商业银行信贷风险管理研究-非线性分析与系统经济学专业论文.docxVIP

- - I - 摘 要 信贷风险管理是商业银行保持流动性、安全性和效益性的前提，是商业银行经 营发展的主题。在日益复杂的国际、国内经济和金融环境下，能否实施有效的信贷 风险管理是衡量商业银行核心竞争力强弱的重要尺度。由于受到社会环境的变迁和 各种经济因素的影响信贷风险管理在过去的几十年里发生了显著的变化。近些年 来，无论从宏观上还是微观上，我国商业银行体系已积累起了相当大的风险，而且 随着金融全球化的不断发展，这种风险压力还将继续增加。 信贷风险管理的过程，其实就是对风险进行事前防范、事中控制和事后救济的 过程，是商业银行为实现经营目标所建立的一种机制。因此，从我国现实的信贷环 境出发，研究探讨商业银行授信业务的风险识别、评估和分析，预测风险发生的可 能并采取措施控制客观条件的变化，降低风险发生的概率，这对于保障商业银行稳 健运营，促进银行信贷业务的创新和发展，具有十分重要的意义。 本文从商业银行授信业务风险管理的一般性分析着手，首先介绍了现代世界上 比较普遍的信贷风险管理方法，并分析了我国银行业信贷风险管理的现状以及存在 的问题，然后运用量化的技术手段对我国商业银行信贷风险管理系统构建提出建 议，并针对广东发展银行目前信贷风险的管理现状做了实证分析，最后在上述分析 的基础上，对如何进一步完善我国商业银行信贷风险管理提出了政策建议。希望本 文能对今后不断完善我国商业银行信贷风险管理的理论研究上做出贡献。 关键词：信贷风险;信贷风险管理;风险 - - II - Abstract Risk management is the premise for commercial banks to maintain fluidity, safety and efficiency, is eternal theme for operation and development of commercial banks. Under an increasingly complex international and domestic economic and financial environment, whether effective risks management can be implemented is the important scale to measure core competitive strength of commercial banks. In recent years, no matter upon the macroscopic or the microscopic, China’s commercial banks system has accumulated considerable risk. With the continuous development of the financial globalization, such a kind of risks pressure will continue to increase. Under this background, to parse current status and existing problems of risks management of China’s commercial banks and then put forward the measures to construct and perfect is doubtless very important. Risk and profit are pros and cons of the same coin, they cannot be separated from each other. As one pair of twins, they are closely connected, and then interact. So the higher the yield is, the higher the risks is, on the contrary, the smaller the risk is. In the fierce market competition, what yield the banks with high risk management receive is more obvious compared, which means their relatively rich profit. The risks said by us refer to possibility for occurring potential loss. So onl