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论文编号：	4674
作者编号：	2120082395
上传时间：	2012/12/10 14:26:54
中文题目：	北京银行信用风险评价体系研究
英文题目：	The Research on Credit Risk Management of Bank of Beijing
指导老师：	黄福广
中文关键字：	北京银行 巴塞尔协议 信用风险评价
英文关键字：	Bank of Beijing Basel Accord Credit Risk Management
中文摘要：	商业银行靠信用生存和发展，靠风险运营来获得收益，商业银行的稳健发展，与强大的风险管理能力紧密关联。银行面临的所有风险中最重要的部分是信用风险管理，信用风险的管理，首先必须从可识别，可量化开始，然后才能有效管控。 为了引导全球银行业的健康有序发展，巴塞尔委员会早在1975年就开始发布第一个协议，之后巴塞尔协议根据全球经济和金融发展的情况不断修订、完善和升级。尤其是《巴塞尔新资本协议》，已经作为评价各国银行业资本水平和监管能力的国际标准。而2008年的世界经济危机，还继续催生了《巴塞尔协议Ⅲ》。巴塞尔委员的核心导向是加强资本监管，推进商业银行从“资产负债平衡管理”模式转型为“风险预测与管控”的管理模式。巴塞尔相关协议的每一次发布，无可争辩的都会引起国际金融监管准则的调整与升级，影响着银行的经营模式和战略方向。因此，商业银行应遵从这一发展的风向标，加快建立起一套与新协议接轨的，符合国情的，并能从银行自身情况出发的全面风险评价体系，实现对风险进行有效管理，实现长远的战略目标。 北京银行是我国城市商业银行和股份制银行中的代表，也是目前规模最大的区域性银行，在十六年的发展过程中,业务增长迅速,但是在信用风险管理与评价方面,也面临着巨大的挑战。本文采用了理论结合实证、定量结合定性的研究方法，通过分析北京银行信用风险评价的现状，以及在信用风险评价方面的挑战，梳理了北京银行信用风险管理和评价体系的框架及体系，对我国商业银行如何开发适合自身的内部评价系统，以及在这个过程中不断进行机制创新、架构优化、人才引进，文化渗透等方面，进行了探索和研究，可为相关银行或机构提供有益的借鉴。
英文摘要：	How Joint-stock commercial bank manages credit risk remains the most import theoretic topic in the research field of enterprise capital and credit risk control. Joint-stock commercial bank credit risk prediction and control as well as post-credit maintenance and monitoring process are full of complexity, and it stays as top priority for commercial banks as to how to build a scientific and reasonable credit risk control system in a bid to more effectively safeguard its capital and asset safety and support the healthy and concerted development of all financial business, so as to improve the overall competency. The fundamental research purpose is driven by the needs of urgent improvement of current joint-stock commercial bank's credit risk management, capital asset utilization and efficiency improvement which will maximize the return of equity. Of the significance in these regards, commercial banks can establish mechanism protection to improve the risked weighted asset return and optimize the funding allocation structure. Regarding the nature which is very obvious, credit risk represents the nature of international and domestic financial markets and plays an important role in adjusting the credit activities on various levels in the society. As for the detailed credit risk activities by commercial banks as a market player, its behavior is featured by generating the return of asset while minimizing the adverse impact on the financial world and society by the credit activities. The credit risk management and control scheme of commercial banks has a direct impact on both the business conduct and commercial return of the micro units within the banks, as well as the entire financial and monetary market competition order and the overall operating efficiency. As for the importance of the combination of credit risk management and BASEL Accord, it represents the main content of business management of modern commercial banks in view of its direct correlation with the overall competency of commercial banks; In the meantime, BASEL Accord is termed to represent the macro trend and direction of global commercial banks in terms of credit risk management, and the research of it in combination with the status quo of China’s commercial banks will fill the gap between Chinese banks and leading international ones. In this connection, this research is focused on BASEL Accord for analysis of the credit risk management of joint-stock commercial banks in China, and thus is deemed of important reference and value to both theoretic research and practice. This study analyzes the classical theory of credit risk theory and modern theoretical models of credit risk, and discusses the development process of new Basel Capital Accord as well as the requirement of credit risk management and assessment methods, in such a way to certify its effect mechanism in the course of banks’ credit risk management and discuss the feasibility research of internal assessment method then how to establish the credit risk management system as well as the risk-weighted credit management model. By taking the example of Bank of Beijing for joint-stock commercial bank credit risk management case studies, this article analyses the need of IRB approach and the feasibility of the IRB, as well as the establishment of IRB system therein. Finally, it is concluded with suggestions on the measures necessary for establishment of credit risk management framework within joint-stock commercial banks, including how to optimize the internal control scheme, improve the capital adequacy level, strengthen the external channels for credit risk management, develop the social credit information system as well as foster the credit derivative product.
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