【摘要】：信貸風(fēng)險(xiǎn)管理是現(xiàn)代商業(yè)銀行風(fēng)險(xiǎn)管理的核心內(nèi)容之一。20世紀(jì)90年代以來(lái),信貸風(fēng)險(xiǎn)管理成為商業(yè)銀行風(fēng)險(xiǎn)管理中最關(guān)鍵也最具挑戰(zhàn)性的領(lǐng)域之一。隨著金融市場(chǎng)日趨復(fù)雜、衍生金融工具不斷發(fā)展,商業(yè)銀行的信貸風(fēng)險(xiǎn)暴露開(kāi)始成倍增長(zhǎng),性質(zhì)也更為復(fù)雜。2007年美國(guó)“次貸危機(jī)”爆發(fā)導(dǎo)致的全球金融危機(jī)加劇,使得商業(yè)銀行的信貸風(fēng)險(xiǎn)管理更加成為國(guó)際國(guó)內(nèi)金融界關(guān)注的焦點(diǎn)。對(duì)于我國(guó),目前金融市場(chǎng)自由化還處于初級(jí)階段,貸款仍占銀行總資產(chǎn)的絕對(duì)比重,信貸業(yè)務(wù)仍然是各商業(yè)銀行的主要利潤(rùn)來(lái)源,因此,在現(xiàn)階段信貸風(fēng)險(xiǎn)管理仍然是各商業(yè)銀行風(fēng)險(xiǎn)管理的主要部分,商業(yè)銀行面臨最大的風(fēng)險(xiǎn)也是信貸風(fēng)險(xiǎn)。加強(qiáng)研究信貸風(fēng)險(xiǎn)管理,提高商業(yè)銀行對(duì)信貸風(fēng)險(xiǎn)的識(shí)別、控制、處置能力,對(duì)于抵御信貸風(fēng)險(xiǎn),提升銀行信貸資產(chǎn)質(zhì)量,實(shí)現(xiàn)穩(wěn)健經(jīng)營(yíng)有著重要意義。 本文從商業(yè)銀行信貸風(fēng)險(xiǎn)有關(guān)理論入手,根據(jù)導(dǎo)致銀行信貸資產(chǎn)損失的風(fēng)險(xiǎn)事件的不同對(duì)信貸風(fēng)險(xiǎn)分類,從恒豐銀行南京分行當(dāng)前信貸風(fēng)險(xiǎn)管理的現(xiàn)狀出發(fā),提出深化信貸風(fēng)險(xiǎn)管理的必要性。雖然恒豐銀行南京分行在信貸風(fēng)險(xiǎn)管理方一面采取了一系列的措施,但是其信貸資產(chǎn)的質(zhì)量仍舊令人擔(dān)憂。信貸風(fēng)險(xiǎn)管理是一個(gè)復(fù)雜的過(guò)程,恒豐銀行南京分行要根據(jù)各種渠道獲得信息,把好準(zhǔn)入關(guān)口,提早識(shí)別風(fēng)險(xiǎn)來(lái)源、風(fēng)險(xiǎn)范圍、風(fēng)險(xiǎn)程度和風(fēng)險(xiǎn)趨勢(shì),并發(fā)出相應(yīng)的風(fēng)險(xiǎn)警示信號(hào),采取一系列的手段對(duì)信貸風(fēng)險(xiǎn)進(jìn)行控制。因此,恒豐銀行南京分行信貸風(fēng)險(xiǎn)的識(shí)別、預(yù)警、計(jì)量、防范和化解是一個(gè)非常重要的過(guò)程,貫穿于貸款的全過(guò)程。針對(duì)各類風(fēng)險(xiǎn)產(chǎn)生的原因,采取相應(yīng)的信貸風(fēng)險(xiǎn)控制措施,并結(jié)合恒豐銀行南京分行的實(shí)際情況提出改進(jìn)建議,通過(guò)研究以使恒豐銀行南京分行能最大限度降低信貸風(fēng)險(xiǎn)、提高經(jīng)營(yíng)效益。
[Abstract]:Credit risk management is one of the core contents of modern commercial bank risk management. Since 1990s, credit risk management has become one of the most critical and challenging fields in commercial bank risk management. With the increasing complexity of financial markets and the continuous development of derivative financial instruments, the exposure of commercial banks to credit risks has increased exponentially and their nature has become more complicated. The global financial crisis caused by the outbreak of the "subprime mortgage crisis" in the United States in 2007 intensified. The credit risk management of commercial banks has become the focus of international and domestic financial circles. For our country, the liberalization of the financial market is still in the initial stage, loans still account for the absolute proportion of the total assets of the banks, and the credit business is still the main source of profits of the commercial banks. At the present stage, credit risk management is still the main part of the risk management of commercial banks, and the biggest risk faced by commercial banks is credit risk. It is of great significance to strengthen the research on credit risk management and to improve the ability of commercial banks to identify, control and deal with credit risk, to resist credit risk, to improve the quality of bank credit assets and to realize sound management. This paper starts with the theory of credit risk of commercial banks, classifies credit risk according to the different risk events that lead to the loss of bank credit assets, and proceeds from the current situation of credit risk management in Nanjing Branch of Hengfeng Bank. The necessity of deepening credit risk management is put forward. Although the Nanjing branch of Hengfeng Bank has taken a series of measures on the credit risk management side, the quality of its credit assets remains worrisome. Credit risk management is a complicated process. The Nanjing Branch of Hengfeng Bank should obtain information according to various channels, pass the entry and exit well, and identify the source, scope, degree and trend of risk ahead of time. And issued the corresponding risk warning signal, take a series of means to control the credit risk. Therefore, the identification, warning, measurement, prevention and solution of credit risk in Nanjing Branch of Hengfeng Bank is a very important process, which runs through the whole process of loan. Aiming at the causes of various kinds of risks, taking corresponding credit risk control measures and combining with the actual situation of Hengfeng Bank Nanjing Branch, the paper puts forward some suggestions for improvement, and through the research, we can make Hengfeng Bank Nanjing Branch to minimize the credit risk. Improve the efficiency of operation.
【學(xué)位授予單位】：南京大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.4

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