我国商业银行信贷风险管理流程研究

重庆大学硕士学位论文我国商业银行信贷风险管理流程研究硕士研究生：陈磊指导教师：学科专业：工商管理重庆大学经济与工商管理学院二OO七年四月MasterDissertationofChongqingUniversityAStudyOnFlowManagementOfCreditRisksInCommercialBankMasterDegreeCandidate:ChenLeiSupervisor:Prof.LiuXingMajor:BusinessAdministrationCollegeofEconomyandBusinessAdministrationChongqingUniversityApr.2007重庆大学硕士学位论文中文摘要I摘要金融是现代经济的核心，商业银行又是金融的核心。商业银行信贷风险是各种经济风险的集中体现。在现代市场经济中，经济运行高度货币化、信用化和金融化。作为金融中介的银行，以货币和信用为媒介，和经济社会中各个经济主体发生着广泛的信贷联系，所以商业银行信贷风险成为整个经济风险的中枢。目前我国商业银行的信贷风险管理水平偏低，管理手段较为落后，不良贷款率偏高，严重影响了我国商业银行的竞争能力。对此，提高我国商业银行信贷风险管理水平和管理手段显得十分必要。本文首先介绍商业银行信贷风险的定义、分类、特征和度量，通过从商业银行内外部环境分析揭示信贷风险形成的原因，指出我国信贷风险具有复杂性和独特性。然后根据商业银行信贷业务发生的三个流程：贷前调查、贷时审查和贷后管理；提出商业银行信贷风险流程管理。在贷前调查中，通过对信贷客户信用评估，确定信贷客户的信用等级，建立信贷客户准入机制。在贷时审查中，通过合理设置，将业务拓展部门、贷款审查部门和风险控制部门，各司其职，相互制约，达到审贷分离和权责对应；同时审查贷款用途是否合理，还款来源是否有保障。在贷后管理中，通过五级分类，实时动态监管贷款情况，及时识别、防范、控制风险。通过对三个信贷流程进行从始到终的风险控制，建立商业银行信贷风险流程化管理；最终达到预防、规避、转移、化解商业银行信贷风险，从而减少不良贷款引起的损失，增强商业银行的核心竞争能力。最后通过实际案例分析，将信贷风险流程管理运用于工作实践。通过实践，检验了研究方法的可操作性与信贷风险管理效果。关键词：商业银行，信贷风险，流程管理重庆大学硕士学位论文英文摘要IIABSTRACTFinanceisthecoreofmoderneconomyandcommercialbankisthecoreoffinanceatthesametime.Creditriskofcommercialbankisacentralreflectionofallkindsofeconomicalrisks.Inmodernmarketeconomy,theoperationoftheeconomyhasbeenhighlymonetized,dependingmoreandmoreoncreditandfinance.Servingasafinancialagency,commercialbankinvolveswidespreadcreditrelationshipswithvariouseconomicalentitiesinsocietythroughthemediaofmoneyandcredit.Thecreditriskofcommercialbank,therefore,hasbecomethecruxofthewholecrediteconomy.Atpresent,thelevelofcreditriskmanagementofourcommercialbanksisrelativelylow;traditionalcreditriskmanagementlackssenseofinitiativeandsystematicplanning;theratioofbaddebtstendstobehigherthannormal;alloftheseresultinlowqualityofthecreditpropertyofourcommercialbanksandgreatlydecreasetheprofitofthebanks.Soitisverynecessaryforustoincreaseourabilitytomanagethecreditriskofcommercialbanks.Thefirstpartofthethesisintroducesthedefinitions,classifications,characteristicsandmeasurementsofcreditrisk,analyzingtheformationofcreditriskfrombothinternalandexternalaspectssoastofindthesolutionstocreditrisk.Thesecondpartofthethesisproposesthecreditriskflowmanagementaccordingtotheloaningprocures:loaninvestigation,loanexamination,andmanagementafterloan.Inthecourseofinvestigation,wewilldiscusshowtoobtainthecreditclassofthecustomersandestablishtheadmissionmechanismofcreditcustomersbyestimatingtheircreditlevel.Inthecourseofloanexamination,wewillseehowtomakedepartmentofbusinessdevelopment,departmentofloanexaminationandriskmanagementdepartmentdotheirownjobsandcheckagainsteachotherinordertoseparateestimationanddeliverance,matchingrightsandresponsibilities;atthesametime,thereasonabilityoftheusageofloanandthereadinessofpaymentoftheloanshouldalsobyexamined.Inthecourseofmanagementafterloan,wewilldiscusshowtomanagethestatusoftheloandynamicallyandhowtorecognize,prevent,andcontrolrisksthroughfivelevelsofloanclassifications.Throughmanagingcreditriskonthreecreditscoursefromthebeginningtotheend,thecreditriskflowmanagementisestablishedtoachievetheaimofpreventing,dodging,shifting,andmeltingthecreditriskofcommercialbanks,thusreducingthelossescausedbybaddebtsandenhancingcorecompetitiveabilityofthe重庆大学硕士学位论文英文摘要IIIcommercialbanks.Finally,throughactualcasestudies,wewillseehowtoapplythecreditriskflowmanagementtopractice.Throughpractice,wecanexaminetheapplicabilityofresearchtechniquestheeffectsofcreditriskmanagement.Keywords：commercialbank，creditrisk，flowmanagement重庆大学硕士学位论文目录IV目录中文摘要............................................................................................................................................I英文摘要..........................................................................................................................................II1绪论...........................................................................................................................................11.1问题的提出..................................................................................................................................11.2研究的意义..................................................................................................................................21.3研究思路与研究内容..................................................................................................................41.4主要研究工作..............................................................................................................................52商业银行风险概述................................................................................................................72.1商业银行风险的类型..................................................................................................................72.1.1信用风险..............................................................................................................................72.1.2流动性风险..........................................................................................................................72.1.3市场风险.................................