集团客户授信风险防控分析
摘要
集团客户是银行的主要盈利来源和重要的客户群体,不仅给银行带来巨额的收益,同时也由于潜在的风险而带来惊人的损失。本文的研究对象是：银行集团客户的授信风险管理；本文的思路是：在授信风险管理的理论基础上,以C银行为例,分析C银行在集团客户信贷风险管理方面存在的相关问题,结合集团A建立现金池的案例,提出应对集团客户授信风险的措施。本文综述了集团客户授信风险管理的一般理论,并对集团客户以及集团客户授信风险进行了定义。文章主要从银行、集团客户、外部监管和社会环境四个层面分析了了C银行在授信风险防控方面存在的问题,最终提出了C银行加强集团客户信贷风险管理的成功方案,主要着眼于完善集团客户内部的资金管理,并希望借助外部监管和社会信用体系的力量,对集团客户进行有力的约束,充分利用内外部结合的力量来提高银行对集团客户信贷风险管理的质量。
The group corporate clients have become the important customer community and the main profit center of the modern commercial banks. They not only bring the considerable revenue to the banks, but also the potential risk and the massive losses. The investigative object of this article is the credit risk management of group corporate clients, and the thread is based on the theory of credit risk management and taking bank C as example, analyzes the related issues on credit risk management of group corporate clients. Then give the suggestions of managing credit risk through the case of group A about cash pool established. This article summarizes the general theory and gives the definition the of credit risk management of group corporate clients. The article analyzes the issue on credit risk management of bank C from the 4 parts of banks, group corporate clients, external supervision and social environment, puts forward the successful proposal to strength the credit risk management at last. It goes in for improving the internal cash management of group corporate, restricts strongly to them relying on the external supervision and the power of the social credit system, and improves the quality of credit risk management for group corporate clients through the combination of internal and external power.
The group corporate clients have become the important customer community and the main profit center of the modern commercial banks. They not only bring the considerable revenue to the banks, but also the potential risk and the massive losses. The investigative object of this article is the credit risk management of group corporate clients, and the thread is based on the theory of credit risk management and taking bank C as example, analyzes the related issues on credit risk management of group corporate clients. Then give the suggestions of managing credit risk through the case of group A about cash pool established. This article summarizes the general theory and gives the definition the of credit risk management of group corporate clients. The article analyzes the issue on credit risk management of bank C from the 4 parts of banks, group corporate clients, external supervision and social environment, puts forward the successful proposal to strength the credit risk management at last. It goes in for improving the internal cash management of group corporate, restricts strongly to them relying on the external supervision and the power of the social credit system, and improves the quality of credit risk management for group corporate clients through the combination of internal and external power.
引文
①《商业银行集团客户授信业务风险管理指引》第三条
①潘道荣.商业银行集团客户信贷风险管理——以A银行为例[D],2008
①《商业银行集团客户授信业务风险管理指引》
①《新会计准则第36号—关联方披露》
[1]潘道荣.商业银行集团客户信贷风险管理——以A银行为例[D],2008.
[2]范南.CreditMetrics模型及其对我国银行信用风险管理的借鉴[J],金融论坛,2002.
[3]霍东平,赵英姿,肖永杰.商业银行集团客户信贷风险管理研究[J],济南金融,2006.
[4]厚福申.集团客户的风险防范与控制刻不容缓[J],银行家,2007.
[5]赖利显.商业银行集团客户授信风险控制研究[D],厦门大学,2006.
[6]姚敏.论商业银行集团客户授信业务风险预警机制的建立[D],厦门大学,2006.
[7]邹扬.我国商业银行集团客户信贷风险研究[D],西南财经大学,2005.
[8]巴塞尔银行监管委员会有效银行监管的核心原则[EB/OL],1997.
[9]中国银行监督管理委员会.加强信用风险管理规范对银行集团客户授信行为[EB/OL],2003.
[10]中国银行监督管理委员会.商业银行集团客户授信业务风险管理指引[EB/OL],2003.
[11]中国证券监督管理委员会.上市公司信息披露管理办法[EB/OL],2007.
[12]王广新.商业银行集团客户授信风险管理研究[J],2008.
[13]包立军.刍议我国商业银行的集团客户营销和授信管理[J],新金融,2003.
[14]陈德胜,姚伟峰,冯宗宪.巴塞尔协议的演化及巴塞尔新资本协议对国际银行业的影响研究[J],开放导报,2004.
[15]甘肃银监局课题组.大额授信集团客户风险管理现状、问题及改进设想[J],甘肃金融,2005.
[16]郭江,黄莺.集团客户信贷业务风险成因及对策分析[J],西南金融,2006.
[17]李伟.商业银行集团客户授信业务风险管理问题探析[J],理论纵横,2005.
[18]马郧.集团客户授信业务风险管理探讨[J],北方经贸,2005.
[19]四川银监局建行处课题组.关于商业银行集团客户信贷风险分析与监管建议[J],西南金融,2004.
[20]魏国雄.集团客户信贷风险及其防控[J],中国金融,2006.
[21]孙荧荧.集团客户授信风险管理存在的难点及对策[J],经济与金融,2005.
[22]王洁,刘荣.集团客户贷款的风险管理[J],浙江金融,2004.
[23]朱厚志.对当前集团客户授信风险的个案研究[J],商业银行经营与管理,2004.
[24]Berger,A.N. and De Young,1997, "R.Problem loans and cost efficiency in commercial banks". Journal of Banking and Finance,
[25]Edward I.Atlman, Robert G.Haldeman and P.Narayanan,1997, "ZATA Analysis".Risk Books.
[26]Gabriel,J.,Salas,V. and Saurina, J.,2006,"Determinants of collateral". Journal of Financial Economics.
①潘道荣.商业银行集团客户信贷风险管理——以A银行为例[D],2008
①《商业银行集团客户授信业务风险管理指引》
①《新会计准则第36号—关联方披露》
[1]潘道荣.商业银行集团客户信贷风险管理——以A银行为例[D],2008.
[2]范南.CreditMetrics模型及其对我国银行信用风险管理的借鉴[J],金融论坛,2002.
[3]霍东平,赵英姿,肖永杰.商业银行集团客户信贷风险管理研究[J],济南金融,2006.
[4]厚福申.集团客户的风险防范与控制刻不容缓[J],银行家,2007.
[5]赖利显.商业银行集团客户授信风险控制研究[D],厦门大学,2006.
[6]姚敏.论商业银行集团客户授信业务风险预警机制的建立[D],厦门大学,2006.
[7]邹扬.我国商业银行集团客户信贷风险研究[D],西南财经大学,2005.
[8]巴塞尔银行监管委员会有效银行监管的核心原则[EB/OL],1997.
[9]中国银行监督管理委员会.加强信用风险管理规范对银行集团客户授信行为[EB/OL],2003.
[10]中国银行监督管理委员会.商业银行集团客户授信业务风险管理指引[EB/OL],2003.
[11]中国证券监督管理委员会.上市公司信息披露管理办法[EB/OL],2007.
[12]王广新.商业银行集团客户授信风险管理研究[J],2008.
[13]包立军.刍议我国商业银行的集团客户营销和授信管理[J],新金融,2003.
[14]陈德胜,姚伟峰,冯宗宪.巴塞尔协议的演化及巴塞尔新资本协议对国际银行业的影响研究[J],开放导报,2004.
[15]甘肃银监局课题组.大额授信集团客户风险管理现状、问题及改进设想[J],甘肃金融,2005.
[16]郭江,黄莺.集团客户信贷业务风险成因及对策分析[J],西南金融,2006.
[17]李伟.商业银行集团客户授信业务风险管理问题探析[J],理论纵横,2005.
[18]马郧.集团客户授信业务风险管理探讨[J],北方经贸,2005.
[19]四川银监局建行处课题组.关于商业银行集团客户信贷风险分析与监管建议[J],西南金融,2004.
[20]魏国雄.集团客户信贷风险及其防控[J],中国金融,2006.
[21]孙荧荧.集团客户授信风险管理存在的难点及对策[J],经济与金融,2005.
[22]王洁,刘荣.集团客户贷款的风险管理[J],浙江金融,2004.
[23]朱厚志.对当前集团客户授信风险的个案研究[J],商业银行经营与管理,2004.
[24]Berger,A.N. and De Young,1997, "R.Problem loans and cost efficiency in commercial banks". Journal of Banking and Finance,
[25]Edward I.Atlman, Robert G.Haldeman and P.Narayanan,1997, "ZATA Analysis".Risk Books.
[26]Gabriel,J.,Salas,V. and Saurina, J.,2006,"Determinants of collateral". Journal of Financial Economics.