商业银行信贷风险之经济分析
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摘要
自中国加入世贸组织以来,我国政府正逐步放宽外资银行市场准入标准,这给中国银行业带来了前所未有的机遇,同时也带来了方方面面的挑战。从上个世纪末连续爆发的金融危机,到最近发生的法国兴业银行因人员违规操作造成巨大损失、美国爆发的次级贷危机,这一切都从负面凸显出金融管理在当代社会的重要地位,而商业银行的风险管理又是重中之重。中国正在进入一个融资结构快速调整和直接融资规模快速扩张的时期。从国际经验来看,在资本市场快速发展和直接融资扩张的时期,往往也是银行业转型压力较大的时期,积极推进我国商业银行信贷风险管理的改革就成为当务之急。本文作者将从宏观、微观两个层面上分析我国商业银行信贷风险的成因,综合运用宏观经济分析、微观经济分析等方法全面、系统的分析信贷风险在宏观、微观经济上的表现与影响,最后从宏观、微观上提出适用于我国商业银行的信贷风险管理对策,从理论上丰富信贷风险研究的形式和内容。研究结果表明,我国商业银行信贷风险具体表现在信贷规模的过快增长与宏观政策不协调、信贷结构的不合理及不良贷款率较高等方面,而究其原因既有宏观方面的,也有微观方面的。宏观原因一方面是国内宏观经济形势、经济周期、政府行为等,另一方面则是国家的产业政策、信贷政策、货币政策等。微观方面则体现在银企机制不合理与银行自身发展不科学、不协调上。最后在比较国内外商业银行信贷风险管理现状后,从宏微观层面上对我国商业银行风险管理提出自己的见解和对策。我国商业银行信贷风险管理无论是在理念和认识上,还是在风险管理体系上和风险管理机制上,无论是在风险管理范围上和深度上,还是在风险管理技术手段上和队伍建设上,与世界领先银行相比还存在着相当大的差距,需要改进和提高的方面还有很多。通过比较,我们认为在加强国家宏观调控,强化中国人民银行、银监会对我国商业银行的监督与管理,科学制定宏观经济政策等方面仍需进一步的努力,同时尽快实现国有企业股权改革、扩大企业融资渠道,积极建立内控机制、风险预警机制等,真正在我国建立一个竞争、高效、综合性的商业银行体系。
Since China's accession to the WTO, the Chinese Government has gradually relaxed the market access standards of foreign banks. It has brought unprecedented opportunities to China's banks, but also has brought a variety of challenges. From the late 1990s there was the outbreak of the financial crisis, and recently there are French Societe Generale Bank’huge losses because of irregular operation, the outbreak of sub-loan crisis in American. They highlight the important position of the financial management in contemporary society in negative aspect. Also risk management of commercial bank is top priority. China is entering a period of rapid adjustment of the financing structure and rapid expansion of the scale of direct financing. From the international experience, in the period of development of capital market and expansion of direct financing, commercial banks often face greater pressure in transition period. Actively promoting the reform of China's commercial banks on credit risk management has become urgent. The author will study the causes of credit risk of China's commercial banks by using macro-economic analysis and micro-economic analysis methods, and analysis the macro-and micro-economic performance and impact of the credit risk. Finally, from the macro and micro analysis about China's commercial credit risk, I advice some management measures about commercial credit risk. It will enrich the theory about credit risk on the form and content. The results show that credit risks of China's commercial banks perform mainly in the excessive growth of credit assets which lacks of coordination with macroeconomic policies, unreasonable credit structure and the high rate of bad loans. There are both macro and micro reasons. On the one hand, macro-economic reasons are the domestic macro-economic situation, the economic cycle, government action. On the other hand, they are industrial policies, credit policy and monetary policy. Microeconomic aspects are the unreasonable mechanism embodied in banks and enterprises, the unscientific development of banks which lacks of coordination. Lastly, after comparing the credit risk management in domestic commercial banks and foreign commercial banks, I advance my views and countermeasures about the credit risk management of China's commercial banks from the micro and macro. Credit risk management of China's commercial banks still have a large gap between the world's leading banks, not in the concept and understanding about credit risk, in risk management systems and risk management mechanisms, but in the scope and depth of risk management and in the techniques and means. There are many areas which need to improve and enhance. By comparison, we believe that we still need further efforts. We need strengthen national macro-control, strengthen the supervision and management of commercial banks from the People's Bank of China and CBRC, and make more science macro-economic policy. At the same time, we must advance state-owned enterprises reform, expand financing channels for enterprises, and establish internal-control mechanism and the early-warning risk mechanisms in banks actively. So a competitive, high efficient, integrated commercial bank system will be truly established in China.
Since China's accession to the WTO, the Chinese Government has gradually relaxed the market access standards of foreign banks. It has brought unprecedented opportunities to China's banks, but also has brought a variety of challenges. From the late 1990s there was the outbreak of the financial crisis, and recently there are French Societe Generale Bank’huge losses because of irregular operation, the outbreak of sub-loan crisis in American. They highlight the important position of the financial management in contemporary society in negative aspect. Also risk management of commercial bank is top priority. China is entering a period of rapid adjustment of the financing structure and rapid expansion of the scale of direct financing. From the international experience, in the period of development of capital market and expansion of direct financing, commercial banks often face greater pressure in transition period. Actively promoting the reform of China's commercial banks on credit risk management has become urgent. The author will study the causes of credit risk of China's commercial banks by using macro-economic analysis and micro-economic analysis methods, and analysis the macro-and micro-economic performance and impact of the credit risk. Finally, from the macro and micro analysis about China's commercial credit risk, I advice some management measures about commercial credit risk. It will enrich the theory about credit risk on the form and content. The results show that credit risks of China's commercial banks perform mainly in the excessive growth of credit assets which lacks of coordination with macroeconomic policies, unreasonable credit structure and the high rate of bad loans. There are both macro and micro reasons. On the one hand, macro-economic reasons are the domestic macro-economic situation, the economic cycle, government action. On the other hand, they are industrial policies, credit policy and monetary policy. Microeconomic aspects are the unreasonable mechanism embodied in banks and enterprises, the unscientific development of banks which lacks of coordination. Lastly, after comparing the credit risk management in domestic commercial banks and foreign commercial banks, I advance my views and countermeasures about the credit risk management of China's commercial banks from the micro and macro. Credit risk management of China's commercial banks still have a large gap between the world's leading banks, not in the concept and understanding about credit risk, in risk management systems and risk management mechanisms, but in the scope and depth of risk management and in the techniques and means. There are many areas which need to improve and enhance. By comparison, we believe that we still need further efforts. We need strengthen national macro-control, strengthen the supervision and management of commercial banks from the People's Bank of China and CBRC, and make more science macro-economic policy. At the same time, we must advance state-owned enterprises reform, expand financing channels for enterprises, and establish internal-control mechanism and the early-warning risk mechanisms in banks actively. So a competitive, high efficient, integrated commercial bank system will be truly established in China.
引文
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卢鸿.现代商业银行内部控制系统论[M].中国金融出版社,2001.
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王希颖.新巴塞尔协议对我国商业银行风险管理的借鉴意义[J].北京市经济管理干部学院学报,2007.
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杨高林,张建友.现代商业银行风险管理[M].北京:中国金融出版社,2005.
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张石.我国商业银行信用风险内部评级体系的构建[J].金融与保险,2002,(6):56-59.
张玉明.信息非均衡与银行不良资产[M].上海:三联书店,2001.
章彰.商业银行信用风险管理[M].中国人民大学出版社,2002.
郑文红,李健.银企交易费用及对中小企业融资的影响[J].企业经济,2002,(5):140-145.
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