黑龙江省农村信用社联合社贷款风险管理研究

（工商管理硕士）黑龙江省农村信用社联合社贷款风险管理研究ASTUDYONCREDITRISKMANAGEMENTOFHEILONGJIANGRURALCREDITCOOPERATIVES2008年9月国内图书分类号：F830.589国际图书分类号：336.77工商管理硕士学位论文黑龙江省农村信用社联合社贷款风险管理研究硕士研究生：江海清导师：李瑛副教授申请学位：工商管理硕士所在单位：黑龙江省农村信用社联合社答辩日期：2008年9月授予学位单位：哈尔滨工业大学ClassifiedIndex:F830.589U.D.C.:336.77ADissertationfortheDegreeofMBAASTUDYONCREDITRISKMANAGEMENTOFHEILONGJIANGRURALCREDITCOOPERATIVESCandidate：JiangHaiqingSupervisor：AssociateProf.LiYingAcademicDegreeAppliedfor：MBAAffiliation：HeilongjiangRuralCreditCooperativesDateofDefense:September,2008Degree-Offering-Institution：HarbinInstituteofTechnology哈尔滨工业大学工商管理硕士学位论文摘要黑龙江省农村信用社联合社正处于改革攻坚期、发展机遇期和矛盾突显期，各地在抓业务发展与风险控制时还存在着重发展、轻管理，重效率、轻控制的思想，有的地方没有很好地处理好发展业务、拓展市场与控制风险、强化监督的关系，造成违纪违规的问题屡禁不止，给业务经营带来了很大事实风险和潜在隐患。本文从黑龙江省农村信用社联合社的经营现状出发，针对贷款风险管理这一薄弱环节，运用管理学、金融学、统计学等学科中的知识原理，采用了理论研究和实证分析并重的方式，在问题的研究上采取定性分析和定量分析相结合的方法展开分析。首先，文章通过对国内外金融行业贷款风险管理理论发展的述评，结合黑龙江省农村信用社联合社的实际情况，对其贷款风险管理中存在的主要问题及问题产生的原因进行了剖析。指出黑龙江省农村信用社联合社贷款风险管理存在的主要问题有：贷款风险管理观念滞后，风险管理人员素质不高，贷款风险量化管理落后，贷款风险管理体系尚需进一步完善。黑龙江省农村信用社联合社贷款风险管理之所以存在上述问题主要的原因在于：人才的引进机制不健全，贷款风险管理人员培训过于形式化、风险管理意识不强，经营管理水平不高，在处理业务发展与风险控制的关系上还存在认识偏差，贷款管理机制不健全，内控机制不健全，贷款操作不规范。其次，文章探索性地指出黑龙江省农村信用社联合社改进贷款风险管理水平应当实行贷款作业标准化原则以及风险评价定性与定量相结合的原则；改进思路构建全过程、全方位的风险管理体系，提高风险管理科学化程度，依托信息技术创新管理手段。昀后，文章重点从六个方面论述了改进与完善该行信贷风险管理体系的具体措施：建立健全人才引进机制；调整人才培训机制；选择合适的风险度量方法；优化信贷资产质量评价体系；建立科学的风险预警体系；加强信贷风险管理信息系统建设。关键词农村信用社；风险管理；风险预警；风险补偿-I-哈尔滨工业大学工商管理硕士学位论文AbstractTheruralcreditcooperativesinourprovinceareintheperiodofreformassaulting,developingopportunityandcontradictionshighlighting.Whenstressingtheoperationdevelopmentandriskcontrolinallplacesofourprovince,thethoughtofregardingdevelopmentsuperiortothemanagement,andneglectingthecontrolwhilelayingemphasistoefficiencystillexists.Insomeplaces,therelationshipbetweenthedevelopment,expandingmarket,riskcontrolandstrengtheningsupervisionisnotsmoothed.Asaresult,theproblemssuchasviolationofdisciplinesandregulationsremainincessantafterrepeatedprohibition,whichbroughtseriousactualrisksandpotentiallyhiddentroublestotheoperation.ThearticleinitiateditsdiscussionbasedonthecurrentbusinessstatusofHeilongjiangRuralCreditCooperativesFederationandfocusedoncreditriskmanagementwhichisthemostvulnerablelinkinitsoperations,andperformedananalysisweightedinbalancebetweentheoreticalresearchandpracticalcasesbyapplyingtheknowledgeandprinciplesfromthescienceofmanagement,financeandstatistics,andfurtheredintroducedqualitativeanalysisandquantitativeanalysistocasestudy.First,thearticlepresentedanin-depthanalysisontheexistingproblemsanditscausationsinthefederation´sriskmanagementbygivingacomprehensivecommentonthedevelopmentofriskmanagementtheoriesindomesticandoverseabankingbusiness,inwhichthepracticalsituationofHeilongjiangRuralCreditCooperativesFederationhasbeentakenintoconsiderationaswell.Thearticlehighlightedthemajorproblemsexistinginthefederation´sriskmanagement:theconceptofcreditriskmanagementlagsbehind,riskmanagementpersonnelhaveunsatisfactoryaccomplishment,thequantizingmanagementofcreditrisklagsbehind,andthemanagementsystemofcreditriskstilldemandsfurtherimprovement.Thecausationsthatleadtotheproblemsexistinginthefederation´screditriskmanagementinclude:thesystemofhumanresourceintroductionisnotwell-II-哈尔滨工业大学工商管理硕士学位论文developed,thetrainingofcreditriskmanagementpersonnelishighlyformalized,thesenseofriskmanagementisweak,operationandmanagementlevelarelimited,therearecertainerrorsofcognitioninhandlingtherelationbetweenbusinessdevelopmentandriskcontrol,creditmanagementsystemisdistempered,internalcontrolsystemisdistempered,andcreditproceduresarenotfullynormalized.Second,thearticleproposedaprincipleinpreliminary,whichsuggeststhatHeilongjiangRuralCreditCooperativesFederationshallintegratethestandardizedcreditprocedureswithariskassessmentbasedonbothqualitativeanalysisandquantitativeanalysisinimprovingitsmanagementlevelofcreditrisks;enhanceitsconceptstoestablishariskmanagementsystemcoversoverallprocessandaspectssoastoincreasethescientificlevelofitsriskmanagementandinnovateitsmanagementmethodswiththeassistanceofinformationtechnology.Attheendofthearticle,detailedmeasuresfortheimprovementandconsummationofthefederation´screditriskmanagementsystemarediscussedfromsixaspects:establishandstrengthenanintroductionsystemforhumanresources;adjustemployeetrainingsystem;chooseaproperriskmeasurementmethod;optimizetheevaluationsystemofthequalityofcreditassets;establishascientificriskprecautionsystem;enhancetheconstructionoftheinformationsystemforcreditriskmanagement.Keywordsruralcreditcooperatives,riskmanagement,earlywarningofrisk,riskcompensation-III-哈尔滨工业大学工商管理硕士学位论文目录摘要...............................................................................................................................IAbstract.......................................................................................................................II第1章绪论................................................................................................................11.1问题的提出...........................................................