刘洪伯的论文最终定稿.doc

银行贷款风险及量化指标研究 摘 要 银行贷款存在风险，这些风险存在于整个贷款过程中，所以，银行贷款风险管理必须贯穿于整个贷款过程。而贷款风险管理的核心即是贷款风险的分类及指标量化。因此，银行必须对贷款风险进行分类和采用合适的量化指标，以便形成一种行之有效的贷款风险管理模式。我国采用贷款风险五级分类标准，即：正常、关注、次级、可疑、损失，而相应的量化指标则采用贷款风险度，即定量分析贷款对象、贷款期限、贷款方式和贷款形态，然后赋予其指标，并将其连乘，从而产生一个临界值——贷款风险度。我们以建行的标准为例，临界值取0.7，即当贷款风险度大于0.7时，银行不予发放贷款。 关键词：授信等级，风险分类，风险评级，风险度 Research on the Risk of the Bank Loan and Quantization Indexes Abstract The bank loan exists risk, which is in the course of whole loan, so the risk management of the bank loan must be run through in the course of the whole loan. Because the core of risk management of the loan is Classification of the risk of the loan and indexes quantization, the banks must classify and adopt the suitable quantization indexes to the risk of the loan in order to form a kind of effectual loan risk management mode. Our country adopts criteria for classification of five grades of risk of the loan including pass, other assets especially mentioned, substandard, doubtful and loss. Grant the risk degree loan as corresponding quantization index, which means carrying on quantitative analysis to the object of the loan, loan tenure, loan way and loan form, then giving the indexes and ridding it, so as to produce a critical value-- risk degree of loan. We take standard of Construction Bank as an example, the critical value fetches 0.7, namely when risk degree of loan is greater than 0.7, the bank refuses to grant the loan. Key Words: Award the grade of the credit，The Risk classification，Risk rating， Risk degree 目 录 1 绪论 1 1.1 选题背景及目的 1 1.2 国外关于贷款风险分类及量化的研究状况 1 1.3 国内关于贷款风险分类及量化的研究状况 3 1.4 本文采用的研究方法和研究内容 3 2 贷款风险的概念及分类 4 2.1 贷款风险的概念及形成原因 4 2.1.1 贷款风险概念 4 2.1.2 贷款风险的形成原因 4 2.2 贷款风险的主要表现形式 4 2.3 贷款风险分类 5 2.3.1 贷款风险分类的原因、意义和目标 5 2.3.2 贷款风险分类的标准 6 3 贷款风险管理 8 3.1 贷款风险管理的定义 8 3.2 贷款风险管理的原则 8 3.3 贷款风险管理的内容 8 3.4 贷款风险管理的意义 8 3.5 贷款风险管理的实质 9 3.5.1 贷款风险的防范 9 3.5.2 贷款风险的控制 10 3.6 贷款风险管理的考核与奖惩 11 3.7 与贷款风险管理有关的主要部门职责 11 4 贷款风险的量化指标 12 4.1 贷款对