我国股份制商业银行信用风险及其控制研究.docVIP

摘 要 信用风险是银行经营活动中的主要风险，但人们往往较为关注国有独资商业银行的信用风险，而作为金融市场竞争主体的股份制商业银行所积累的大量信用风险同样是中国经济健康运行的“悬剑”，研究分析形成信用风险的成因对防范和化解信用风险有重要的意义。论文运用制度经济学、信息经济学理论、产业经济学理论对股份制商业银行的信用风险的影响因素及其控制问题进行了研究。 论文通过对广东某股份制商业银行 200笔贷款信用风险成因的分析归纳出政府干预、银行治理机构缺陷和对借款企业的调查水平是形成信用风险的三大主要原因。论文首先探讨了银行治理结构的内涵，通过数据对比分析了股份制商业银行治理结构的内在缺陷及其对银行信用风险的影响，揭示了公司治理缺陷与信用风险的内在联系。而在转轨经济情况下，银企关系的扭曲会加剧信息不对称对信用关系的破坏。随后，文章分析了资本市场和金融市场发育的不成熟、银行监管部门的监管存在缺陷等宏观环境因素对股份制商业银行信用风险的影响。针对上述影响因素，论文第五章在微观和宏观两个层面分析信用风险控制问题。最后论文在上述研究的基础上提出了银行降低信用风险的政策建议。 关键词：股份制商业银行 信用风险 风险控制 银行治理结构 Abstract Credit risk is the principle risk in the bank operating activity. Although there is a great number of people who are concerned with the credit risk of state-owned bank, as a competitor in financial market, the credit risk accumulated by joint-stock commercial banks is also a dangerous sword of the sound economics system. It is very important to analyze the credit risk for preventing and dealing with the credit risk. The credit risk of the joint-stock commercial banks is studied by the means of the institutional economic theory, information economic theory and industrial economic theory in this paper. The disturbance from government, defects of the banking governance and the weakness of the ability to recognize the credit risk are the three most important factors of credit risk, which is the result of the study on the 200 banking loans. At first, this paper studied how the defects of the banking governance influenced the credit risk of joint-stock commercial banks by comparation of different figures, and found out the potential link between the two. Besides, under the condition of transforming economy, the disturburance of the relation between bank and corporation would worsen the damage of credit link which is done by information dissymmetry. And then, paper studied how the macro factors influenced credit risk of joint-stock commercial banks, such as the defects of banks administrations, the non-ful developed stock market and financial market, and so on