商业银行个人信贷风险管理研究
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摘要
从20世纪90年代末以来,随着我国经济改革的不断深化,城镇居民消费、投资的热情不断升温,我国商业银行个人信贷业务呈现了快速发展的势头。个人信贷业务持续发展,促使其余额不断上升,这说明当前我国的个人信贷业务已进入市场高速成长期,并使个人信贷成为了商业银行贷款业务的主要组成部分。与此同时由于个人信贷业务在我国商业银行属于新兴业务,对个人信贷风险的管理还没有现行的模式可以利用,也没有形成完整而独立的体系,而只是作为商业银行全面风险管理的一个组成部分。而且由于国内银行业相对落后的管理体系,在我国商业银行个人信贷业务不断发展的现状下,个人信贷风险管理体系已经不能适应当前对于风险进行有效管理的要求,需要对现有的风险管理体系进行有效的改进和完善。
本文以建设银行湖南省分行当前快速增长的个人信贷业务现状为前提,通过分析其个人信贷风险管理现状,并结合国际和国内商业银行先进的管理经验,以个人信贷业务风险管理的理论为基础,归纳和总结出了当前我国商业银行个人信贷业务风险管理中存在的不足和缺陷,并根据其现状提出了相应的改进措施和建议,主要包括建立信贷管理文化,转变经营管理模式,建立个人信用体系,提高个人信贷风险管理水平,加强客户经理队伍建设。
Since the late 1990s, as China's economic reforms have deepened, the enthusiasm of consumption and investment by urban residents is steadily rising. China's commercial banks personal credit business showed a rapid growth. Personal credit business is sustainable development, promoting its rising balance. This shows that China's personal credit business has entered the market artificially high. The personal credit has become commercial bank the major component loans. Meanwhile, because personal credit business in China's commercial banks are new business, the credit risk management neither have the current model can be used, nor form a complete and independent system. It is an integral part of commercial bank's comprehensive risk management. Because the domestic banking sector is relatively backward management system. In China's commercial banks in credit business evolving situation, personal credit risk management system can not meet the current effective risk management requirements, Needing improve the existing risk management system to make it effectively and perfect.
Based on the current vigorous development of personal credit in Construction Bank in Hunan Province, by analyzing the problems of their personal credit risk management, and combining of international and domestic commercial banks advanced management experience, in personal credit risk management theory, summarized the deficiencies and weaknesses of Chinese commercial bank personal credit risk management in the current. According to their status this paper put forward the corresponding improvement measures and proposals, including the establishment of credit management culture, change mangement pattern,to establish personal credit system, enhance personal credit risk management and enhancing customer manager for the building.
本文以建设银行湖南省分行当前快速增长的个人信贷业务现状为前提,通过分析其个人信贷风险管理现状,并结合国际和国内商业银行先进的管理经验,以个人信贷业务风险管理的理论为基础,归纳和总结出了当前我国商业银行个人信贷业务风险管理中存在的不足和缺陷,并根据其现状提出了相应的改进措施和建议,主要包括建立信贷管理文化,转变经营管理模式,建立个人信用体系,提高个人信贷风险管理水平,加强客户经理队伍建设。
Since the late 1990s, as China's economic reforms have deepened, the enthusiasm of consumption and investment by urban residents is steadily rising. China's commercial banks personal credit business showed a rapid growth. Personal credit business is sustainable development, promoting its rising balance. This shows that China's personal credit business has entered the market artificially high. The personal credit has become commercial bank the major component loans. Meanwhile, because personal credit business in China's commercial banks are new business, the credit risk management neither have the current model can be used, nor form a complete and independent system. It is an integral part of commercial bank's comprehensive risk management. Because the domestic banking sector is relatively backward management system. In China's commercial banks in credit business evolving situation, personal credit risk management system can not meet the current effective risk management requirements, Needing improve the existing risk management system to make it effectively and perfect.
Based on the current vigorous development of personal credit in Construction Bank in Hunan Province, by analyzing the problems of their personal credit risk management, and combining of international and domestic commercial banks advanced management experience, in personal credit risk management theory, summarized the deficiencies and weaknesses of Chinese commercial bank personal credit risk management in the current. According to their status this paper put forward the corresponding improvement measures and proposals, including the establishment of credit management culture, change mangement pattern,to establish personal credit system, enhance personal credit risk management and enhancing customer manager for the building.
引文
[1]王爱俭,孟昊.建立我国个人信用制度对策研究.经济学动态,2001,23-26
[2]江其务.论银行信贷管理的若干理论问题.金融研究,2003,(7):41-48
[3]杨庆和.周期性与长期一致性抉择:信贷集中及其政策含义.金融研究,2001,(9):17-25
[4]Klein.B and K.Leffler,"The Role of Market Forces in Assuring Contarctual Performance",Journal of Political Ecomomy,1981,(89):326-346
[5]Myers,J.H,and forgy,E.W,"The Development of numerical Credit Evaluation Systems," Journal of American Statistics Association,1963,(58):799-806
[6]邢敦忠.客户信用评价在银行经营管理中的应用.金融论坛,2002,(2):34-39
[7]于立勇,周燕.商业银行信用风险衡量的一种新标准.数量经济技术经济研究,2002,(9):19-25
[8]范南,王世伟.Creditmetric模型及其对我国银行信用风险管理的借鉴.金融论坛,2002,(5):25-31
[9]约瑟夫A·罗培斯,马可·R·圣登勃格.信用风险模型有效性的评估方法探析.国际金融研究,2002,(9):26-31
[10]杨军.银行信用风险——理论、模型和实证分析.中国财政经济出版社,2004,116-123
[11]Leland,H.and Pyle,D.,"Informational Asymmetries,Financial Structure and Financial Intermediation,"Journal of Finance,1977,3(2)
[12]Zhou,C,"An Analysis of Default correlations and Multiple Defaults",The Review of Financial Studies,Summer,2001,555-576
[13]彼得·S·罗斯著,唐旭,商业银行管理,王丹译.经济科学出版社,1999,121
[14]蒋放鸣.现代商业银行全面信贷风险管理研究.系统工程,2003,(9):17-23
[15]胡昌苗.英国银行个人银行业务的发展及对我们的启示.现代商业银行导刊,2002,(1):21-26
[16]周开国.当代信贷风险度量模型及评析.南方金融,2005,(7):23-26
[17]骆波.我国利率市场化探讨.金融理论与实践.2002,(1):17-19
[18]王秋群.商业银行利率风险的防范.金融理论与实践,2001,(10):32-34
[19]董唯俭.建立现代化商业银行中国银行实施全面风险管理.中国金融,2001,(3):13-18
[20]朱子云.关于贷款效益风险综合管理的探讨.财经理论与实践, 1996,(1):24-26
[21]何爱武,孙海波.商业银行个人信贷风险分析及其对策.新金融,2003,(5):15-18
[22]田永强.系统论在银行风险管理中的应用.金融时报,2003-9-8
[23]Hayre,Lakhbir,"Analyzing prepayment and Credit Risk for Mortgage Securities",in Fixed-Income Investment:Recent Research,Edited by Thomas S.Y.Ho,IRWIN,1995
[24]Allen,Franklin and Santomero,Anthony M,"the Theory of Financial Intermediation,"Journal of Banking and Finance,1998,(21):1461-1485
[25]孙建政.一个基于Logistic回归的个人信用评分模型.投资研究,2003,(7):41-45
[26]龙海明,黄卫.VaR在消费信贷风险管理中的应用.财经理论与实践,2002,(11):22-27
[27]朱德林,杨明秋,金琼.海扩大消费信贷监管(安全)体系研究.金融研究,2000,(12):13-18
[28]刘萍.个人住房抵押贷款风险探析.金融研究,2002,(8):17-22
[29]Scholtens,Bert and Wensveen,Dickvan,"A Critique on the Theory of Financial Intermediation," Journal of Banking and Finance,2000,(24):1243-1251
[30]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.金融研究,2001,(8):5-9
[31]邱冬梅.建立个人征信系统防范化解信贷风险.南方金融,2001,(10):23-27
[32]墨顿·格兰茨.银行信贷风险组合管理概述,国际金融研究,2003,(3):34-38
[33]肖北溟.国有商业银行信贷评级模型的构建及实证检验.金融论坛,2004,(4):12-18
[34]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.投资研究,2003,(4):41-46
[35]沈沛龙,任若恩,马杰.我国商业银行信用风险的度量与控制.北京航空航天大学学报,2000,(12):12-16
[36]杨星,麦元勋.个人住房贷款信用风险管理实证研究——Merton模型在信用评估中的应用.南方金融,2003,(3):34-39
[37]莫万贵.信息不对称与商业银行信贷风险研究.投资研究,2004,(6):18-23
[38]龙海明,邓太杏.基于违约概率的消费信贷风险分析与度量.金融观察,2006,(1):43-48
[39]胡启华.商业银行个人货款业务风险及其控制.南方金融,2004,(12):18-21
[40]梁琪,黄鹂皎.我国商业银行信贷风险管理体系构建探索.南开经济研究, 2002,(6):23-27
[41]杨俊红,唐耀东.论信息不对称与银行信贷风险.武汉金融,2004,(10):25-30
[42]孔刘柳.商业银行信贷和约行为理论.上海财经出版社,2001,13-21
[43]黄儒靖.个人消费信贷的博弈分析.金融研究,2003,(10):34-41
[44]黄金老.利率市场化与商业银行风险控制.经济研究,2001,(1):42-46
[45]Chan,Y.,and G.Kanatas,"Asymmetric Valuation and the Role of Collateral in Loan Agreements,"journal of Money,Credit and Banking,1985,(17):84-95
[46]刘妹威.对信贷风险管理的几点认识.新金融,2001,(4):35-40
[47]章彰.商业银行信用风险管理.中国人民大学出版社,2002,120-126
[48]孙建华.建立个人信用制度促进消费信贷发展.投资研究,2001,(10):12-16
[49]卜玲玲.构筑商业银行内控机制探讨.济南金融,2005,(1):24-29
[50]Michel,C.,G.,Dan and M.,Robert,2000,"A Compartive Analysis of Current Credit Risk Models",Journal of Banking and Finance,2000,(24):59-l 17
[51]Stiglitz J,Weiss A.Credit Rationing in Markets with imperfect information.American Economic Review,1981,171(3):393-410
[52]江世银.论信息不对称条件下的消费信贷市场.经济研究,2000,(6):45-50
[53]梁琪.商业银行信贷风险度量研究.中国金融出版社,2003,123-126
[2]江其务.论银行信贷管理的若干理论问题.金融研究,2003,(7):41-48
[3]杨庆和.周期性与长期一致性抉择:信贷集中及其政策含义.金融研究,2001,(9):17-25
[4]Klein.B and K.Leffler,"The Role of Market Forces in Assuring Contarctual Performance",Journal of Political Ecomomy,1981,(89):326-346
[5]Myers,J.H,and forgy,E.W,"The Development of numerical Credit Evaluation Systems," Journal of American Statistics Association,1963,(58):799-806
[6]邢敦忠.客户信用评价在银行经营管理中的应用.金融论坛,2002,(2):34-39
[7]于立勇,周燕.商业银行信用风险衡量的一种新标准.数量经济技术经济研究,2002,(9):19-25
[8]范南,王世伟.Creditmetric模型及其对我国银行信用风险管理的借鉴.金融论坛,2002,(5):25-31
[9]约瑟夫A·罗培斯,马可·R·圣登勃格.信用风险模型有效性的评估方法探析.国际金融研究,2002,(9):26-31
[10]杨军.银行信用风险——理论、模型和实证分析.中国财政经济出版社,2004,116-123
[11]Leland,H.and Pyle,D.,"Informational Asymmetries,Financial Structure and Financial Intermediation,"Journal of Finance,1977,3(2)
[12]Zhou,C,"An Analysis of Default correlations and Multiple Defaults",The Review of Financial Studies,Summer,2001,555-576
[13]彼得·S·罗斯著,唐旭,商业银行管理,王丹译.经济科学出版社,1999,121
[14]蒋放鸣.现代商业银行全面信贷风险管理研究.系统工程,2003,(9):17-23
[15]胡昌苗.英国银行个人银行业务的发展及对我们的启示.现代商业银行导刊,2002,(1):21-26
[16]周开国.当代信贷风险度量模型及评析.南方金融,2005,(7):23-26
[17]骆波.我国利率市场化探讨.金融理论与实践.2002,(1):17-19
[18]王秋群.商业银行利率风险的防范.金融理论与实践,2001,(10):32-34
[19]董唯俭.建立现代化商业银行中国银行实施全面风险管理.中国金融,2001,(3):13-18
[20]朱子云.关于贷款效益风险综合管理的探讨.财经理论与实践, 1996,(1):24-26
[21]何爱武,孙海波.商业银行个人信贷风险分析及其对策.新金融,2003,(5):15-18
[22]田永强.系统论在银行风险管理中的应用.金融时报,2003-9-8
[23]Hayre,Lakhbir,"Analyzing prepayment and Credit Risk for Mortgage Securities",in Fixed-Income Investment:Recent Research,Edited by Thomas S.Y.Ho,IRWIN,1995
[24]Allen,Franklin and Santomero,Anthony M,"the Theory of Financial Intermediation,"Journal of Banking and Finance,1998,(21):1461-1485
[25]孙建政.一个基于Logistic回归的个人信用评分模型.投资研究,2003,(7):41-45
[26]龙海明,黄卫.VaR在消费信贷风险管理中的应用.财经理论与实践,2002,(11):22-27
[27]朱德林,杨明秋,金琼.海扩大消费信贷监管(安全)体系研究.金融研究,2000,(12):13-18
[28]刘萍.个人住房抵押贷款风险探析.金融研究,2002,(8):17-22
[29]Scholtens,Bert and Wensveen,Dickvan,"A Critique on the Theory of Financial Intermediation," Journal of Banking and Finance,2000,(24):1243-1251
[30]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.金融研究,2001,(8):5-9
[31]邱冬梅.建立个人征信系统防范化解信贷风险.南方金融,2001,(10):23-27
[32]墨顿·格兰茨.银行信贷风险组合管理概述,国际金融研究,2003,(3):34-38
[33]肖北溟.国有商业银行信贷评级模型的构建及实证检验.金融论坛,2004,(4):12-18
[34]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.投资研究,2003,(4):41-46
[35]沈沛龙,任若恩,马杰.我国商业银行信用风险的度量与控制.北京航空航天大学学报,2000,(12):12-16
[36]杨星,麦元勋.个人住房贷款信用风险管理实证研究——Merton模型在信用评估中的应用.南方金融,2003,(3):34-39
[37]莫万贵.信息不对称与商业银行信贷风险研究.投资研究,2004,(6):18-23
[38]龙海明,邓太杏.基于违约概率的消费信贷风险分析与度量.金融观察,2006,(1):43-48
[39]胡启华.商业银行个人货款业务风险及其控制.南方金融,2004,(12):18-21
[40]梁琪,黄鹂皎.我国商业银行信贷风险管理体系构建探索.南开经济研究, 2002,(6):23-27
[41]杨俊红,唐耀东.论信息不对称与银行信贷风险.武汉金融,2004,(10):25-30
[42]孔刘柳.商业银行信贷和约行为理论.上海财经出版社,2001,13-21
[43]黄儒靖.个人消费信贷的博弈分析.金融研究,2003,(10):34-41
[44]黄金老.利率市场化与商业银行风险控制.经济研究,2001,(1):42-46
[45]Chan,Y.,and G.Kanatas,"Asymmetric Valuation and the Role of Collateral in Loan Agreements,"journal of Money,Credit and Banking,1985,(17):84-95
[46]刘妹威.对信贷风险管理的几点认识.新金融,2001,(4):35-40
[47]章彰.商业银行信用风险管理.中国人民大学出版社,2002,120-126
[48]孙建华.建立个人信用制度促进消费信贷发展.投资研究,2001,(10):12-16
[49]卜玲玲.构筑商业银行内控机制探讨.济南金融,2005,(1):24-29
[50]Michel,C.,G.,Dan and M.,Robert,2000,"A Compartive Analysis of Current Credit Risk Models",Journal of Banking and Finance,2000,(24):59-l 17
[51]Stiglitz J,Weiss A.Credit Rationing in Markets with imperfect information.American Economic Review,1981,171(3):393-410
[52]江世银.论信息不对称条件下的消费信贷市场.经济研究,2000,(6):45-50
[53]梁琪.商业银行信贷风险度量研究.中国金融出版社,2003,123-126