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论文编号：	3725
作者编号：	2120092464
上传时间：	2011/11/23 23:07:50
中文题目：	我国城市商业银行的信用风险管理研究——以天津银行为例
英文题目：	Study on the Credit Risk Management of Our City Commercial Banks in Our Country:Take Bank of Tianjin for an Example
指导老师：	李莉
中文关键字：	城市商业银行，信用风险管理，天津银行，信用风险转移
英文关键字：	City Commercial Bank, Credit Risk Management of Commercial Banks, Bank of Tianjin, Credit Risk Transfer
中文摘要：	由美国次级抵押贷款作为导火线引发的危机从2007年上半年逐渐深入，至今已演变成为影响到全球各个经济实体的金融危机，而且其仍在进一步作用于全球经济甚至导致衰退。这场危机充分诠释了21世纪金融风险的本质属性。这场还远未结束的金融危机让我们深刻地感到，信用风险是商业银行面临的最主要的风险，信用风险既影响着商业银行的资产质量，同时也影响着整个社会经济的平稳运行，正因为如此，巴塞尔银行监管委员会一直致力于改进商业银行风险管理，意在为各国银行业提供风险管理和监管的方法。因此，在当前全球经济持续波动，金融危机频繁爆发的情况下，研究商业银行信用风险管理这一课题无疑具有重要的现实意义。我国商业银行特别是城市商业银行长久以来经营模式粗放、历史包袱沉重，近年来通过自身努力在资产规模、盈利水平等方面有了很大提升，并且通过多种方式处置了一大批历史原因形成的不良资产，使不良资产率大幅降低，但是从行业自身看，制度和机制距离现代商业银行尚有差距，信用风险仍然很大。中国银行业监督管理委员会为提高商业银行管理风险的能力，提升银行资本质量，2007年发布了《中国银行业实施新资本协议指导意见》，规定了自2010年起在我国商业银行业中实施新资本协议，并确定了实施的细则。本文在广泛参考国内外金融理论的基础上，系统研究过去以及现行的商业银行信用风险管理方法，分析了我国城市商业银行的现状，总结归纳了我国城市商业银行信用风险管理方法，结合国际先进银行的方法以及巴塞尔新资本协议的要求建设性地提出了我国城市商业银行信用风险管理的方案。论文共分为六章。第一章介绍了本文的选题背景和意义，方法和内容，以及本文的创新。第二章对本文的主要概念进行定义，并介绍了国内外关于风险的理论，着重对信用风险管理方法进行了阐述；第三章从我国城市商业银行的实际出发，分析了我国信用风险管理的现状和存在的主要问题；第四章结合国际先进银行的方法以及新巴塞尔协议的要求对我国城市商业银行信用风险管理提出具体的应用方案；第五章讨论了城市商业银行信用风险管理方案在天津银行的实施；第六章针对文章内容进行了总结，提出了结论、建议及展望。
英文摘要：	At the beginning of 2007, the sub-prime mortgage crisis of the United States happened, and spread to the global financial markets, and even threatening to the global economy. The sub-prime mortgage crisis of the United States had displayed the nature characters of modern financial risk. The unfinished financial crisis showed us the feelings that the credit risk was the crucial risks faced by the financial institutions, and it had a direct effect on the banking assets and modern social in any aspects. It also affects the whole country economic development, and even had a impact on the entire global economic stability. So the Basel Committee has to bring up some methods continuously to strengthen the banking risk management. In the poor situation of the whole world’s economy, it has a certain practical significance to the management of credit risk of commercial banks. In our country, city commercial banks have been in a higher risky management for so many years. Recently our city commercial banks handle many non-performing assets in different parts, and got more returns. But there was not a principal method to solve the problem of non-performing assets. Credit risks are still very important. China Banking Regulatory Commission issued "the Guide of the Implementation of the New Capital Accord for China Banking" to get more efficiency in risk management of commercial banks in 2007. This guide showed us the timetable of China's commercial banks to implement the new Capital Accord. The new Capital Accord Bank will start by the end of 2010. This assay studied the credit risk management theories from the domestic and foreign scholars systematically. First of all, it started with practical problems of our city commercial banks, secondly study on the credit risky management of our city commercial banks. Finally, the theses got some solutions referring to the New Basel Capital Accord. There were six parts in this article. The first chapter introduced the background and significance, the method and frame of the topic in adequate. The second chapter gave us the definitions of the credit risk of commercial banks. And then it analyzed the approach of credit risk management. The third chapter analyzed the credit risk management of city commercial banks, especially some problems unsolved. The forth chapter gave some particular suggestions of credit risk management of the city commercial banks of China in based on the New Basel Accord. The fifth chapter did some specific research in Bank of Tianjin on using methods of credit risk management for the city commercial banks of China. The sixth chapter totally summarized this article in some solutions and advisements.
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