我国商业银行信贷风险预警研究

【作者】 袁春振；

【导师】 强永昌；

【作者基本信息】 复旦大学 ， 金融学， 2009， 硕士

【摘要】 金融是现代市场经济的核心。随着市场经济的发展,金融日益成为现代经济的主导产业和经济发展的持续推动力。金融业的发展与社会经济的发展休戚相关联系密切,金融业在推动经济发展的同时,也在催生自身的风险。银行业的稳定直接影响着整个社会的稳定,而银行是高风险行业,具有较强的负外部效应。近年来,随着商业银行经营环境的不断变化和银行间竞争的日益激烈,以及市场风险和操作风险的突出,银行面临的风险也逐渐突出。资产质量是商业银行的生命线,而随着商业银行的信贷风险越来越大,信贷风险使商业银行所面临的信贷资产具有全部损失的可能性,因此成为我国商业银行面临的最主要的金融风险。信贷风险是银行业经营过程中不可回避的现实,信贷风险管理是商业银行经营管理的一个重要组成部分,银行要提高绩效,必须实现信贷风险最小化、经营收益的最大化。随着经济一体化进程加快和银行业改革的深入,我国商业银行面临的风险日益加大。而我国商业银行资产业务中70%以上是贷款业务,因此,信贷风险是我国商业银行的主要风险,是商业银行和监管部门防范和控制的主要对象和核心内容。风险预警是风险管理中最有效也是成本最低的方式,在我国商业银行构建信贷风险预警体系,可以改变传统管理模式下信贷风险判断表面化和风险反应滞后的状况,提高风险分析的技术含量和准确性,对促进我国商业银行提高风险管理水平,实现整个金融业的稳定和发展具有重要意义。本文主要从以下几个方面对我国商业银行信贷风险预警进行研究:一、在认识信贷风险预警作用和重要性基础上,梳理近年来国内外对风险预警的研究成果、常用的风险预警方法和信贷风险计量模型,对信贷风险预警相关的理论作了简要的概述,提出我国商业银行建立信贷风险预警体系的内涵及意义。二、针对我国商业银行信贷风险预警管理存在的预警制度流于形式、预警信号滞后和预警手段缺乏等现状,分析影响我国商业银行信贷风险预警发展的制约因素,通过对比中外商业银行信贷风险预警管理的差异,提出我国商业银行信贷风险预警的改革方向。三、针对我国商业银行的实际情况,提出构建我国商业银行信贷风险预警体系,通过对风险预警指标选择、风险预警控制策略和风险预警保障研究,从行业风险、区域风险和客户风险等角度,从体制保障、法律保障和市场保障等方面对我国商业银行信贷风险进行评估,对预警指标发展趋势进行预测,力争得出更加准确及时的风险预警结论。通过以上分析和研究,得出以下结论:商业银行面临的信贷风险可以通过构建商业银行信贷风险预警体系,运用科学的风险预警方法,及时识别风险,有效控制风险,做到防患于未然,把风险控制在商业银行可以承受的范围内。我国商业银行建立风险预警体系必须正视我国的实际情况和现实条件,不能照搬发达国家的模型和方法,而是要从我国商业银行实际出发,从完善制度、积累资料、提高技术、培养人才等方面不断推动我国商业银行信贷风险预警体系的完善和作用的发挥。更多还原

【Abstract】 Finance has assumed such a strategic importance in modern market economy that it has become a dominant industry that gives unprecedented impetus to the development of economy. There has been close correlation between the development of finance and the overall socio-economic development. In promoting the development of the economy, finance has accumulated great risks. Banking, a highly risky business with strong negative externality, has a lot to do with social stability. Banks have been faced with growing risks in recent years as a result of the changes in the business environment of commercial banks and the growing competition among them as well as mounting risks in the market and the operational risks. The quality of the assets is lifeline of commercial banks. The growing credit risk confronts commercials banks with the danger of losing all their assets. Hence the major financial risk facing Chinese commercial banks. Credit risk is something that has to been addressed. And credit risk management is an important part of the management of the commercial banks. Banks have to minimize their risks and maximize their profit in order to improve their performance. Chinese commercial banks are faced with ever-increasing risks as the economic integration is speeding up and banking reform is going on. Credit risk is the major risk facing Chinese commercial banks as loans make up 70% of their business assets. It is also what is to be controlled by the commercial banks and their watchdogs. Risk warning is the most effective and the least expensive in risk management. A risk warning system in the Chinese commercial banks will help minimize the superficial risk assessment and the delay in risk response and add to the technique and accuracy of risk analysis. It is of great importance in improving risk management for Chinese commercial banks and promoting the stability and development of the financial industry. This thesis studies the credit risk warning of Chinese commercial banks on three levels:Firstly, based on an understanding of the function and importance of credit risk management, it analyzes achievements made in risk warning research both at home and abroad and the regular risk warning methods and measuring models for credit risk, sums up the relevant theories on credit risk warning and puts forward the content and significance of establishing a credit risk warning system for Chinese commercial banks.Secondly, as to the superficial practices, delays and deficiencies found in the credit risk warning in Chinese commercial banks, it analyzes factors that restrict the development of risk warning in Chinese commercial banks. By comparing the difference in management of credit risk warning between domestic and foreign banks, it puts forward the prospects of reforms in credit risk warning in China.Finally, it proposes the establishment of credit risk warning system in China. With an analysis of the selection of risk warning indicators, strategies in risk warning control and research in risk warning security, a special effort has been made to assess the credit risk of Chinese banks, predict the development of warning indicators and arrive at an accurate and timely conclusion on risk warning in terms of organizational, legal and market safeguards from the perspective of industrial risk, regional risk and customer risk.A conclusion to be drawn is that credit risk can be identified, controlled and prevented by establishing a credit risk warning system. It has to take account of the reality in China without blindly copying foreign practices. The credit risk warning system in China shall be perfected and implemented by improving the system, accumulating the know-how, improving the technology and training the personnel.更多还原