans to obtain the best operating results has become one of the focuses of commercial banks' credit management and risk management. This paper first reviews the relevant theories of loan portfolio management, and then elaborates on the theoretical basis of modern portfolio theory and risk assessment theory of commercial banks and performance evaluation theory of commercial banks. Followed by the case of D Bank Tianjin Branch, the Bank analyzed the loan structure and loan portfolio status of D Bank Tianjin Branch, and found that there was a problem of excessive loan concentration in the industry structure and loan size structure. In addition, when the credit system measures the customer credit trial amount, it does not consider the impact of the customer's industry on the measurement results. In the study of D Bank Tianjin Branch’s performance evaluation system and risk assessment criteria, it was found that the performance merits of the EVA and stock loan portfolio were not used as performance evaluation factors in the non-performance evaluation, which resulted in the failure of marketers to balance the benefits and risks. Relationships are prerequisites for the development of business. In response to the above issues, this paper proposes the following improvement measures for D bank loan portfolio optimization: 1. Improve the efficiency of capital use, so that the loan is invested in the industry with high unit returns; 2. Introduce the working capital measurement table to control the credit limit of a single customer and prevent Corporate over-grant; 3. Suggest that the D-bank credit system should set a proportion threshold in the rating module, and add the proportion of loans to the industry to which the enterprise belongs in the rating report; 4. Add the merits and demerits of EVA and stock loan portfolio to the assessment of marketing agencies. , raise awareness among marketers of the balance between income and risk.
查看全文：	预览  下载(下载需要进行登录)