商业银行公路授信风险管理分层研究
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摘要
近二十年来我国经济呈飞速发展趋势,公路建设贷款已经成为商业银行信贷增长最快的行业之一,但是在中国公路建设事业迅猛发展的阶段,公路行业授信也日益暴露出一些系统性的风险特征,这对商业银行的信贷资产质量形成了一定冲击,并且已经引起银行和监管部门的高度关注。本文力图在对中国宏观经济趋势的把握下,透过公路行业授信的系统性风险特征,结合案例分析公路行业授信风险的差异性,完成从一般到具体的全面系统研究,进一步建立商业银行公路行业授信的政策框架体系,促进商业银行公路行业授信的健康和可持续发展。
本文共分为七个部分。
第一部分属于绪论。主要提出商业银行目前公路行业授信业务中存在的困境问题,指出现代商业银行应该研究和制定符合市场规律、具有前瞻性的公路行业授信管理政策,构建了全文的逻辑思路和内容结构。
第二部分重点总结我国自上个世纪九十年代以来公路建设的成就,分析了我国公路建设现状与国际发达国家的差距,以及与我国经济发展需求的不足,介绍了我国公路建设发展的规划目标。进一步尝试对国际公路建设体制的共性特点、公路建设投资的一般模式和典型国家公路建设筹资方式进行梳理研究,旨在通过国际比较提出可兹我们借鉴的先进经验。
第三部分回顾了我国公路建设投资管理体制改革的历史演进过程,并对我国公路建设投融资管理体制改革方向及目标进行了分析判断。基于对历史的回顾和未来的展望,进而指出银行信贷在公路建设融资中的重要地位,以及银行信贷还将在较长时期内继续发挥重要作用的必然性。第二部分和第三部分属于基础性研究,为论文进一步展开公路行业授信风险研究创造了条件。
第四部分旨在通过研究公路行业授信所面临的基本风险,针对性地分析商业银行风险控制体系的薄弱环节,以促进商业银行持续改进和加强公路行业授信风险管理工作。这一侧重于对公路行业影响突出的政策性风险进行了深入分析,揭示了现阶段行业政策中存在的诸多不确定的“点”及可能形成的风险因素。同时也概括阐述了借款人风险、市场风险、信用风险、体制性风险等其它风险因素。结合这些基本性风险因素的研究分析,尝试揭示目前商业银行风险控制体系与公路授信风险控制要求之间存在的缺陷和不足。这一部分是对公路行业授信风险的一般性研究,也即对共性风险因素的研究。
第五部分通过对两个典型案例的深入剖析,一方面揭示公路行业授信风险在贷款业务上的具体表现,更重要的一个方面是通过案例的比较,认识到普遍性的风险因素在具体个案上呈现出来的差异性特征。而这种差异性决定了同时商业银行青睐有加的公路贷款,却形成了贷款质量的巨大反差,从而指出公路行业授信风险分层研究的必要性和现实意义。
第六部分在前章案例分析的基础上,从公路行业授信风险一般性研究转入差异性研究;从具体案例的微观分析,进入宏观层面公路授信风险的分层归纳研究,并尝试构建符合公路行业授信风险特征的商业银行分层授信政策体系,从而促进重点对区位、公路等级、借款主体等维度进行分层风险分析,并在此基础上,从公路等级选择、项目选择、区位选择、授信品种选择、借款主体选择、担保结构选择六个方面初步构建了商业银行公路行业授信政策的框架体系。
最后结论部分指出公路行业授信风险的差异性必然对商业银行公路授信风险管理提出更高的要求。商业银行应该进一步梳理和完善公路行业分层和清晰授信政策体系,加强公路项目的优选和贷款的专业评估、理性审查,建立符合公路授信中长期贷款风险特质的风险监控和贷后管理体系,从而促进商业银行公路行业授信业务的健康持续发展。
During the past twenty years, great economic development has taken place in China. Loans of road construction have increased rapidly in commercial banks. In this period when road construction has increasingly developed, loans of road construction has also appeared some systematic risk characteristics, which have worsened the quality of assets of commercial banks and have been paid more and more attention by supervisors. Therefore, based on the macro-economic trend of China, this paper points out the characteristics of systematic risk of loans of road construction, analyzes the differences of the credit risk of road construction, establishes the policy framework of loans of road construction for commercial banks, and further the sustainable development of loans of road construction of commercial banks.
This paper contains seven parts.
Chapter one develops the present problems that exist in the loans of road construction of commercial banks, and points out that modern commercial banks should make market-oriented and forward-looking policy of loans of road construction. This chapter constructs the logic structure and content structure for the whole paper.
Chapter two analyzes the development of road construction in our country and the general investment mode of road construction all over the world. Then, after the comparative analysis of different investment modes of road construction, this chapter summarizes what should be learned from the experience of some developed countries.
Chapter three summarizes the developing stages of reform of investment and financing management system of road construction, especially analyzes the direction and goal of the reform. This chapter also points out the significant role of the bank credit in road construction in our country, and analyzes the reasons for it. In sum, the fist three chapters are basic research, which lays a foundation for the further research of credit risk of road construction .
Chapter four analyzes the main risks, including policy risk, borrower risk, market risk, credit risk and system risk, faced by loans of road construction. This chapter deeply analyzes the policy risk and exposes that some uncertainties exist in the present policy. Then, this chapter points out the shortage of the present risk control system of commercial banks. In a word, this chapter is a general research of credit risk of road construction, which analyzes the common risk factors.
Chapter five studies two real cases and shows that even though road construction projects are favored by commercial banks, different projects differ in quality from each other and so do loans of road construction. Finally, this chapter points out the significance of the research of credit risk of road construction.
Chapter six begins to research the differences of credit risks of road construction based on different aspects such as region, road rank, and borrower, and shows that commercial banks should develop and perfect the framework of loan of road construction.
Chapter seven is the conclusion of this paper. In the circumstance that loan from commercial banks is still one of the main capital sources for road construction in our country, commercial banks should do something more on the project selection and risk control so as to avoid risks.
本文共分为七个部分。
第一部分属于绪论。主要提出商业银行目前公路行业授信业务中存在的困境问题,指出现代商业银行应该研究和制定符合市场规律、具有前瞻性的公路行业授信管理政策,构建了全文的逻辑思路和内容结构。
第二部分重点总结我国自上个世纪九十年代以来公路建设的成就,分析了我国公路建设现状与国际发达国家的差距,以及与我国经济发展需求的不足,介绍了我国公路建设发展的规划目标。进一步尝试对国际公路建设体制的共性特点、公路建设投资的一般模式和典型国家公路建设筹资方式进行梳理研究,旨在通过国际比较提出可兹我们借鉴的先进经验。
第三部分回顾了我国公路建设投资管理体制改革的历史演进过程,并对我国公路建设投融资管理体制改革方向及目标进行了分析判断。基于对历史的回顾和未来的展望,进而指出银行信贷在公路建设融资中的重要地位,以及银行信贷还将在较长时期内继续发挥重要作用的必然性。第二部分和第三部分属于基础性研究,为论文进一步展开公路行业授信风险研究创造了条件。
第四部分旨在通过研究公路行业授信所面临的基本风险,针对性地分析商业银行风险控制体系的薄弱环节,以促进商业银行持续改进和加强公路行业授信风险管理工作。这一侧重于对公路行业影响突出的政策性风险进行了深入分析,揭示了现阶段行业政策中存在的诸多不确定的“点”及可能形成的风险因素。同时也概括阐述了借款人风险、市场风险、信用风险、体制性风险等其它风险因素。结合这些基本性风险因素的研究分析,尝试揭示目前商业银行风险控制体系与公路授信风险控制要求之间存在的缺陷和不足。这一部分是对公路行业授信风险的一般性研究,也即对共性风险因素的研究。
第五部分通过对两个典型案例的深入剖析,一方面揭示公路行业授信风险在贷款业务上的具体表现,更重要的一个方面是通过案例的比较,认识到普遍性的风险因素在具体个案上呈现出来的差异性特征。而这种差异性决定了同时商业银行青睐有加的公路贷款,却形成了贷款质量的巨大反差,从而指出公路行业授信风险分层研究的必要性和现实意义。
第六部分在前章案例分析的基础上,从公路行业授信风险一般性研究转入差异性研究;从具体案例的微观分析,进入宏观层面公路授信风险的分层归纳研究,并尝试构建符合公路行业授信风险特征的商业银行分层授信政策体系,从而促进重点对区位、公路等级、借款主体等维度进行分层风险分析,并在此基础上,从公路等级选择、项目选择、区位选择、授信品种选择、借款主体选择、担保结构选择六个方面初步构建了商业银行公路行业授信政策的框架体系。
最后结论部分指出公路行业授信风险的差异性必然对商业银行公路授信风险管理提出更高的要求。商业银行应该进一步梳理和完善公路行业分层和清晰授信政策体系,加强公路项目的优选和贷款的专业评估、理性审查,建立符合公路授信中长期贷款风险特质的风险监控和贷后管理体系,从而促进商业银行公路行业授信业务的健康持续发展。
During the past twenty years, great economic development has taken place in China. Loans of road construction have increased rapidly in commercial banks. In this period when road construction has increasingly developed, loans of road construction has also appeared some systematic risk characteristics, which have worsened the quality of assets of commercial banks and have been paid more and more attention by supervisors. Therefore, based on the macro-economic trend of China, this paper points out the characteristics of systematic risk of loans of road construction, analyzes the differences of the credit risk of road construction, establishes the policy framework of loans of road construction for commercial banks, and further the sustainable development of loans of road construction of commercial banks.
This paper contains seven parts.
Chapter one develops the present problems that exist in the loans of road construction of commercial banks, and points out that modern commercial banks should make market-oriented and forward-looking policy of loans of road construction. This chapter constructs the logic structure and content structure for the whole paper.
Chapter two analyzes the development of road construction in our country and the general investment mode of road construction all over the world. Then, after the comparative analysis of different investment modes of road construction, this chapter summarizes what should be learned from the experience of some developed countries.
Chapter three summarizes the developing stages of reform of investment and financing management system of road construction, especially analyzes the direction and goal of the reform. This chapter also points out the significant role of the bank credit in road construction in our country, and analyzes the reasons for it. In sum, the fist three chapters are basic research, which lays a foundation for the further research of credit risk of road construction .
Chapter four analyzes the main risks, including policy risk, borrower risk, market risk, credit risk and system risk, faced by loans of road construction. This chapter deeply analyzes the policy risk and exposes that some uncertainties exist in the present policy. Then, this chapter points out the shortage of the present risk control system of commercial banks. In a word, this chapter is a general research of credit risk of road construction, which analyzes the common risk factors.
Chapter five studies two real cases and shows that even though road construction projects are favored by commercial banks, different projects differ in quality from each other and so do loans of road construction. Finally, this chapter points out the significance of the research of credit risk of road construction.
Chapter six begins to research the differences of credit risks of road construction based on different aspects such as region, road rank, and borrower, and shows that commercial banks should develop and perfect the framework of loan of road construction.
Chapter seven is the conclusion of this paper. In the circumstance that loan from commercial banks is still one of the main capital sources for road construction in our country, commercial banks should do something more on the project selection and risk control so as to avoid risks.
引文
[1]陈四清:《商业银行风险管理通论》,中国金融出版社。
[2]周玮:《Basel在中资银行的实践》,中国人民大学出版社。
[3]解俊贤:西部地区公路建设中银行信贷资金的风险防范,《长安大学学报(社会科学版)》,2004年12月第6卷第4期。
[4]盈晓红:高速公路项目贷款风险控制研究,中华会计网校(http://www.chinaacc.com/)网上期刊《交通财会》2006-5-10。
[1]中国交通网http://www.iicc.ac.cn/
[2]中国公路网http://www.chinahighway.com/
[3]万方数据http://www.ilib.cn/
[2]周玮:《Basel在中资银行的实践》,中国人民大学出版社。
[3]解俊贤:西部地区公路建设中银行信贷资金的风险防范,《长安大学学报(社会科学版)》,2004年12月第6卷第4期。
[4]盈晓红:高速公路项目贷款风险控制研究,中华会计网校(http://www.chinaacc.com/)网上期刊《交通财会》2006-5-10。
[1]中国交通网http://www.iicc.ac.cn/
[2]中国公路网http://www.chinahighway.com/
[3]万方数据http://www.ilib.cn/