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论文编号：	8835
作者编号：	2120142972
上传时间：	2016/12/8 23:30:46
中文题目：	G银行轻工业企业信用评级体系研究
英文题目：	Research on Light Industry’s Credit Rating System of Bank G
指导老师：	张继勋
中文关键字：	信用风险；商业银行；指标体系；信用评级
英文关键字：	Credit risk；Commercial bank；Rating system；Credit rating
中文摘要：	信用风险是现代商业银行面临的主要风险。信用风险管理是现代商业银行风险管理的核心内容。信用风险管理水平的高低与商业银行经营成果的优劣息息相关。信用评级是对客户信用风险的识别和量化，是防范信用风险的重要手段。西方国家由于起步较早，其商业银行现行的信用评级体系已经能够较好地对信贷资产的质量进行控制，甚至已经可以用以分析单个客户或单笔信贷业务的风险水平。近年来，随着我国金融体制改革的不断深入，经过不断地努力，我国商业银行也已经建立了较为科学、完善的内部信用评级体系，与西方国家商业银行信用风险管理的差距正在逐步缩小。以巴塞尔新资本协议为基础的金融监管框架也已经建立。但是由于起步较晚，我国商业银行信用风险的管理水平与西方国家相比，仍然还存在着一定的差距。因此，探索更为科学、先进的信用风险内部评级方法，具有重要意义。 本文是在信用风险、企业信用评级等相关理论的基础上，对一家城市性商业银行，G银行现行的轻工业信用评级体系进行研究。研究的重点是G银行现行轻工业信用评级体系中的指标体系。指标体系包括定性指标、定量指标和特殊事项调整指标三类。现行指标的计算口径是否科学，指标的选取是否全面，指标能否真实、准确地反映企业的信用风险和经营状况，能否帮助银行防范风险等等都是本文的研究内容。除了指标体系之外，本文还对G银行的评级流程，尤其是评级的更新程序进行了关注，研究其在动态反映企业信用风险变化方面的能力。通过分析，本文找出了其中存在的问题并给出了优化方案。为了证明优化方案的科学、有效性，本文选取了W公司作为案例，用优化前后的两套评级体系对W公司开展评级，以其在其他银行的评级结果作为标准，通过评级结果前后的变化，证明优化后的评级体系的科学有效性。
英文摘要：	Credit risk is the main risk that a commercial bank faces in its business process. Credit risk management is the core content of modern commercial banks’ risk management. The level of credit risk management is closely related to the commercial banks' operating results. Credit rating，is the identification and quantification of customers’ credit risk, is an important measure for credit risk management. As the western countries started very early, their commercial banks' credit rating system can control the quality of credit assets. Even to the extent that it can be used to analyze the risk level of a single customer or a single credit business. In recent years, with the reform of financial system, China's commercial banks have also established a more scientific and perfect internal credit rating system. The gap with the credit risk management of commercial banks in western countries is gradually narrowing. Financial regulatory framework based on the new Basel Capital Accord has also been established in China. But due to late start, compared with western commercial banks’ credit risk management, there are still some gaps. Therefore, it is of great significance to seek a more complete and advanced credit risk internal rating method. This paper is based on the theory of credit risk and credit rating。This paper is a research on the current credit rating system of G bank, a city commercial bank. The main content of this paper is the index system of G bank's current light industry credit rating system. The index system includes three kinds of indexes. These three kinds of indexes are qualitative indicators, quantitative indicators and special items adjustment indicators. The contents of this paper includes whether the calculation of the current index is scientific, whether the selection of index is comprehensive, whether the index can reflect the credit risk and operation condition of the enterprise truly and accurately and whether the index can help the bank to guard against the risk. In this paper, we also pay attention to the rating process of G bank. Through the analysis, this paper finds out the problems of the credit rating system and puts forward the optimization scheme. To demonstrate the scientific and effectiveness of the optimization scheme, we take W company as a case to test, to prove its effectiveness.
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