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论文编号：	1774
作者编号：	2120072086
上传时间：	2009/12/21 21:32:16
中文题目：	商业银行国际贸易融资风险管理研究——以中国银行天津分行为例
英文题目：	the risk management research of global trade financing of commercial banks
指导老师：	于斌
中文关键字：	贸易融资 融资风险 风险管理
英文关键字：	trade financing financing risks risk management
中文摘要：	本文以全球金融危机经济危机为论文分析的背景，结合新修订实施的巴塞尔协议，国内各商业银行正在根据新体系和新标准进行各类风险管理的调整这一国内银行业的大背景，以中国银行天津市分行作为研究对象，阐述了商业银行国际贸易融资的风险形式、风险特征及风险成因，在对国际贸易融资风险深入研究的基础上对防控此类风险的措施进行了深入分析。我国的商业银行从事国际贸易融资时间短，又是国际惯例的执行者而非制定者，存在天然的劣势，因此合理而积极的防范措施是我国商业银行控制自身风险暴露的最佳方案。 本文将国内商业银行作为市场经济的平等参与者，而非承担某些社会责任的特殊经济体，将其和进出口商作为博弈中平等的双方。运用市场失灵理论的逆向选择和道德风险结论解释双方博弈的后果，即处于信息劣势的商业银行出现了国际贸易融资风险。进而引出近年来开始倍受关注的经济资本管理理论，从理论的基本定义、核心思想以及以RAROC为核心的风险管理方法进行了理论回顾。 本文首先介绍了国际贸易融资的出现与发展，进而列出主要的国际贸易融资产品和主要的新产品。在综合分析了各产品的风险特征后总结归纳成国际贸易融资的风险形式、风险特征和成因。在对商业银行国际贸易融资的风险进行了充分分析后，运用经济资本管理理论以及结合实践经验提出风险防控措施，包括控制进出口商风险和控制商业银行自身风险两个方面。通过对中行天津市分行作为研究对象的实际案例将理论与实际进行结合，综合的分析案例所揭示的真实情况，从中得到有用的启示。最后在总结全文的基础上提出今后研究的方向，除了交易双方各自进行风险防控外，外部环境的有力保障也是重要的措施。 通过系统理论分析和案例研究得到的对于风险管理有效措施的结论是具有普遍意义的，论文的研究成果对于现实的国内商业银行国际贸易融资具有一定的启示和参考意义。
英文摘要：	Under the circumstances of global financial crises and economic crises, every domestic commercial bank is adjusting their own overall risk management according to the new system and new standard. Based on the example of Bank of China Limited Tianjin Branch, this thesis interprets types, character and causes of risks. And this thesis also analyzes the methods of preventing and controlling risks based on the deep research of global trade financing. Our domestic commercial banks have small experience in global trade financing, and have to observe to international practices. Therefore domestic commercial banks’ best choice is reasonable and positive methods of preventing and controlling risk exposures. This thesis regards commercial banks as fair partners in the market, but not as special ones bearing some social responses. Commercial banks and their customers are all fair parts in the game. Based on the theory of Market Failure, the result of the game is the risks in the global trade financing due to the disadvantage of commercial banks. The thesis also introduces the popular theory of economic capital management, including the basic definition of the theory, core ideas and the methods of risk management with RAROC index. The thesis first introduces the appearance and development of global trade financing, and then introduces major products of global trade financing of commercial banks and newly developing products. The thesis also induces types, character and causes of risks of global trade financing after overall analyzing every product. After analyzing the risks of global trade financing of commercial banks, the thesis brings forward the methods of preventing and controlling risks, including controlling the risks of commercial banks and importers and exporters, using the theory of economic capital management and practical experiences. And then combining with the theories and practical examples, the thesis analyzes the experience coming from examples. At last, the thesis points out emphases of future research, which is besides that the two parties control their own risks, supports from outwards is also a strong method. It is very significant that conclusions of methods of risk preventing and controlling management come from theoretical analysis and research of examples. The outcome of the thesis is revelatory and referenced to the global trade financing of domestic commercial banks.
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