某银行客户信用风险管理研究
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摘要
随着中国金融市场开放进程的加快,国内商业银行面临外资金融机构更为严峻的挑战,各项授信业务、零售业务、对公业务、储蓄业务等均收到来自外部市场的冲击,在发展业务的同时,有部分银行忽视了客户风险管理工作,客户风险事件层出不穷,各商业银行在竞争中处于强势则必须建立一种竞争最优客户机制,将资源投向优质客户、优势行业和地区,发展高效信用品种,实现信贷资源的最佳配置和信贷资产安全性、流动性、效益性的协调统一。所以,要在遵循金融法律与规章的条件下,充分运用各种信贷经营管理手段,不断地实现无风险和低风险信贷资源对高风险信贷资源的替换,不断地以优质来置换劣质,用最优来置换次优。退出非盈利性客户,割断与信用缺失客户的经营关系,是商业银行防范、规避客户风险的重要战略思路,也是商业银行重要的基础性工作。实施对外开放以来,国际银行风险管理的理念、方法不断涌入中国,推动了国内商业银行加快改革和发展的步伐,商业银行风险管理得到了前所未有的重视和加强,与国际先进银行的差距不断缩小。但没有信用风险管理体系就没有真正意义上的信用风险管理。2006年12月10日以后,外资银行进入中国的步伐还将加快。国内商业银行追切需要加快研究和实施内部信用风险评级,夯实信用风险管理的基础,锻炼和提高与国际先进银行同台竞技的风险管理能力。可以说,提高信用风险管理水平是提高我国银行业银行资产质量的根本措施和当务之急。
本文以某银行客户风险管理方法为研究对象,借鉴国内外有关研究成果,通过对客户授信活动过程中出现的风险进行识别、评价、管理及分析,使授信活动处于安全可靠的运营状态。第一部分,阐述了客户信用风险的相关理论及国内外经典的研究成果;第二部分,详细介绍了某行在客户信用风险管理的现状,以及现行的信用风险分析流程和体系;第三部分,介绍信用风险分析体系中各分析部分使用的模型或者方法,对于运用标普和Z-score模型进行信用风险分析,初步处理用户数据,得出定性分析,然后用现有的客户财务报表信息计算出客户的盈利性指标,得到一个定量的分析结果;第四部分,对第三部分的分析方法进行实例验证,并提出现有体系的不足和今后可改进或提升的方面。综上所述,本论文较为完整地、系统地分析客户风险管理的建立和实现。通过对客户风险管理的实际情况,剖析现有客户风险管理理论基础,结合实际,构造了客户风险管理体系模型,遵循理论和实际相结合的原则,从定性和定量分析相结合的角度,对客户风险进行识别、评价、预防和控制研究,并用真实数据给予验证和分析模型的可行性,根据不同的分级标准将每类客户采取不同的管理策略,有效规避风险。
This thesis makes researches on the principle and application of customer risk management in the commercial bank area by way of theoretic research ,comparative research and demonstrative analysis.On the basis of current situation ,the paper focuses on analyzing the necessity, essentiality and feasibility of applying credit risk analysis in XX Bank, and makes suggestions in operating and cognitive aspects. Part one introduces the background, significance, content, objective and methods used.Part two analyzes the current situation of risk management, the current theory and connotation in commercial banks and compares the current situation of customer risk management application.Part three analyses the necessity and essentiality of application of customer risk management in XX bank.By comparing the difference of serving methods and managerial principle between the XX bank and other commercial banks to indicate the bank’s slow development in the theory of focusing on customer and the urgency of the application of risk management. Part four makes feasible researches on application of customer risk management by listing series of information and innovation made by XX bank since its reestablishment as following :setup of information system, innovation of business process, foundation of functional departments and establishment of business dealing channel to indicate that the bank has possessed the basic foundation and the right opportunity to apply customer risk management.Part five reveals the problems should be resolved in the cognitive aspect and suggests that in the operating aspect, the bank should establish the corresponding department, strengthen the establishment of electronic system, provide with sufficient personnel and improve the personal quality.The last part concludes that the customer risk management theory has developed gradually along, with the changes of the competition focuses, and clue to the survey of the customer risk management application using the theory of Z-score module. The XX bank has no alternative but developing into a powerful commercial bank focusing on customer by applying customer risk management.
本文以某银行客户风险管理方法为研究对象,借鉴国内外有关研究成果,通过对客户授信活动过程中出现的风险进行识别、评价、管理及分析,使授信活动处于安全可靠的运营状态。第一部分,阐述了客户信用风险的相关理论及国内外经典的研究成果;第二部分,详细介绍了某行在客户信用风险管理的现状,以及现行的信用风险分析流程和体系;第三部分,介绍信用风险分析体系中各分析部分使用的模型或者方法,对于运用标普和Z-score模型进行信用风险分析,初步处理用户数据,得出定性分析,然后用现有的客户财务报表信息计算出客户的盈利性指标,得到一个定量的分析结果;第四部分,对第三部分的分析方法进行实例验证,并提出现有体系的不足和今后可改进或提升的方面。综上所述,本论文较为完整地、系统地分析客户风险管理的建立和实现。通过对客户风险管理的实际情况,剖析现有客户风险管理理论基础,结合实际,构造了客户风险管理体系模型,遵循理论和实际相结合的原则,从定性和定量分析相结合的角度,对客户风险进行识别、评价、预防和控制研究,并用真实数据给予验证和分析模型的可行性,根据不同的分级标准将每类客户采取不同的管理策略,有效规避风险。
This thesis makes researches on the principle and application of customer risk management in the commercial bank area by way of theoretic research ,comparative research and demonstrative analysis.On the basis of current situation ,the paper focuses on analyzing the necessity, essentiality and feasibility of applying credit risk analysis in XX Bank, and makes suggestions in operating and cognitive aspects. Part one introduces the background, significance, content, objective and methods used.Part two analyzes the current situation of risk management, the current theory and connotation in commercial banks and compares the current situation of customer risk management application.Part three analyses the necessity and essentiality of application of customer risk management in XX bank.By comparing the difference of serving methods and managerial principle between the XX bank and other commercial banks to indicate the bank’s slow development in the theory of focusing on customer and the urgency of the application of risk management. Part four makes feasible researches on application of customer risk management by listing series of information and innovation made by XX bank since its reestablishment as following :setup of information system, innovation of business process, foundation of functional departments and establishment of business dealing channel to indicate that the bank has possessed the basic foundation and the right opportunity to apply customer risk management.Part five reveals the problems should be resolved in the cognitive aspect and suggests that in the operating aspect, the bank should establish the corresponding department, strengthen the establishment of electronic system, provide with sufficient personnel and improve the personal quality.The last part concludes that the customer risk management theory has developed gradually along, with the changes of the competition focuses, and clue to the survey of the customer risk management application using the theory of Z-score module. The XX bank has no alternative but developing into a powerful commercial bank focusing on customer by applying customer risk management.
引文
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[18]王修华.商业银行发展与竞争[M].北京:北京财经大学出版社,2010.160~200
[19] Don Peppers,Martha Rogers.The One-To-One Future:Building Relationships One Customer at A Time[J].NewYork:Currency Doubleday,2010,108~699
[20] Kenneth,A.Scbarfstein,Jeremy.A Framework For Risk Management[J].Harvard BusinessReview,2009,11(67):91~102
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[23] Ryals, Lynette.Making customers pay:measuring and managing customer risk and returns[J].NewYork:Journal of Strategic Marketing,1(11):165
[24] Susan.M.Keavency.Customer Switching Behavior in Sevice Industries:An ExploratoryStudy.[J].Washington: Journal of Marketing.2010,1(59):75
[25] Mendzela, Elisa, James.Managing Customer Risk[J].NewYork:CPA Journal.1999.,1(69):56~70
[26] Young Hak Chun,Kwei Tang.Determining the optimal warranty price based on the producer's and customers risk preferences[J].Berlin:European Journal of Operational Research,2009,1(85):97~110
[27] Simon.Customers’Risk Perceptions of Electronic Payment Systems[J]. NewYork:Intematinnal Journal of Bank Marketing,2010,1(12):26~30
[28] Curran,Kevin M..Value-Based Risk Management [J].LA:Cost Engineering,2009,1(48):15~220.
[29] Bowman,Douglas,Narayandas,Das.Linking Customer Management Effort to Customer Profitability Business Markets[J].Journal of Marketing Research OMR),2009,2(32):65~80
[30] Lauchlan, Smart. How to be a customer management master[J].London:Marketing(UK),2008,3(20):10
[31] Hong-Youl Ha.An integrative model of consumer satisfaction in the context ofe-services[J].HongKong: International Journal of Consumer Studies,2008,3(2):37~149
[32] Schettkat,Wanger.Technological Change and Employment—Innovation[J]. Berlin:German Economy,2010,1(1):10~13
[33] Bernardo Prida.Gil Gutierrez:Supply Management:From Purchasing to External Factory Management[J].Berlin:Production & Inventory Management Journal,2010,2(12):10~21
[34] Jon Hughes,Mark Rarf, Bill Michels.Transform Your Supply Chain～Releasing Valuein Bussiness[M].London:Thomson Business Press,2010,90~202
[2]巴赛尔银行监管委员会中国银行业监督管理委员会翻译.新巴赛尔资本协议.[M](第三次修改稿).北京:机械工业出版社,2003.10~112
[3]吴晓灵、李德.金融业的风险管理与信用评估[M].北京:中国金融出版,2009.69~177
[4]安东尼.桑德斯.信用风险度量:风险估值的新方法与其他范式[M](第二版).北京:机械工业出版社,2009.37~89
[5]陈忠阳.金融风险分析与管理研究——市场和机构的理论、模型与技术[M](第三版).北京:中国人民大学出版社,2011.58~70
[6]陆晓明.银行风险管理的警钟[J].上海:国际金融研究,2009.10~15
[7]江林.客户关系管理[M].北京:首都经济贸易大学出版社,2005.62~134.
[8]钱旭潮.企业客户关系管理[M].北京:科学出版社,2009.41~46
[9]陈明亮.客户关系管理与软件[M].浙江:浙江大学出版社,2007.32~42
[10]马胜祥.商业银行客户关系服务与管理[M].北京:经济管理出版社,2008.199~201
[11]朱迪思.W.肯凯德.惠普客户关系管理[M].北京:人民邮电出版社,2009. 140~227
[12]王广宇.客户关系管理[M](第二版).北京:经济管理出版社,2010.132~450
[13]朱庆.美国银行业综合化经营对我国的启示[J].参考与借鉴,2008,19(1):54~55
[14]刘东昌.客户关系管理与客户选择[M].北京:高等教育出版社,2009.102~116
[15]庞瑞江.国内银行业客户服务中心的过去、现在和未来—Avaya中国区CRM总监罗军访谈[J].中国金融电脑,2010,(11)2:19~21
[16]刘小洪.商业银行客户关系价值管理模型研究[M].北京:科学出版社,2009.166~181
[17]孙芳,杜玉兰,刘琦.提升商业银行CRM应用效果途径分析[J].商业研究,2009,18(302):57~60
[18]王修华.商业银行发展与竞争[M].北京:北京财经大学出版社,2010.160~200
[19] Don Peppers,Martha Rogers.The One-To-One Future:Building Relationships One Customer at A Time[J].NewYork:Currency Doubleday,2010,108~699
[20] Kenneth,A.Scbarfstein,Jeremy.A Framework For Risk Management[J].Harvard BusinessReview,2009,11(67):91~102
[21] William.Sherden.Market Ownership:The Art And Science Of Becoming[M].New York:Amacom.2010.77~200
[22] Seaton.Henry.Beware of accepting your customer’S risk[J].2009,1(10):18~19
[23] Ryals, Lynette.Making customers pay:measuring and managing customer risk and returns[J].NewYork:Journal of Strategic Marketing,1(11):165
[24] Susan.M.Keavency.Customer Switching Behavior in Sevice Industries:An ExploratoryStudy.[J].Washington: Journal of Marketing.2010,1(59):75
[25] Mendzela, Elisa, James.Managing Customer Risk[J].NewYork:CPA Journal.1999.,1(69):56~70
[26] Young Hak Chun,Kwei Tang.Determining the optimal warranty price based on the producer's and customers risk preferences[J].Berlin:European Journal of Operational Research,2009,1(85):97~110
[27] Simon.Customers’Risk Perceptions of Electronic Payment Systems[J]. NewYork:Intematinnal Journal of Bank Marketing,2010,1(12):26~30
[28] Curran,Kevin M..Value-Based Risk Management [J].LA:Cost Engineering,2009,1(48):15~220.
[29] Bowman,Douglas,Narayandas,Das.Linking Customer Management Effort to Customer Profitability Business Markets[J].Journal of Marketing Research OMR),2009,2(32):65~80
[30] Lauchlan, Smart. How to be a customer management master[J].London:Marketing(UK),2008,3(20):10
[31] Hong-Youl Ha.An integrative model of consumer satisfaction in the context ofe-services[J].HongKong: International Journal of Consumer Studies,2008,3(2):37~149
[32] Schettkat,Wanger.Technological Change and Employment—Innovation[J]. Berlin:German Economy,2010,1(1):10~13
[33] Bernardo Prida.Gil Gutierrez:Supply Management:From Purchasing to External Factory Management[J].Berlin:Production & Inventory Management Journal,2010,2(12):10~21
[34] Jon Hughes,Mark Rarf, Bill Michels.Transform Your Supply Chain～Releasing Valuein Bussiness[M].London:Thomson Business Press,2010,90~202
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