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论文编号：	8002
作者编号：	2120132830
上传时间：	2015/12/9 22:12:13
中文题目：	利率市场化条件下中国农业银行信贷风险管理研究
英文题目：	Study on the Credit Risk Management of the Agricultural Bank of China under the Condition of Interest Rate liberalization
指导老师：	黄福广
中文关键字：	利率市场化；信贷风险；压力测试；农业银行；商业银行
英文关键字：	Interest rate market; credit risk; stress test; Agricultural Bank; commercial bank
中文摘要：	目前，贷款利率已经全面放开，存款利率对商业银行和农村合作金融机构等不再设置浮动上限，我国利率市场化完成在即。由于贷款利率放开管制，银行以定价权竞争优质客户，导致目前贷款利率下降。但随着存款利率的全面放开，银行负债成本会出现较为明显的上升，银行为保证盈利水平必然会抬高贷款利率。初步判断，随着利率市场化的逐渐完成，贷款利率将持续上升。 在此判断下，本文通过建立农业银行信贷风险压力测试模型，选取工业增加值、贷款利率、居民消费物价指数以及财政收入4类经济影响变量，假定各类经济因素分别受到温和（±10%）、中度（±20%）和严重（±50%）3种情况的危机冲击，通过计算，得出在不同经济影响变量的不同冲击压力下，农业银行不良贷款率的变化情况，进而评估农业银行信贷风险管理水平。 从本研究对农业银行压力测试的实证分析结果来看，贷款利率变动对农业银行不良贷款率的影响最大。研究得出，1-3年期贷款利率分别上升10%、20%和50%，将引发农业银行不良贷款率从研究基值1.54%分别上涨至1.94%、2.45%、4.84%，分别对应增加26.08%、58.78%、214.22%. 可以看出，在严重的压力冲击下，农业银行不良贷款率甚至将会出现2倍以上的增涨。 本文通过梳理农业银行信贷风险管理现状，结合压力测试实证结果，重点分析农业银行在应对贷款利率上升对其信贷风险造成影响方面存在的不足，总结得出，在利率市场化即将完成的条件下，农业银行的信贷风险管理仍然面临着严峻的挑战，必须给予重视。 最后，本文从机制建设与内部控制两个方面，有针对性地提出提升农业银行信贷风险管理水平的建议，具有现实指导意义。
英文摘要：	At present, the loan interest rate has been fully liberalized, Deposit rates of commercial banks and rural cooperative financial institutions no longer set the floating ceiling，the interest rate market in China will be completed soon. Due to the release of the loan interest rate control, the bank to price competition quality customers, resulting in the current loan interest rates fell. But with the full liberalization of deposit rates, bank debt costs will appear more obvious rise, the bank is bound to raise the level of profitability of the loan interest rate. Preliminary judgment, with the gradual completion of the interest rate market, the loan interest rates will continue to rise. Under this judgment, this paper selects the industrial added value, the loan interest rate, the consumer price index as well as the 4 kinds of economic variables, which are based on the 10% kinds of economic variables, which are the 3 kinds of economic factors. From the empirical analysis of agricultural bank stress test results, the impact of loan interest rate changes on the agricultural bank non-performing loan rate is the most. The study concluded that the loan interest rates were 10%, 20% and 50%, the agricultural bank non-performing loan ratio rose from 1.54% to 1.94%, 2.45%, 4.84%, respectively, corresponding to an increase of 26.08%, 58.78%, 214.22%. can be seen in the severe pressure impact, agricultural bank non-performing loan rate will appear more than 2 times the increase. In this paper, the current situation of Agricultural Bank credit risk management, combined with the empirical results of the pressure test, the Agricultural Bank of China in response to the rise in lending rates, the impact of the credit risk of the existing problems, the conclusion is that the interest rate market is about to complete the credit risk management is still facing severe challenges, we must pay attention to. Finally, this article from two aspects of the policy construction and internal control, the paper puts forward the suggestions to improve the Agricultural Bank credit risk management level, with practical guidance significance.
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