《巴塞尔新资本协议》对银行发放小企业贷款影响

【作者】 王彤；

【导师】 胡庆康；

【作者基本信息】 复旦大学 ， 金融学， 2008， 硕士

【摘要】 小企业贷款难是个普遍的问题,由于其自身以及信息不对称等因素,小企业难以获得银行信贷资金,本文主要从《巴塞尔新资本协议》中内部评级法关于小企业贷款的特殊规定性出发,对比了1988年版本的《巴塞尔协议》和《巴塞尔新资本协议》中小企业贷款计提的风险资本金额,比较了不同条件下小企业贷款的资金成本。本文又进一步讨论了分析了几种传统小企业信贷风险管理方法,并研究了小企业信贷风险控制的重要工具信用评分模型,包括第一代和第二代Z型模型及实证检验,以及美国小企业信用评分系统等风险控制工具实际应用情况以及对于小企业贷款市场的影响。本文更进一步讨论了先进的风险控制工具的使用给小企业信贷市场带来的冲击和改变。体现了《巴塞尔新资本协议》实施的目的:信贷审批、风险控制以及银行自身抵御能力和盈利能力的增强结为一体,从而促进银行业的发展。更多还原

【Abstract】 Loaning to small and medium enterprises (SMEs) has attracted much attention for a long time. SMEs could hardly get credit loans from banks because of their own defects such as information asymmetric and so on. In comparison with the Basel Capital Agreement and The New Capital Accord, the amount of venture capital for SME loans is calculated with different methods as well as different capital cost.On the other hands, new risk management model for SME loans as well as some traditional methods is also discussed. The new management models are mainly the credit scoring model, including the first and the second generation Z model and the Small Business Credit System. Furthermore, the impact of the application of the credit scoring model and the changes after the application of advanced risk management methods are analyzed with empirical data. In conclusion, this paper shows the final goal of The New Capital Accord: connect the loan approval、risk control and the earning ability of banks together, so as to further improve the development of banking industry.更多还原