节点文献
商业银行对地方融资平台贷款信用风险管理研究
【作者】 王丽；
【导师】 赵守国；
【作者基本信息】 西北大学 ， 金融学， 2012， 硕士
【摘要】 近几年来,随着地方政府融资平台公司的数量和规模急剧增加,地方融资平台的贷款也急剧增加。2012年和2013年将达到还款高峰期。现在,一些融资平台还款已经出现问题,要求对贷款进行展期,商业银行面临比较大的地方融资平台贷款的风险。在这种背景下,商业银行必须做好地方融资平台贷款信用风险管理工作。本文主要探讨商业银行如何做好贷款风险管理工作,首先利用商业银行风险管理理论,结合地方融资平台贷款特点,全方面的对地方政府融资平台贷款的风险进行识别,度量和提出控制方法,分析了引起地方融资平台贷款风险的各个因素,创新有体系的从地方融资平台情况、政府情况、和国家政策等微观、宏观经济方面明确引发地方融资平台的贷款风险的风险因素。接着对地方融资平台进行度量,在贷款的信用风险进行度量方面,我国目前对风险的分析一般采用定性分析方法,主观性较强。本文创新使用信用风险度量模型CreditMetrics模型对地方融资平台贷款风险进行定量度量,验证了CreditMetrics模型可以应用度量地方融资平台贷款风险,同时明确度量了样本地方融资平台贷款的风险。最后基于商业银行信用风险管理理论、地方融资平台贷款风险特征和实证分析结果提出商业银行对管理控制地方融资平台贷款风险的具体对策。
【Abstract】 With the rapid growth in the amount and scale of regional financing platforms, their loans increase strikingly in recent years; accordingly, the peak of repayment will appear in the year2012and2013. So far, repayment problems have emerged in some platforms with the requirement for extended repayment deadline. Therefore, it is urgent that the commercial banks should take the task of repayment risk management of the regional financing platforms, and it also provides a big challenge concerning how the commercial banks reach such goals. Based on the risk management theory of commercial banks as well as the characteristics of regional financing platforms, the present study aims at a systematic analysis of all the aspects which cause the repayment risks, and problems caused by the repayment. When measuring the credit risk of loans, many of the researchers in China adopt a qualitative approach. The present study, by contrast, employs the more objective CreditMetrics model to provide a quantitative analysis of the loans of regional financing platforms. Based on the empirical study results, the author proposes some countermeasures for commercial banks to deal with the repayment risk in regional financing platforms. Therefore, the present study will provide important practical significance for the role of commercial banks in the credit risk management of regional financing platforms.