吉小林Study of Credit Risk Control by Commercial BanksWord格式文档下载.docx

吉小林Study of Credit Risk Control by Commercial BanksWord格式文档下载.docx

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Introduction……………………………………………………………

5

1TheConceptandCharacteristicsofCreditRisk……………………

9

1.1TheBasicalConceptofCommericalBankCreditRisk……

1.2ExpansionoftheConceptofCreditRisk……………………

1.3CharacteristcsofCommercialBanksCreditRisk…………

10

2CausesofCommercialBankCreditRisk…………………………

11

2.1China'

sMacro-economicFactors……………………………

12

2.11WidespreadExistenceofCreditrisk…………………

13

2.12UncertaintyintheCreditActivitie……………………

2.13TradingofBothAsymmetricInformation……………

14

2.2UnderdevelopedCapitalMarkets,SingleCorporateFinanceStructure……………………………………………………

15

2.3Bank'

sInternalandtheWholeCommunityLacksaGoodCreditEnvironment…………………………………………………

16

2.31LackofthePunishmentMechanism…………………

2.32ImperfectSelf-managementMechanismofCommercialBanks……………………………………………………

2.33LackofScientificMethodofRiskControl…………

17

3theGeneralSituationofChina'

sCommercialBankCreditRiskControlandPrevention……………………………………………

3.1AnalysetheLoanBeforetheCreditOptions………………

3.2AnalysetheLoanintheCreditOptions…………………

19

3.3ManagementAnalysisaftertheLoan………………………

20

3.4SeveralInternationalAdvancedInformationManagementTechnologyTools……………………………………………………

23

4theRecommendationsofImprovingtheCreditRiskPrevention…

24

4.1ImprovetheCustomerCreditInformationSystem…………

4.2AUniformRegulationofBusinessProcessesLoan…………

26

4.3StrengthenPost-loanManagementWork……………………

27

4.4TransferRisk…………………………………………………

28

4.5ImproveInformationSymmetry……………………………

30

5ThinkintheContextoftheDomesticEconomy…………………

31

5.1InstitutionalInnovation………………………………………

5.2TheDomesticEconomicSituationandtheExposureofBank'

sCreditRisk……………………………………………………

32

参考文献……………………………………………………………

34

ABSTRACT

Commercialbankshaveavarietyofrisks,butcreditriskisthemostbasicandmostimportantrisks.Therearemanycausesofcreditrisk.InChina,theriskofcommercialbanksnotonlyhasouruniquereasons,butalsohassimilarreasonswithdevelopedWesterncountries.TheasymmetryofinformationandthesinglefinancestructureofourcorporateareprinciplecauseofChina'

scommercialcreditrisk.Analyzingthecauses,wecanin-depthunderstandChina'

seconomicandsocialfactors.SowecanunderstandChina'

scommercialbankscreditwidespread.WealsoknowthatthecurrentcommercialbankinChinabyanymeanstopreventandcontrolcreditrisk.Butwecannotjustpayourattentioninourcountry.Wealsoanalyzetheinternationaladvancedcreditriskmanagementtechniques.Afterall,howtoimproveandcontrolisourmainconcern.Therefore,weproposeseveralrecommendations,forexample,tostrengthenpost-loanmanagement,tousecreditderivativestotransferriskandtoimprovetheinformationsymmetricandsoon.Themacroeconomicisvolatilitybothathomeandabroadtoday,andhowtocontrolcreditriskisthelong-termquestiontothinkabout.

KeyWords:

CreditRiskAsymmetryInformationCreditDerivativesPost-lendingworktransferrisk

摘要

商业银行有各种各样的风险，但是信用风险是最基本也是最重要的风险。

信用风险的成因有多种。

在我国，商业银行的风险既有我国独有的原因，也有与西方发达国家类似的原因。

而信息的不对称性和我国企业融资结构单一，是我国商业的信用风险的俩大主要原因。

通过剖析信用风险的成因，我们可以深入的了解了我国的经济因素和社会因素。

从而我们可以了解到我国商业银行的的信用普遍现状。

同时，我们也知道了目前我国的商业银行是通过什么方法来预防和控制信用风险的。

但是，我们不能把目光局限在国内。

我们还要分析国际上的先进的信用风险管理技术。

如何完善并控制是我们主要关注的问题。

因此，我们提出了几种建议，比如，加强贷后管理工作，利用信用衍生工具转移风险，提高信息对称度等。

在国内外宏观经济剧烈波动的今天，我们如何实现对信用风险的控制是我们长期要思考的问题。

关键词：

信用风险,信息的不对称性,信用衍生工具,贷后管理工作,转移风险

Introduction

Thefinancialindustryisahigh-riskindustries.Inprovidingfinancialservicesforthepeople,commercialbanksobtainprofitsandinthisprocesstheyfacerisks.Amongthem,thecreditriskisoneofthemostimportantrisks.Creditriskisthattheborrower,thebondissuerorfinancialtransactionsforvariousreasonscannotperformwhattheyshouddo.Andinthiscase,thefinancialinstitutionortheinvestmentsufferformlosses.InChina,commercialbanks,creditriskisprimarilythefollowingforms.1）Theupwardtrendinnon-performingloans,anditaccountforarelativelyhighproportion.

（2）Banks'

non-performingloansisdifficulttorecoveandthismaketheproblemevenworse（ShanyuDuan,2010）.

Creditriskmanagementistheprimaryworkofcommercialbankcredit.Itisrelatedtothebank'

ssurvivalandstabilityofsociety.WiththeacceleratedpaceofChina'

sfinancialreformandfinancialsectoropenness,thedomesticbankingsectorisfacingseverechallengesfrominternationalcompetition.Whenappearnewformsoffinancialglobalization,Chinamustlearnfrominternationalcommercialbanks'

advancedcreditriskmanagementexperiencetodeveloptheirowncharacteristicsandtoestablishcreditriskmanagementmodels.Onlystrengthencreditriskmanagement,cantheymeetthe"

BaselII"

requirements.

China'

scommercialbankshasgraduallyestablishedacreditriskmanagementsystem,butincomparedwiththeinternationalbanks,inthedatacollection,thereisaconsiderablegapinprocessingandtheutilizationofmeasurementmethods（ZhihuiQiu,2010）.Inparticully,thequantitativeriskmanagementisstillverybackward.Fromthecurrentactualsituation,thereisstillsomethingmoretobedesiredincreditriskmanagementphilosophy,technical,institutionalandotheraspects.Commercialbanks,comparedwiththedevelopedcountries,China'

scommercialbanksunderthemanagementofcreditriskmainlylieinthefollowingareas.

（1）China'

scommercialbankshavenotyetformedacorrectideaofcreditriskmanagementAtpresent,Chinesecommercialbankscurrentlydonotoperateaccordingtolaw.Theinadequateawarenessofmostbankstaffaboutcreditriskmanagementandtheolderconceptofcreditriskmanagementcannotadapttotherapiddevelopmentofnewerabusinessandthecomplexneedsinriskenvironment.Outstandingperformanceisasthefollowingaspects.First,itisinadequateontheknowledgeofthecoordinationofbetweentheimmediaeandlong-termgoalofdeveloping.Second,Staffdidnotfullyunderstandtherelationshipsbetweenthedevelopmentofbankingandthecreditriskmanagement.Third,creditriskmanagementawarenessisinadequateandbankmanagementstaffdonotcarryoutadequatelyintheentireprocess

（2）Quantitativecreditriskbanksarepoorlymanagedandhavenotyetestablishedcommercialbank'

screditriskmeasurementandmanagementofadvancedtechnology.Amoderncommercialbank'

screditriskmanagementtechniquesisveryrich,whatisdifferentformtraditionalcreditriskmanagementisthatthemoderncreditriskmanagementisincreasinglyfocusingonquantitativeanalysis,extensiveuseofmathematicalstatisticalmodelsandfinancialengineering（ShaLi，2007）.InChina,commercialbanksstillremaininthequantitativemanagementofassetsandliabilitiesmanagement.Riskmeasurementstatisticshavenotbeenabletoachievesystematicandscientificmeasurement.Therestillexiststheexcessiveworkload,lackofeffectiveness,theexternalratingslackofinformationincreditrisk,practicalchallengesistobefurtherdevelopedincreditriskmanagementmodelapplicationandmanagementoftechnologyremains.

（3）theunderlyingdatabasetobeenriched,managementpendingtestresults

Accordingtohistoricaldatafordifferentlevelsofcreditdefaultsandtheactualextentofstatisticalanalysis,wecantesttheresultsoftheobjectivityofcreditriskmanagement.However,becauseitshasashorttimethatthemajorityofourbanksdevelopcreditriskmanagement,wearelackofrelevantdataaccumulation.Atthesametime,inChina'

sinformationdisclosure,thereisaconsiderablegapbetweenthedevelopedcountries.Manyisunabletocollectfinancialinformationofenterprises,andsomeenterpriseshavebeenmadepublictheexistenceoffinancialdatadistortion.Thismakestheproblembecauseofthequalityofdataisresultinginalackofcredibilityevenworse.Theresultsoftheanalysis,whichcannotestablishavarietyofcreditriskmanagementmodels,isnotabletoapplytheadvancedcreditriskmanagementtechniquestothebank'

sactualcreditriskmanagement.

（4）Internalratingmethodisrelativelysimple.Theyonlyfocusonthereportingdata.Ratingobjectisnotacomprehensive,sorisk-revealingisinadequate.what’smore,ratingsremainstobetestedFirst,despitetheirdifferentfocuses,theChinesecommercialbank'

sinternalratingsystemareverysimilartothebasicmethod.Usingasimplescoringmethod,belackofobjectivebasis.Second,itisashorttimethatChina'

scommercialbanksdevelopcustomerrating,mostbanksonlyratetheclientscredit,butdonotrateontheloans.Third,ThatChina'

scurrentratingsofallcommercialbankswithinthebanklineofcreditwasusedonlyforidentification,wasnotopentothepublic.Thismakeitdifficulttojudgetheaccuracyofratings.Finally,comparedwiththeadvancedinternationalbanks,themajorityofourcommercialbank'

sinternalratingmethodologyhaveaconsiderablegapinrating,theratingresultsoftestsorratingorganizationstructure,theunderlyingdatabaseandso（JunhuaWang,2006）.Inreturn,thesedifferencesgreatlylimittheIRBtorevealtheroleandcontrolofrisk.

（5）Chinahavenotdevelopahealthysocialcreditsystem,andthecorporatecreditisdifficulttotrulyreflect.Asoursociety'

sisgenerallackofawarenessofcredit,corporatefinancialdataauthenticityisnothigh