联系我们

论文查询结果	返回搜索

论文编号：	8861
作者编号：	2120142975
上传时间：	2016/12/9 12:20:08
中文题目：	H银行违约风险管理研究
英文题目：	Research On Default Risk Management Of H Bank
指导老师：	黄福广
中文关键字：	风险管理；违约风险；信息不对称
英文关键字：	risk management; Default risk; Information asymmetry
中文摘要：	银行的本质是经营风险的企业，其基本要求是确保资金的安全性、流动性和盈利性。目前我国商业银行的核心业务都是信贷业务，利润主要来自于存贷息差，因此违约风险是我国商业银行面临的最大、最主要的风险种类，风险管理水平已然成为商业银行的重要核心竞争力，直接关系到了商业银行的经营成败。本文从H银行违约风险管理现状着手，得出不良贷款率与营业利润之间的非线性关系。通过具体案例分析，论述其在违约风险管理中存在的问题：一是H银行目前贷款主要集中在制造业、批发和零售业、租赁和商业服务业、建筑业、房地产业等，行业和区域集中度过高，存在潜在的违约风险。二是授信流程管理存在授信调查不深入、贷后管理松懈等问题。三是人员管理方面存在员工专业化程度有限、激励不当等问题。为了降低不良贷款率，提高违约风险管理水平，提出了相应的优化改进措施：通过降低贷款行业区域集中度和丰富业务种类来分散违约风险；通过强化授信调查真实性管理、加强对借款人关联关系的贷前调查、加强贷后管理、提高处置不良资产能力等手段来提高授信全流程管理水平。通过完善激励制度、鼓励员工接受继续教育、推广岗位轮换制度等手段来提高人力资源管理水平。通过这些改进措施可以进一步提高H银行违约风险管理水平，规避信贷业务潜在的违约风险。
英文摘要：	The true nature of a bank is a risk management enterprise with a fundamental goal of ensuring the security, liquidity and profitability of its assets. Credit operation is the core business of commercial banks in China, which generates profits mainly by the difference of loan rates and deposit rates. Therefore, default risk has become the biggest and the most important type of risk, making risk management the core competitiveness of commercial banks, which is directly related to the success and failure of commercial banks. This paper studies the example of H Bank’s default risk management, which leads to the conclusion of the nonlinear relationship between the ratio of non-performing loans and operating profit. It discusses the existing problems of H Bank’s default risk management via case study: Firstly, the potential default risk that comes from the over-concentration of credit loans issued in specific regions as well as industries such as manufacturing, wholesale and retail, leasing industry and business services, construction, real estate and so on; Secondly, the formalism of credit loan survey and the poor quality of post-loan management; Thirdly, the unsatisfactory professionalization of its employees and the dysfunction of its reward mechanism. In order to reduce the ratio of non-performing loans and to improve the level of default risk management, H bank comes up with the following optimized methods: spreading the default risk by diversifying the regions and industries where loans are issued; improving the management of the whole process by emphasizing the credibility of loan survey, reinforcing the inspection of personnel relationships between the debtor and the loaner, reinforcing post-loan management and the ability of handling non-performing loan, and improving the quality of human resource management by means of improving the reward mechanism, encouraging the continuing education of its employees, and promoting job rotation system, etc. Through these measures, H bank was able to further improve the quality of default risk management and to reduce the potential risk of its credit business.
查看全文：	预览  下载(下载需要进行登录)