我国上市银行表外业务信用风险问题研究

【作者】 王立；

【导师】 邓超；

【作者基本信息】 中南大学 ， 金融学， 2005， 硕士

【摘要】 近几年来,表外业务因为其自身无资本要求、赢利能力强以及风险相对低等特点而得到了空前的发展,表外业务收入甚至超过传统利息收入成为西方商业银行利润的主要来源。而我国的商业银行因为收入不规范等原因,导致银行表外业务收入并未随着业务规模的增长而增长,表外业务并没有发挥其应有的作用。相反,由于我国银行忽视了表外业务可能产生的风险,片面追求业务规模的扩大,不注重业务质量和赢利能力,使得表外业务风险、特别是信用风险加剧。 本文主要通过对我国5家上市银行和10家香港上市银行表外业务各类数据的对比分析,剖析了我国上市银行表外业务发展中的差距:传统表外业务虽达到一定规模,但因收费不规范,表外业务收入偏低;衍生产品发展远远落后;表外业务信息披露过于简单等。另外对我国上市银行表外业务信用风险分析和度量进行了系统探讨,结合我国上市银行表外业务发展及信用风险管理中存在的问题与缺陷,再借鉴国际同行表外业务信用风险管理的成功经验,提出了如何加强我国上市银行表外业务信用风险管理的有关对策。更多还原

【Abstract】 Recent years, the off-balance-sheet activities have developed quickly because of the characteristic of no require for capitaK strong ability of profit and low risk. The income of the off-balance-sheet activities even has exceeded the traditional interest income and becomes the main source of profit of western commercial banks. But because of the irrationally price, the Listing Bank’s income of the Off-balance-sheet activities in our country doesn’t increase with the growth of the scale. The off-balance-sheet activity doesn’t play its due function for the increasing of the Listing Bank’s income. On the contrary because the staffs ignore the risk of the off-balance-sheet activity may be produced, pursue the enlargement of the off-balance-sheet activity scale, pay no attention to off-balance-sheet activity’s quality and profit ability, so aggravate the off-balance-sheet activity’s risk, especially credit risk.From comparing and analyzing the date of the off-balance-sheet activities of the 5 Listing Banks in our country and the 10 Listing Banks in Hong Kong , this article find the disparity in the development of the off-balance-sheet activities of the Listing Banks in our country: the development of traditional off-balance-sheet activities reach certain scale ; But it is far behind that derivatives are developed; The disclosure of information about the off-balance-sheet activities is too simple. After analyzing and measuring the credit risk of the off-balance-sheet activities in the Listing Bank of our country, combine the question existing in the development of off-balance-sheet activities in our country, point out the problems existing in the credit risk management of the Listing Banks, using the successful experience of the management for credit risk in the western banks for reference, discuss how to strengthen the credit risk management of the off-balance-sheet activities of the Listing Bank in our country.更多还原