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论文编号：	14936
作者编号：	2320224047
上传时间：	2024/12/6 16:48:22
中文题目：	TY银行债券投资信用风险管理研究
英文题目：	Research on Credit Risk Management of TY Bank''''s Bond Investment
指导老师：	王曼舒副教授
中文关键字：	债券投资；信用风险；管理改进；风险缓释
英文关键字：	Bond investment; Credit risk; Management improvement; Risk mitigation
中文摘要：	近几年，随着银行监管政策的频繁更新，金融、经济形势不确定性的上升，银行业的运营环境发生了深刻变化。依赖传统的存贷款业务已不足以保障银行的持续与健康发展。在此背景下，债券投资作为商业银行资产配置的重要环节，因其具备偿还性、流通性、安全性和收益性的特质而受到广泛关注。对于商业银行来说，债券投资是一种优良的资产配置方式，可补充银行利润来源并平衡流动性与收益性之间的关系。因此，如何有效管理债券投资信用风险，使商业银行债券投资信用安全稳健发展，成为了商业银行目前急需解决的重要问题。 论文以TY银行为研究对象，深入探讨了该银行在债券投资中的信用风险管理现状，并识别了存在的主要问题。研究发现，随着经济周期的变化和市场环境的演变，债券投资面临的信用风险逐渐显现，并成为银行风险管理中的关键问题。TY银行在债券投资信用风险管理方面已经建立了一套较为完善的管理体系，包括风险识别、评估、监控、报告和应对等环节。然而，在实际操作中，该银行仍面临一些挑战，如债券准入标准不明确、内部评级体系不够精细、信息化管理滞后等问题。 为此，本论文提出了针对性的改进建议，包括优化债券投资的准入标准和分类体系，强化内部信用评级模型的精细化和科学性，提升信息化管理水平，加强投后管理与协同机制等。这些建议旨在进一步完善TY银行的信用风险管理体系，提升其债券投资的稳健性和安全性，从而确保银行的长期可持续发展。通过理论分析与实地调研的结合，本论文为银行及其他金融机构在债券投资中的信用风险管理提供了有益的经验和方法论指导，为提升整体的风险管理效率和效果做出了贡献。
英文摘要：	In recent years, with the frequent updating of banking supervision policies and the rising uncertainty of financial and economic situations, the operating environment of the banking industry has undergone profound changes. Relying on traditional deposit and loan business is no longer enough to guarantee the sustainable and healthy development of banks. In this context, bond investment, as an important part of the asset allocation of commercial banks, has been widely concerned because of its characteristics of repayment, liquidity, security and profitability. For commercial banks, bond investment is an excellent asset allocation method, which can supplement the bank's profit source and balance the relationship between liquidity and profitability. Therefore, how to effectively manage the credit risk of bond investment and make the credit of bond investment of commercial banks safe and sound development has become an important issue that commercial banks need to solve at present. This thesis takes TY Bank as the research object, deeply discusses the credit risk management status of the bank in bond investment, and identifies the main problems. It is found that with the change of economic cycle and the evolution of market environment, the credit risk faced by bond investment gradually appears and becomes the key issue in bank risk management. TY Bank has established a relatively complete management system for the credit risk management of bond investment, including risk identification, assessment, monitoring, reporting and response. However, in practice, the bank still faces some challenges, such as unclear bond access standards, internal rating system is not refined enough, and information management lags behind. To this end, this thesis puts forward targeted improvement suggestions, including optimizing the access standards and classification system of bond investment, strengthening the refinement and scientificity of internal credit rating model, improving the level of information management, and strengthening the post-investment management and coordination mechanism. These recommendations aim to further improve TY Bank's credit risk management system and enhance the soundness and security of its bond investments, thereby ensuring the long-term sustainable development of the bank. Through the combination of theoretical analysis and field research, this thesis provides useful experience and methodology guidance for the credit risk management of banks and other financial institutions in bond investment, and makes contributions to improving the efficiency and effect of overall risk management.
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