【作者】 秦建林；

【导师】 颜小龙；

【作者基本信息】 广东工业大学 ， 企业管理， 2006， 硕士

【摘要】 近年来,特别是我国加入WTO之后,我国金融市场开放程度加大,金融行业改革步伐大大加快,作为金融行业的重要一员——银行业,其经营环境日益国际化、复杂化,各银行间的竞争日趋激烈,如何提高自身竞争力,成了各银行共同的难题。然而,就目前我国银行业的整体营业特征而言,其收入结构过于单一,仍然以存贷利差收入为主,而要保证利差收入的稳定,在我国目前各商业银行相继出现流动性过剩风险的环境下,如何解决长期背负的巨额不良贷款负担,以及如何做好新增贷款风险的防范,成了我国商业银行亟待解决的难题。 在阐述我国商业银行业目前所面临的经济与政治环境、贷款种类、贷款风险概况以及银行自身体制等特征的基础上,本文首先系统地剖析了形成我国商业银行贷款风险的深层原因,这为论文后面章节中论述如何控制贷款风险提供了良好参考思路。其次,借鉴前人的优秀研究成果,着重阐述了如何控制构成贷款风险中的主要风险即操作风险、市场风险和信用风险,并在对信用风险的控制论述中,引入系统工程学的优秀方法——层次分析法(AHP法),建立一套融合定性和定量指标的贷款客户信用评价体系,对贷款客户信用风险进行评价,为具有不同风险偏好的商业银行提供一套有效的信用风险评价体系,为贷款决策提供良好的信息支持。最后,本文简述如何整合贷款风险的各个具体风险控制,以期解决我国目前商业银行业的贷款风险,降低不良贷款发生率,提高我国商业银行的整体竞争力。更多还原

【Abstract】 These years , especially after our country entered WTO , the opening extent of finance market is becoming bigger and bigger , and the speed of reformation is higher and higher . banks , as a member of finance , its operation environment is becoming more and more international and complicated , the competition between the banks is very furious , how to increase the capability of their competition becomes a big question in the banks . While , as to the character of the general operation of business banks in our country , the income structure is still very single, the deposit&loan interest rate margin income is the main part. In order to keep the income steady , now in some banks there comes the risk of over fluidity one by one in our country , under this environment how to resolve the big sum of non-performing loan the banks have being burdened , and how to keep away the risk of new increasing loan , this problem has to be resolved right now.On the base of expatiating the banks which are facing the economy and politic environment, the kinds of loan , the general situation of loan risk and the character of banks’ own system presently , first , this thesis has an anatomy of the deep-seated reason of the loan risk of business banks in our country . It is a good referenced method for discussing how to control the loan risk in the following chapter . Second , using for reference of good achievement the people have gotten before , it mainly discussed how to control the main loan risk , that is to say operation risk , market risk and credit risk. In the discussing of controlling the credit risk , use the excellent method of systems engineering , namely Analytical Hierarchy Process(AHP) , building a loan client evaluating system which amalgamates the qualitative and quantitative index to evaluate the loan client credit risk . It is an effective credit evaluating system for the business banks which have different risk fancy, and it give a help for the banks to have loan decision-making . At last, the thesis simply discussed how to amalgamate all kinds of loan risk , expecting to resolve the loan risk of business banks in our country at present , decreasing the probability of non-performing loan happening , increasing business banks’ ability of competition.更多还原