中国银行湖南省分行个人投资经营贷款的风险管理研究
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摘要
近年来,湖南省工商个体经济得到了迅速的发展,政府诸多政策的支持以及银行贷款产品创新,使得针对这一经济实体的贷款业务迅速发展起来,中国银行湖南省分行的个人投资经营贷款就是其中的典范之一。基于中国银行湖南省分行的个人投资经营贷款的迅速发展,其潜在的风险也将越来越大,基于防患于未然的考虑,本文对中国银行湖南省分行个人投资经营贷款业务的风险进行了分析并在此基础上提出了相应的防范和控制措施。
首先,本文从个人投资经营贷款的风险分类入手,奠定全文的主线,并在理论上对其存在的信用风险,操作风险和市场风险进行了简单的分析,包括运用信息不对称理论对信用风险的成因分析,委托代理理论对操作风险的成因分析等。
接着本文运用中国银行湖南省分行个人投资经营贷款的一些基本资料和数据,并结合实际工作中的一些案例,按照信用风险,操作风险和市场风险的分类进行了详尽的分析,并找到了诸多潜在风险,如贷款行业过于集中,地域分布集中等问题。,
最后,在对就当前中国银行湖南省分行对个人投资经营贷款的管理现状和存在的问题进行了剖析后,提出了要从加强信贷风险管理文化建设的总体风险防范和控制措施；同时还分别就信用风险管理和操作风险管理中存在的主要问题提出了一系列的具体的风险管理措施,这些措施将对防范个人投资经营贷款风险具有较重要的参考价值。
In recent years, "self-employed people" and privately-owned enterprises economy of Hunan Province has been rapid development. With the government policy support and commercial bank loans product innovation, the loans for them have developed rapidly. The personal investment and operating loan of the Bank of China Hunan Branch is the one of typical example. It brings enormous gains for the bank and at the same time it also produces some risk. Based on the consideration of prevention, this article analyzes the personal investment and operating risk of the Bank of China Hunan Branch and proposes the corresponding preventive and control measures.
At first, this article, beginning at the risk classification of the personal investment and operating loan classification of loans to start, establishes the main line of the text. And then its credit risk, operational risk and market risk are analyzed theory, including the use of the theory of asymmetric information in credit risk analysis, the principal-agent theory to the analysis of operational risk.
Then, this paper uses the basic information and relational data of the Bank of China Hunan Branch to analyze the loan risk according to credit risk, operational risk and market risk classification. And many risk problems are found, such as, the excessive centralized industrial and geographical distribution, the imperfect credit information system etc.
Finally, based on the personal investment and operating of loan risk analysis, this paper put forward an overall preventing and controlling measure that the bank should strengthen risk culture management. At the same time, this paper also proposes a series of measures to prevent the specific credit risk and operational risk. These measures may have important reference value in preventing and controlling the risk of individual investment and operating loans.
首先,本文从个人投资经营贷款的风险分类入手,奠定全文的主线,并在理论上对其存在的信用风险,操作风险和市场风险进行了简单的分析,包括运用信息不对称理论对信用风险的成因分析,委托代理理论对操作风险的成因分析等。
接着本文运用中国银行湖南省分行个人投资经营贷款的一些基本资料和数据,并结合实际工作中的一些案例,按照信用风险,操作风险和市场风险的分类进行了详尽的分析,并找到了诸多潜在风险,如贷款行业过于集中,地域分布集中等问题。,
最后,在对就当前中国银行湖南省分行对个人投资经营贷款的管理现状和存在的问题进行了剖析后,提出了要从加强信贷风险管理文化建设的总体风险防范和控制措施；同时还分别就信用风险管理和操作风险管理中存在的主要问题提出了一系列的具体的风险管理措施,这些措施将对防范个人投资经营贷款风险具有较重要的参考价值。
In recent years, "self-employed people" and privately-owned enterprises economy of Hunan Province has been rapid development. With the government policy support and commercial bank loans product innovation, the loans for them have developed rapidly. The personal investment and operating loan of the Bank of China Hunan Branch is the one of typical example. It brings enormous gains for the bank and at the same time it also produces some risk. Based on the consideration of prevention, this article analyzes the personal investment and operating risk of the Bank of China Hunan Branch and proposes the corresponding preventive and control measures.
At first, this article, beginning at the risk classification of the personal investment and operating loan classification of loans to start, establishes the main line of the text. And then its credit risk, operational risk and market risk are analyzed theory, including the use of the theory of asymmetric information in credit risk analysis, the principal-agent theory to the analysis of operational risk.
Then, this paper uses the basic information and relational data of the Bank of China Hunan Branch to analyze the loan risk according to credit risk, operational risk and market risk classification. And many risk problems are found, such as, the excessive centralized industrial and geographical distribution, the imperfect credit information system etc.
Finally, based on the personal investment and operating of loan risk analysis, this paper put forward an overall preventing and controlling measure that the bank should strengthen risk culture management. At the same time, this paper also proposes a series of measures to prevent the specific credit risk and operational risk. These measures may have important reference value in preventing and controlling the risk of individual investment and operating loans.
引文
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[13]胡启华.商业银行个人贷款业务风险及其控制[J].南方金融,2004-1
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[19]刘征个人信用评估模型研究西南财经大学.硕士学位论文,2006.4
[20]龙海明,黄卫.消费信贷的供给与需求分析[J].消费经济2005,(5)
[21]娄荣民,汤钟尧,房世平.产品创新与信用制度建设：个人贷款业务发展研究[J]金融研究,2001,(8)
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[23]沈沛龙,任若恩,新的资本充足率框架与我国商业银行风险管理,金融研究,200l,2
[24]石庆众,靳云汇.多种个人信用评分模型在中国应用的比较研究[J]统计研究,2004,(6)：43-47
[25]孙建政.一个基于Logistic回归的个人信用评分模型[J].投资研究,2003,(3)
[26]王春峰,万海晖,张维.商业银行信用风险评估及其实证研究[J].管理科学学报.1998,(1)：68-72
[27]王晓华.商业银行个人信贷风险存在原因分析及防范对策[J].科技与管理,2005-2
[28]王漪.杨新云关于构建个人信用体系的思考[J].经济论坛,2004-1
[29]肖北溟,国有商业银行信贷评级模型的构建及实证检验[J].金融论坛,2004,(4)：12-1
[30]杨俊红,唐耀东.论信息不对称与银行信贷风险[J].武汉金融,2004,(10)
[31]杨雨.我国个人信贷业务的风险及其防范对策[J].经济与管理研究,2003-3
[32]衣震.个人信贷业务的风险与控制.[J].大庆社会科学,2007.(6)
[33]张惠芝,个人信贷业务发展及风险防范问题研究[J].经济管理,2005.8
[34]钟鼎礼.发展个人投资经营贷款业务实践与探索—以上饶市为例[J].商场现代化,2008.8
[35]赵观甫.商业银行个人信贷业务风险管理研究[J].投资研究,2005,(4)
[2]Black and J. Cox. Valuing Corporate Securities:Some Effects of Bond Indenture Provisions[J]. Journal of Finance, Vol.31,1976
[3]Donald R. Van Deventer, Kenji Imai. Credit Risk Models & the Basel Accords [M].John Wiley & Sons (Asia) Pte Ltd 2003
[4]Jonkhart MJ. On the term structure of interest rates and the risk of default[J]. Journal of Banking and Finance,1979, (3):253-262
[5]JosephF Sinkey. Jr Commercial Bank Financial Management:In the Financial Services Industry,5th Edition[M].PrenticeHallInc,1998
[6]Mchel Crouhy. Dan Galal. Roert Mark. Risk Management [M].北京大学出版社,2005
[7]Merton on the Pricing of Corporate Debt:the risk structure of interest rates. Journal Of Finance,1974:49-470
[8]R. Jarrow Turnbull.Credit Risk:Drawing the Analog[J]. Risk Magazine,1992,5(9):56-62
[9]高占才.A银行个人信贷风险管理研究.硕士学位论文,2008.5
[10]陈忠阳.违约损失率(LGD)研究[J].货币金融评论,2004,(01)
[11]戴志敏,姜宇霏.关于我国银行个人信用评估模型的设计[J].企业经济,2003.4
[12]杜蓝玲.论个人经营贷款的风险管理[J].科技创业月刊,2008,(2)
[13]胡启华.商业银行个人贷款业务风险及其控制[J].南方金融,2004-1
[14]姜明辉,王欢,王雅林.分类树在个人信用评估中的应用[J],商业研究,2003,(21)
[15]将放鸣.现代商业银行全面信贷风险管理研究[J].金融经济(理论版)2004,(5)
[16]金永军张子卫.我国商业银行的个人信用风险管理[J].金融论谈,2003.5
[17]李艳锋,戴国杰,苏爱军.由信息不对称导致的信贷风险分析与防范[J]. 投资研究,2003,(4)
[18]梁琪.商业银行信贷风险度量研究[M]中国金融出版社,2005
[19]刘征个人信用评估模型研究西南财经大学.硕士学位论文,2006.4
[20]龙海明,黄卫.消费信贷的供给与需求分析[J].消费经济2005,(5)
[21]娄荣民,汤钟尧,房世平.产品创新与信用制度建设：个人贷款业务发展研究[J]金融研究,2001,(8)
[22]卢隽我国商业银行个人信贷风险管理研究.华东师范大学硕士学位论文,2006.10
[23]沈沛龙,任若恩,新的资本充足率框架与我国商业银行风险管理,金融研究,200l,2
[24]石庆众,靳云汇.多种个人信用评分模型在中国应用的比较研究[J]统计研究,2004,(6)：43-47
[25]孙建政.一个基于Logistic回归的个人信用评分模型[J].投资研究,2003,(3)
[26]王春峰,万海晖,张维.商业银行信用风险评估及其实证研究[J].管理科学学报.1998,(1)：68-72
[27]王晓华.商业银行个人信贷风险存在原因分析及防范对策[J].科技与管理,2005-2
[28]王漪.杨新云关于构建个人信用体系的思考[J].经济论坛,2004-1
[29]肖北溟,国有商业银行信贷评级模型的构建及实证检验[J].金融论坛,2004,(4)：12-1
[30]杨俊红,唐耀东.论信息不对称与银行信贷风险[J].武汉金融,2004,(10)
[31]杨雨.我国个人信贷业务的风险及其防范对策[J].经济与管理研究,2003-3
[32]衣震.个人信贷业务的风险与控制.[J].大庆社会科学,2007.(6)
[33]张惠芝,个人信贷业务发展及风险防范问题研究[J].经济管理,2005.8
[34]钟鼎礼.发展个人投资经营贷款业务实践与探索—以上饶市为例[J].商场现代化,2008.8
[35]赵观甫.商业银行个人信贷业务风险管理研究[J].投资研究,2005,(4)