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论文编号：	294
作者编号：	041975
上传时间：	2008/12/12 18:56:02
中文题目：	商业银行信用风险管理问题探讨—
英文题目：	Credit risk managment of Comme
指导老师：	肖沂
中文关键字：	商业银行 信用风险 风险管理
英文关键字：	commercial banks credit risk r
中文摘要：	我国己于2001年11月10日加入WTO，这标志着我国经济将进入一个新的发展时期，我国金融与世界金融将融为一体。，随着金融自由化、全球化趋势的日益显现和金融创新业务的层出不穷，各国银行业当前的监管措施和监管力度以及商业银行本身的信用风险管理水平都很难适应日趋复杂的银行风险新形势和新环境。经济全球化扩大了金融的作用，同时也扩大了金融风险的作用范围，而以风险为基本特征的现代市场经济是一种高度货币化、信用化的资源配置模式，经济运行中的风险最终会通过各种途径集中表现在金融体系最基本的风险类型——信用风险上，在市场经济条件下，银行信用风险的大小己从根本上决定了金融体系的稳定与否以及经济能否健康、持续地发展。这种决定作用在经济转型国家和发展中国家表现得尤为突出，东南亚金融危机就是最好的证明。2008年6月雷曼兄弟公司股价雪崩，到两家联邦房贷机构房利美（Fannie Mae）和房地美（Freddie Mac）(下称“两房”)出现危机，仍在持续的美国经济和金融危机，值得国内商业银行关注和深思。使人们对新形势下商业银行信用风险管理问题进行了深刻的反思，这极大地丰富和发展了商业银行信用风险管理的理念和技术，并最终促成了侧重于银行信用风险管理的《新巴塞尔资本协议》的出台。它标志着信用风险管理已将成为商业银行所面临的首要的战略问题。因此，必须加强我国商业银行风险特别是信用风险的管理，而信用风险的有效管理又必须建立在一个完善且健全的管理制度基础之上。 本文研究的重点是我国商业银行信用风险的管理问题。首先，在对信用风险的概念进行界定，阐明了信用风险的表现形式及其特征。本研究将信用限定为银行借贷行为的总称，是以偿还为条件的特殊的价值运动形式，是从属于商品货币关系的一个经济范畴。因此，信用风险又称信誉风险或保证风险，是指借款人、债券发行人或金融交易一方由于各种原因不能履约致使金融机构、投资人或交易对方遭受损失的可能性。从狭义上讲，指借款人到期不能或不愿履行还本付息协议，致使银行遭受损失的可能性，它实际上是一种违约风险。从广义上讲，信用风险是由于各种不确定性因素对银行信用的影响，使银行等金融机构经营的实际收益结果与预期目标发生背离，从而导致金融机构在经营活动中遭受损失或获取额外收益的可能程度。 通过介绍相关理论背景知识和国内外相关研究，对本文的研究提供理论支撑。 然后着重研究我国银行业现状和特点，对我国商业银行的现状和特殊性进行分析，总结出我国商业银行信用风险的现状和特点。我国商业银行主要以获取存贷利差为主、中间业务收入和其他业务收入为辅的收入结构和盈利模式，同时银行业本身是周期敏感型行业，自身的发展又受制于央行的货币政策，近年来偏紧的宏观政策是对以前不合适的货币投放的纠正，短期内不利于银行传统业务的发展，但有利于整个经济长期健康发展和银行业的长期发展。银行业存在进入壁垒高、经营内容特殊和产品定价权力有限等特殊性。由此发现我国商业银行信用风险存在概率高，集中度高，资本组合不合理等特点，其信用风险管理组织机构不健全、信用风险管理方法落后等问题突出。 再后本文对我国商业银行信用风险的成因进行深入探讨。总结我国商业银行存在自身的产权不清晰、公司治理机制不完善、内部职员整体素质不高、信用风险管理的工具落后等内部信用风险因素；同时，社会信用体系不健全外部监管体制不完善等因素构成了信用风险的外部成因。政府行政干预、信用风险事前防范和预警机制不健全、管理基础薄弱、市场退出机制不完善等仍是我国信用风险管理的制约因素。并且基于我国现阶段商业银行信用风险现状和特点，对比分析国际先进的银行企业的模式，阐述解决商业银行信用风险的策略和建议。借鉴国外商业银行先进经验，结合我国商业银行的实际情况，提出加快建立和完善国内商业银行的风险管理组织体系，加快国内商业银行的信用风险管理信息系统建设，加快建立我国商业银行信用风险量化管理体系等银行体系内部应对策略，以及完善我国金融体系建设建立和发展信用衍生产品市场，加强社会信用文化建设建立规范的社会信用体系，加强对商业银行的金融监管等银行体系外部的应对策略。 最后，本文通过对南京银行信用风险进行分析，从组织结构、收入模式和贷款集中高等方面分析了南京银行所面临的主要信用风险问题，同时就以南京银行为代表的我国商业银行信用风险控制与监管的制度完善提出了建议，在当前世界经济衰退，我国经济面临萎缩的宏观环境下，特别基于我国现阶段法律法规不健全，制度不完善的情况下，我国商业银行如何适应环境变化，结合自身的特点应对可能出现的信用风险问题，指出了完善我国商业银行信用风险管理及监管体系，借鉴国际先进经验，建立信用风险宏微观约束机制、银行内控制度，推进产品创新，建立预警机制以及利用先进的信用风险管理方法等措施，以达到控制信用风险管理的目的。 本文采用理论研究与调查研究相结合的方法，以国内某银行（南京银行）为案例，对深化当前我国商业银行信用风险管理存在问题的认识，探索控制信用风险途径具有一定的理论意义;同时总结其信用风险管理的实践经验，试图为改善我国商业银行信用风险管理现状提供思路，这对解决目前我国商业银行信用风险管理中存在的问题，提高我国商业银行信用风险管理水平，缩小和国际先进银行的差距都具有重要的现实意义。
英文摘要：	November 10, 2001，China had been in accession to the WTO, which marked China's economy would enter a new period of development, China will merge into the world's financial and monetary integration. Economic globalization has expanded the role of finance, but also expanded the scope of financial risks. Taking risks as the basic feature, the modern market economy is a kind of resource allocation model with a high degree of monetary and credit concentration. The risk of economic operation, eventually through various channels, count on the performance of the financial system, because the most basic risk of market economy is the credit risk. The size of bank credit risk fundamentally determines the stability of the financial system or not, as well as its healthy and sustainable development. Such a decisive role becomes particularly prominent in the developing countries and countries with economical transforming. The Southeast Asian financial crisis is the best proof of this. June 2008 Lehman Brothers shares avalanche, the two federal mortgage agency Fannie Mae and Freddie Mac (hereinafter referred to as "bedroom") crisis, results in declining of the U.S. economy, even the global economy. So that domestic commercial banks should pay attention to and concern about it. It is therefore necessary to strengthen the risk management of domestic commercial bank and built on a sound management system. Accordingly, approaches and technology developed in the field of credit risk management, which finally lead to the birth of New Basel Capital Accord. Credit risk management thus becomes a critical question for all commercial banks. Based on the latest development of the Basel Accord, this project will be significant in terms of understanding the current condition of credit risk management in commercial banks in China, controlling non-performing loans, enhance credit risk management and reducing the gap with well-managed world banks. This paper will focus on commercial banks’ credit risk management. First, define the concept of credit risk and its performance characteristics which shapes the theoretical foundation of this paper. Credit, defined in this paper, is the action of lending & borrowing through the bank system which requires the borrower returned the money on time as agreed by two parties. And the credit risk refers to the possibility of the borrower or one of the two parties beaching the contract and resulting in financial loss of the other party. It is belong to the economical scope of commodity & monetary. It is not limited in the possibility that the borrower unwilling to carry out his liability but also refer to the uncertainty which finally leads to the deviation between expected target and real performance. Then introduce the current situation and the characteristics of China's banking industry, and summary out the character of bank credit risk. Domestic commercial bank takes loan margin as the major income, and service charges as minor income. And bank industry is a highly sensitive industry subject to micro economical environment and government policy. So the tight monetary policy, adopted by central government, will restrict the development of whole banking industry. Concluded from the research of banking industry, we find their credit risk pointed by high ratio, high concentration and irrational capital portfolio without sound risk management organization & advanced technical method. This paper also deeply analysis the macro and micro causes regarding the currant credit risk problems. The internal causes include the uncertain ownership, incomplete management mechanism, lack of professional talent, poor risk control and prevention technology. The external causes include government intervention, unsound alarming system, weak social foundation, unavailable quit procedure. Based on the causes, comparing with western successful bank system, this article provides the solution aon how to improve credit risk management: transforming the functions of government to reduce intervention; fostering market-based competitive mechanisms ;innovating on the ownership structures and building up modem enterprise systems, employing credit derivatives to reduce non-performing loans; adopting advance credit risk analysis & prevention technology; building up social integrity and trust system. Finally, through analysis of Nanking Bank, find out the common shortage in credit risk manage of domestic commercial banks, especially in organization structure, profit portfolio & bad loan control. This article offers domestic banks to build well credit risk monitoring and control systems to reduce the ratio of their credit risk, draw on advanced international experience, and stir the establishment of credit risk Huge-binding mechanism for bank credit risk control system, as well as external monitoring system. Hope the multi-angle discussion in this article stimulate others to offer valuable ideas for the thorough research of our commercial bank’s credit risk and establish sound and healthy management system.
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