S银行的个人信贷内部评分卡系统研究-工商管理专业论文.docxVIP

I I S 银行的个人信贷内部评分卡系统研究 中文摘要 S 银行的个人信贷内部评分卡系统研究 中文摘要 随着经济全球化，我国金融开放程度的不断加深，银行业面临着前所未有的发展 机遇，同时，也面临着国际银行的竞争与挑战。S银行作为股份制商业银行的一员， 在发展中面临的风险很多，而信用风险始终是其面临的最主要风险之一。新巴塞尔资 本协议中,对于零售信贷提出了“内部评级高级法”的要求,规定银行的监管资本金水 平必须与其信贷资产的风险水平、特别是信用风险水平密切挂钩。因此如何对S银行 的个人信贷信用风险进行有效管理，如何建立适应S银行的个人信贷信用风险评估模 型有着很重要的现实意义。本文从信用风险角度出发，研究论证我国商业银行面临的 信用风险，既阐述了我国商业银行目前面临的信用风险管理现状，介绍了国际上较为 广泛应用的信用风险管理工具，同时在对信用风险，商业银行信用管理现状、个人信 用评分模型深入研究的基础上，针对S银行个人信贷业务的实际情况，选取适合S银行 个人信贷现状的信用评分模型，并进行了分析研究。 关键词：信用风险 商业银行信用风险管理 内部评分 信用评分模型 内部评分 卡系统 作 者：毛恺敏 指导老师：姚海明 II II 英文摘要 S 银行的个人信贷内部评分卡系统研究 Internal personal credit score card system research of S bank Abstract along with the economic globalization, the deepening of Chinas financial openness, banking industry is facing unprecedented opportunities for development, at the same time, also faces competition from international Banks and challenges. S bank as a member of the joint-stock commercial Banks, in the risk for developing a lot, and credit risk has always been one of the major risks it faces. The new Basel capital accord, for the retail credit raised senior internal rating method requirement, set bank regulatory capital levels have to their credit assets risk level, especially the credit risk levels are closely linked. So how to S bank personal credit for effective credit risk management, how to build adaptive S bank personal credit risk assessment model has very important practical significance. This article from the perspective of credit risk, the study demonstrates the credit risk facing the commercial Banks in China, this paper expounds both the credit risk management of commercial Banks are facing the status quo, this paper introduces the international credit risk management tools are widely used, at the same time of credit risk, commercial bank credit management status, personal credit scoring model on the basis of in-depth study, according to the actual situation of S bank personal credit business, choosing right S bank personal credit status of credit scorin