贷款风险分类管理在A商业银行的应用
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摘要
信贷风险管理是商业银行管理的一个永恒的主题。本文对我国商业银行信贷风险管理这一我国迫切需要解决的一个重要课题进行研究,不仅具有十分重要的理论研究价值,而且对于有效降低我国金融风险,增强我国银行业的国际竞争力,以及推动我国经济体制改革和政治体制改革,都具有非常重要的现实意义。
本文在对A商业银行贷款风险分类管理实践进行充分考察和诊断的基础上,建立多因素综合分类评分模型,通过选取A商业银行大量贷款资料对分类模型进行实证分析,在实践中进一步整合相关技术与工具,为贷款风险分类管理的发展提供新的思路和工具,并对A商业银行的风险分类管理做出全面系统的评估说明,探讨A商业银行实施贷款风险分类过程中存在的问题,运用和借鉴先进的信贷风险分类管理理论和方法,提出解决措施和政策建议,希望为A商业银行贷款风险分类管理提供些有益的借鉴和参考,以期抛砖引玉,为我国商业银行在金融全球化背景下防范和化解信贷风险提供理论支持和智力帮助。
Credit risk management is the management of commercial banks an eternal theme. In this paper, Commercial bank of China credit risk management of China's urgent need to address an important subject to study, not only is of theoretical research value, but also to effectively reduce our financial risks, and enhance China's banking industry's international competitiveness, and promote China Economic reform and political reform, have a very important practical significance.
A commercial bank in the loan classification risk management practices to fully study and diagnosis on the basis of the establishment of the category comprehensive assessment of multi-factor model, by choosing a large number of commercial bank loans classified information on the model of empirical analysis, in practice, further integration and related technology. Tools for management of credit risk classification for the development of new ideas and tools. A commercial banks and the risk of classified management system to make a comprehensive assessment that the implementation of A commercial bank loan risk classification process of the existing problems, and learn from the advanced use of the credit risk classification management theory and methods, measures and propose solutions to policy recommendations I hope for the A commercial bank lending risk classification management and draw some useful reference, with a view for China's commercial banks in the context of financial globalization prevent and reduce credit risk to provide theoretical support and intelligence help.
本文在对A商业银行贷款风险分类管理实践进行充分考察和诊断的基础上,建立多因素综合分类评分模型,通过选取A商业银行大量贷款资料对分类模型进行实证分析,在实践中进一步整合相关技术与工具,为贷款风险分类管理的发展提供新的思路和工具,并对A商业银行的风险分类管理做出全面系统的评估说明,探讨A商业银行实施贷款风险分类过程中存在的问题,运用和借鉴先进的信贷风险分类管理理论和方法,提出解决措施和政策建议,希望为A商业银行贷款风险分类管理提供些有益的借鉴和参考,以期抛砖引玉,为我国商业银行在金融全球化背景下防范和化解信贷风险提供理论支持和智力帮助。
Credit risk management is the management of commercial banks an eternal theme. In this paper, Commercial bank of China credit risk management of China's urgent need to address an important subject to study, not only is of theoretical research value, but also to effectively reduce our financial risks, and enhance China's banking industry's international competitiveness, and promote China Economic reform and political reform, have a very important practical significance.
A commercial bank in the loan classification risk management practices to fully study and diagnosis on the basis of the establishment of the category comprehensive assessment of multi-factor model, by choosing a large number of commercial bank loans classified information on the model of empirical analysis, in practice, further integration and related technology. Tools for management of credit risk classification for the development of new ideas and tools. A commercial banks and the risk of classified management system to make a comprehensive assessment that the implementation of A commercial bank loan risk classification process of the existing problems, and learn from the advanced use of the credit risk classification management theory and methods, measures and propose solutions to policy recommendations I hope for the A commercial bank lending risk classification management and draw some useful reference, with a view for China's commercial banks in the context of financial globalization prevent and reduce credit risk to provide theoretical support and intelligence help.
引文
[1]Michel C.G.Dan,M.Robert.A Comparative Analysis of Current Credit Risk Models.Journal of Banking and Finance,2000,(24):59-117.
[2]Fanning,Kavx M.Kennth.A comparative analysis of artificial neural networks using financial distress prediction.International Journal of Intelligent Systems in Accountings:Finance andManagement,1998,7(1):21-41.
[3]Joseh F.Sinkey.Commercial Bank Financial Management-in the financial services industry,fifth Edition,prentice Hall,1998,401-453
[4]Basel Committee on Banking Supervision:The Third consulting paper for Basel Capital Accord,www.bis.org,2003
[5]Moody's investor service industrial company rating methodology global credit research working paper[R],July 1998
[6]Edward I.Altman,Managing credit Risk:The Next Great Financial Challenge,机械工业出版社,2001(4)
[7]Li Li Eng,Sandeep Nabar.Loan Loss Provisions by Banks in Hong Kong,Malaysia and Singapore.Journal of International Financial Management &Accounting,2007,(1):18-19.
[8]J.-P.Chateau,J.Wu.Basel-2 capital adequacy:Computing the "fair" capital charge for loan commitment"true" credit risk.International Review of Financial Analysis,2007,(1):16-20.
[9]Irina Lovtsova.Weight Optimization for Loan Risk Estimation with Genetic Algorithm.International Conference on Computational Intelligence,Theory and Applications.2006.
[10]Andreas Schaad.A Model-checking Approach to Analysing Organisational Controls in a Loan Origination Process.11th ACM Conference on Access Control Models and Technologies.2006.
[11]彭绪军,万晓春.关于贷款风险分类管理工作的调查与思考.武汉金融,2002,(6).
[12]徐永芳.对影响当前国有独资商业银行执行贷款风险分类制度因素及问题的调查思考.金融纵横,2004,(2).
[13]顾玉清,丁美荣.国有商业银行推行贷款风险分类的实证分析.现代管理科学,2002,(8).
[14]胡继红,刘飚.从贷款风险分类看银行贷款风险管理.武汉金融,2002,(5).
[15]姜红,梁晗.国有商业银行实行贷款风险分类存在的问题及建议.河南金融管理干部学院学报,2002,(5).
[16]张萍.新贷款风险分类制对防范不良贷款形成的作用.工业技术经济,2001,(6).
[17]祁伟中.试论我国贷款质量的分类方法.南方金融,2001,(2).
[18]夏朝光,张绍平.关于改造现行贷款风险分类法的可行性研究.上海金融,2001,(2).
[19]曹荣湘.风险与金融安排.北京:社会科学文献出版社,2004,95-115,255-305
[20]鲍勃·斯坦纳,李杰译.核心金融理念.北京:华夏出版社,2004,241-245
[21]王光伟.中国金融体制改革焦点问题研究.上海:复旦大学出版社,2003,111-119
[22]柳志强,牟建阳.基层银行推行贷款风险分类工作的改进建议.济南金融,2004,(2),63-64
[23]徐永芳.对影响当前国有独资商业银行执行贷款风险分类制度因素及问题的调查思考.金融纵横,2004,(2),43-44
[24]曾海涛.关于如何加强信贷资产风险分类工作的思考.海南金融,2004,(3),58-60
[25]顾洪飞,赵伟希.从现行贷款分类方法的比较看银行监管.金融纵横,2003,(2),3-5
[26]林佩珍.规范贷款风险分类是风险监控的基础.浙江金融,2003,(10),26-27
[27]贾宁.全面推行贷款质量风险分类中存在的问题及建议.甘肃金融,2004,(6),25-27
[28]李成文,王富生.贷款分类方法的辩证分析与理性思考.金融纵横,2004,(7),17-20
[29]张有荣.商业银行贷款风险分类问题实证分析.青海金融,2004,(5),41-44
[30]林炳华.贷款风险分类法试行过程中存在的问题与对策.南方金融,2002,(5),60-61
[31]曹衍楠.从新巴塞尔协议看内、外部评级法的应用.中国金融,2004,(11),45-46
[32]贷款分类指导原则.中国人民银行银发(2001)416号文件,2001年12月19日
[33]银行贷款损失准备金计提指引.中国人民银行银发(2002)98号文件,2002年1月1日
[34]郑纯毅.中国银行业与国际银行业贷款分类比较分析.金融论坛,2005,(10),20-25
[35]徐长荣.巴塞尔新资本协议与我国商业银行信用风险管理对策研究.商业研究,2005,(3),143-145
[36]冯兴元.贷款风险分类现状及发展趋势.中国农村信用合作,2006,(05),16-17
[37]卢云曲.关于加强农行贷款风险分类管理的思考.广西农村金融研究,2005,(05),26-29
[38]姜灵敏.基于AHP的商业银行贷款风险分类评价模型.科技管理研究,2005(09),178-181
[39]何平安,王卫红.贷款风险分类失真引起的思考.新疆财经,2005,(05),58-61
[40]卞云.区分行营业部实行贷款风险分类管理的问题研究.广西农村金融研究,2005,(01),56-61
[41]吴红英.完善信贷管理系统提升商业银行风险管理水平.福建金融,2005,(03),19-22
[42]赵元绩.强化贷款五级分类推广工作的建议.黑龙江金融,2005,(11),82
[43]郝平,杨殿军,周亚美.商业银行贷款五级分类中存在的问题及建议.甘肃金融,2006,(12),63
[2]Fanning,Kavx M.Kennth.A comparative analysis of artificial neural networks using financial distress prediction.International Journal of Intelligent Systems in Accountings:Finance andManagement,1998,7(1):21-41.
[3]Joseh F.Sinkey.Commercial Bank Financial Management-in the financial services industry,fifth Edition,prentice Hall,1998,401-453
[4]Basel Committee on Banking Supervision:The Third consulting paper for Basel Capital Accord,www.bis.org,2003
[5]Moody's investor service industrial company rating methodology global credit research working paper[R],July 1998
[6]Edward I.Altman,Managing credit Risk:The Next Great Financial Challenge,机械工业出版社,2001(4)
[7]Li Li Eng,Sandeep Nabar.Loan Loss Provisions by Banks in Hong Kong,Malaysia and Singapore.Journal of International Financial Management &Accounting,2007,(1):18-19.
[8]J.-P.Chateau,J.Wu.Basel-2 capital adequacy:Computing the "fair" capital charge for loan commitment"true" credit risk.International Review of Financial Analysis,2007,(1):16-20.
[9]Irina Lovtsova.Weight Optimization for Loan Risk Estimation with Genetic Algorithm.International Conference on Computational Intelligence,Theory and Applications.2006.
[10]Andreas Schaad.A Model-checking Approach to Analysing Organisational Controls in a Loan Origination Process.11th ACM Conference on Access Control Models and Technologies.2006.
[11]彭绪军,万晓春.关于贷款风险分类管理工作的调查与思考.武汉金融,2002,(6).
[12]徐永芳.对影响当前国有独资商业银行执行贷款风险分类制度因素及问题的调查思考.金融纵横,2004,(2).
[13]顾玉清,丁美荣.国有商业银行推行贷款风险分类的实证分析.现代管理科学,2002,(8).
[14]胡继红,刘飚.从贷款风险分类看银行贷款风险管理.武汉金融,2002,(5).
[15]姜红,梁晗.国有商业银行实行贷款风险分类存在的问题及建议.河南金融管理干部学院学报,2002,(5).
[16]张萍.新贷款风险分类制对防范不良贷款形成的作用.工业技术经济,2001,(6).
[17]祁伟中.试论我国贷款质量的分类方法.南方金融,2001,(2).
[18]夏朝光,张绍平.关于改造现行贷款风险分类法的可行性研究.上海金融,2001,(2).
[19]曹荣湘.风险与金融安排.北京:社会科学文献出版社,2004,95-115,255-305
[20]鲍勃·斯坦纳,李杰译.核心金融理念.北京:华夏出版社,2004,241-245
[21]王光伟.中国金融体制改革焦点问题研究.上海:复旦大学出版社,2003,111-119
[22]柳志强,牟建阳.基层银行推行贷款风险分类工作的改进建议.济南金融,2004,(2),63-64
[23]徐永芳.对影响当前国有独资商业银行执行贷款风险分类制度因素及问题的调查思考.金融纵横,2004,(2),43-44
[24]曾海涛.关于如何加强信贷资产风险分类工作的思考.海南金融,2004,(3),58-60
[25]顾洪飞,赵伟希.从现行贷款分类方法的比较看银行监管.金融纵横,2003,(2),3-5
[26]林佩珍.规范贷款风险分类是风险监控的基础.浙江金融,2003,(10),26-27
[27]贾宁.全面推行贷款质量风险分类中存在的问题及建议.甘肃金融,2004,(6),25-27
[28]李成文,王富生.贷款分类方法的辩证分析与理性思考.金融纵横,2004,(7),17-20
[29]张有荣.商业银行贷款风险分类问题实证分析.青海金融,2004,(5),41-44
[30]林炳华.贷款风险分类法试行过程中存在的问题与对策.南方金融,2002,(5),60-61
[31]曹衍楠.从新巴塞尔协议看内、外部评级法的应用.中国金融,2004,(11),45-46
[32]贷款分类指导原则.中国人民银行银发(2001)416号文件,2001年12月19日
[33]银行贷款损失准备金计提指引.中国人民银行银发(2002)98号文件,2002年1月1日
[34]郑纯毅.中国银行业与国际银行业贷款分类比较分析.金融论坛,2005,(10),20-25
[35]徐长荣.巴塞尔新资本协议与我国商业银行信用风险管理对策研究.商业研究,2005,(3),143-145
[36]冯兴元.贷款风险分类现状及发展趋势.中国农村信用合作,2006,(05),16-17
[37]卢云曲.关于加强农行贷款风险分类管理的思考.广西农村金融研究,2005,(05),26-29
[38]姜灵敏.基于AHP的商业银行贷款风险分类评价模型.科技管理研究,2005(09),178-181
[39]何平安,王卫红.贷款风险分类失真引起的思考.新疆财经,2005,(05),58-61
[40]卞云.区分行营业部实行贷款风险分类管理的问题研究.广西农村金融研究,2005,(01),56-61
[41]吴红英.完善信贷管理系统提升商业银行风险管理水平.福建金融,2005,(03),19-22
[42]赵元绩.强化贷款五级分类推广工作的建议.黑龙江金融,2005,(11),82
[43]郝平,杨殿军,周亚美.商业银行贷款五级分类中存在的问题及建议.甘肃金融,2006,(12),63