我国国有商业银行信贷风险管理研究

上海交通大学硕士学位论文我国国有商业银行信贷风险管理研究姓名：郑芸申请学位级别：硕士专业：企业管理指导教师：朱海洋2003.1.180%60%90%25%-40%200125.36%Thestate-ownedcommercialbanksarethecoreoffinance,thevitalsofnationaleconomyandthemainbodyofbankssysteminChina.Thegrossoftheirassetsisover80percentofthewholeassetsofallbanks.Sotheyareveryimportantforthedevelopmentsofnationaleconomyandfinance.Butinfluencedbyeconomysystemandmanagementmode,thestate-ownedcommercialbankshaveamassofnon-performingloan.Loanisabout90percentofassetsofstate-ownedcommercialbanks.Non-performingloanisaboutfrom25to40percentinthisloan.Therateofnon-performingloanwas25.36%in2001,whichwasoverthanthelevelofinternationalguardline.Thecreditriskhasbeenofoneofprimaryrisksthatrestrictthedevelopmentofstate-ownedcommercialbanksandaffectthestabilizationofnationaleconomy.Iftheycouldnotcontrolcreditriskseffectively,thestate-ownedcommercialbankswouldnotonlybeeliminatedthroughcompetitionbutalsosolicittheriskoffinance,whichwouldbringonthelossofeconomy.Soitisveryimportanttomanagecreditrisks.Thisarticlestudiesthestatusinquo,thecausesandthemanagementmeasuresofstate-ownedcommercialbanks.Itincludesfiveparts:Thefirstpartgivesthepurportandcontentsofthearticle.Thesecondpartsummarizesthemeaningandcharactersofcreditriskandthepurport,thegoalsandprinciplesofcreditriskmanagement.Thethirdpartnarratesthestatusquoandthecoursesofcreditrisksofstate-ownedcommercialbanksinchina,thenanalyzesthecausesfromtheanglesoftheory,macro-economycircumstance,state-ownedenterprisesandstate-ownedcommercialbanks.Thefourthpartcontraststhestate-ownedcommercialbanksandwesterncommercialbankscreditrisksandcreditrisksmanagement.Thelastpartgivestheauthors’viewpointabouthowthestate-ownedcommercialbanksmanagecreditrisks.creditrisk,creditriskmanagement,non-performingloan,propertyright1197880%60%1197880%60%23R=f(I,E)IRIEIL=f(Y,B,S,r1,r2,O)LYGNPBSr1r2O6YL5LYB4R=f(G,C,P,B1,B2)RGCPB1B23R=f(I,E)IRIEIL=f(Y,B,S,r1,r2,O)LYGNPBSr1r2O6YL5LYB4R=f(G,C,P,B1,B2)RGCPB1B2414141523455234552345612312361231236123123712381199420.2%530011.5%7.7%1.3%199512%8%2%1/419953.9860046903130780199620.4%11.4%7.7%1.3%5.360424081689BIS19971.2(0.7)200029.2%20013.8125.4%3-119923-11992-200119921993199419951996199720002001210812577827310390005300052378.34216.25155.6530086001081215713.520%20%20.2%25%20.4%30%29.2%25.4%2199981199420.2%530011.5%7.7%1.3%199512%8%2%1/419953.9860046903130780199620.4%11.4%7.7%1.3%5.360424081689BIS19971.2(0.7)200029.2%20013.8125.4%3-119923-11992-200119921993199419951996199720002001210812577827310390005300052378.34216.25155.6530086001081215713.520%20%20.2%25%20.4%30%29.2%25.4%21999913-21997199550%89%94.7%1.95133.11%104.4%3-2X199519961997100.00127.74150.0012.6517.7523.927.5910.7114.044.295.888.550.781.151.320.000.711.241999.52901199110%199720%1991199730%227%315.7%5319971992199319941997199219931994419941984199433-312233103-319901991199219931994199519961997A739729319825031745230134367606-102469-695-758556113541706867-10-40-1371-1130-267-492-285-3595025096763728231627445510462B5344284745577678501397803-1064683123238971-3321023-106-4-11-47-66-128-699-10610509417030410993672084C104809165150242458223043330065093153633-131558899558-15391028117925270243501-5338-2285-3367-7234-1653-6004-171454333640238174132355695119342392919847868371175310322196962764225555361575576462042-143184048946-21741107520031654051391-5454-2329-5059-8411-1986-6624-1812947992402310733140056237130612665524669993831999.5103-319901991199219931994199519961997A739729319825031745230134367606-102469-695-758556113541706867-10-40-1371-1130-267-492-285-3595025096763728231627445510462B5344284745577678501397803-1064683123238971-3321023-106-4-11-47-66-128-699-10610509417030410993672084C104809165150242458223043330065093153633-131558899558-15391028117925270243501-5338-2285-3367-7234-1653-6004-171454333640238174132355695119342392919847868371175310322196962764225555361575576462042-143184048946-21741107520031654051391-5454-2329-5059-8411-1986-6624-1812947992402310733140056237130612665524669993831999.51158.6%13.5%45.5%75%199819981158.6%13.5%45.5%75%199819981158.6%13.5%45.5%75%199819981211992199219781978199221992199280%30%3197911.850.6%199616440.11334.68%,1334.68%,1334.68%,14,15,,115,,1162116211621171978-19969.9%1953-19786.5%3.4198419851992199313%1981198919906%19903.8%2GDP197831.2%199411.2%199510.7%199812.4%GDP3-43-41234561/(1+4)2/(2+5)3/(3+6)181998.319943199710056486.4%13.6%1416982.2%17.8%3-53-5%19961997191999.150%412324364020451()220451()221112322219801981198219831984198519861987198834.3045.9647.5732.1126.6132.4454.4961.0481.92198919901991199219931994199519961997180.19348.76367.00369.27452.64482.59639.57790.68830.95199723-71999116968.8980471.6936497.22584.72997.861586.86%2.211.244.3523200033-81999%50070.1949630.2335950.7031828.5917666.4231042.8110912.635744.061165.215653.564977.243391.971401.194098.649608.595348.301356.285837.358357.965059.051324.405290.51199962123124234255112551126232123432712341282282291801/31992199319941/31/319942310.561.183045311234513112345132102213210221334-14-2//3421234565612—183354199313651994-20003.220001