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论文编号：	11771
作者编号：	2320170573
上传时间：	2020/6/20 22:54:56
中文题目：	商业银行信用风险管理研究——以A银行天津分行为例
英文题目：	Research on Credit Risk Management of Commercial Bank --Taking Tianjin Branch of Bank A as An Example
指导老师：	梅丹副教授
中文关键字：	商业银行；信用风险管理；巴塞尔协议；管理模型
英文关键字：	Commercial Banks； Credit risk management； Basel Accord
中文摘要：	近年来，我国经济取得了跨越式发展，经济发展离不开我国金融业的支持，而商业银行更是在其中起到了举足轻重的作用。在助推经济腾飞的同时，我国商业银行也实现了自身的快速发展。但是在中国银行业繁荣景象背后，是我国商业银行频发的信用风险案件，且案件数额之巨大、性质之恶劣令人乍舌。浮华之后，我国商业银行的风险已初露峥嵘。放眼全球，世界金融业亦是动荡不断，危机重重。从英镑汇率危机到巴林银行倒闭，从亚洲金融危机到美国金融危机，金融行业历次危机无不与商业银行信用风险管理的疏漏有着直接联系。全球金融环境的动荡和信用风险事件的频发，促使巴塞尔银行监管委员会的成立和巴塞尔协议的发布，其中巴塞尔协议更是成为全球商业银行信用风险管理“神圣公约”。 论文首先针对信用风险管理国内外文献进行综述，明确信用风险管理相关理论以及巴塞尔协议对信用风险管理的具体要求。论文以A银行天津分行的信用风险事件作为案例，通过案例分析发现A银行天津分行存在诸多信用风险管理问题，分别是信用风险管理行业政策滞后、风险识别过于依赖模型及数据、客户资料审核不严以及信用风险监测工作不到位。论文针对上述问题进行分析，得出问题成因，包括信用风险管理模型不完善、信用风险管理识别数据获取低效、信用风险管理模式单一、信用风险管理文化缺失等四个方面。最后，论文提出A银行天津分行信用风险管理优化方案，具体措施为优化信用风险管理模型、优化信用风险数据获取、将信用风险管理纳入考核以及建立信用风险管理文化。 希望通过本文的研究，可以实现A银行信用风险管理方案的优化，进而提升A银行信用风险管理水平，并希望能够把成功经验有效复制并推广开来，为精进我国商业银行信用风险管理做出贡献。
英文摘要：	In recent years, China's economy has made great strides. The rapid economic development cannot be separated from the support of China's financial industry, and commercial Banks play a decisive role. While promoting the rapid development of China's economy, China's commercial Banks have also realized their own rapid development. However, behind the prosperity of China's banking industry, commercial bank credit risk cases occur frequently, the huge amount and the bad nature of the surprise. Behind the glitz, the risk of China's commercial Banks has emerged. Across the globe, the global financial sector is in constant turmoil and crisis. From the sterling exchange rate crisis to the Barings Bank collapses, from the Asian financial crisis to the outbreak of the financial crisis in the United States, each financial crisis is directly related to the negligence of credit risk management of commercial Banks. The turbulence in the global financial environment and the frequent occurrence of credit risk events have prompted the establishment of the Basel committee on banking supervision and the release of the Basel accord, which has also become the "compass" for the credit risk management of global commercial Banks. Firstly, this paper reviews the domestic and foreign literature on credit risk management, clarifies the relevant theories of credit risk management and the specific requirements of Basel accord on credit risk management, and establishes the theoretical basis for the research of this paper. Papers with A bank tianjin branch credit risk events as an example, through the case found A bank tianjin branch under the credit risk management problems, respectively is the lag of relevant credit risk management policy, risk identification rely too much on model and data, risk assessment data to improve management level, the credit risk monitoring work does not reach the designated position. Based on the above problems, this paper analyzes the causes of the problems. Through analysis, the problems related to the credit risk management of bank A are caused by four reasons: imperfect credit risk management model, inefficient acquisition of credit risk management identification data, single credit risk management mode and lack of credit risk management culture. Finally, the paper puts forward the optimization scheme of credit risk management of bank A tianjin branch, and the specific measures are to optimize the credit risk management model, optimize the acquisition of credit risk data, integrate credit risk management into the assessment, and establish the credit risk management culture. It is hoped that through the study of this paper, the credit risk management scheme of bank A can be optimized to improve the level of credit risk management of bank A, and the successful experience can be effectively copied and popularized to contribute to the improvement of credit risk management of commercial Banks in China.
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