本文選題：工商銀行　切入點(diǎn)：信用風(fēng)險(xiǎn)　出處：《昆明理工大學(xué)》2014年碩士論文

【摘要】：隨著金融自由化進(jìn)程的快速發(fā)展,金融創(chuàng)新日新月異的大背景下,我國(guó)的金融風(fēng)險(xiǎn)主要集中在商業(yè)銀行業(yè),這是由我國(guó)現(xiàn)行的金融體系和較小的市場(chǎng)規(guī)模所決定。從另一方面來(lái)看,我國(guó)市場(chǎng)風(fēng)險(xiǎn)的匯率和利率都沒有完全市場(chǎng)化、金融產(chǎn)品有限以及證券市場(chǎng)規(guī)模小等因素相對(duì)于信用風(fēng)險(xiǎn)而言并不突出。從而,商業(yè)銀行的信用風(fēng)險(xiǎn)成為我國(guó)金融風(fēng)險(xiǎn)的主要因素。信用風(fēng)險(xiǎn)的存在就意味著我們需要對(duì)其進(jìn)行管理。而信用風(fēng)險(xiǎn)的管理是商業(yè)銀行存在與發(fā)展的主因。同時(shí),在現(xiàn)有市場(chǎng)經(jīng)濟(jì)環(huán)境下,我國(guó)商業(yè)銀行與國(guó)外商業(yè)銀行先進(jìn)的管理模式還有很大的差距。 由此可見,我國(guó)商業(yè)銀行自身的生存及發(fā)展方向是由其信用風(fēng)險(xiǎn)管理水平?jīng)Q定。因此,在當(dāng)前的經(jīng)濟(jì)環(huán)境條件下,如何提高我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)管理能力以及對(duì)其管理的研究顯得尤為關(guān)鍵。 隨著我國(guó)信用風(fēng)險(xiǎn)在現(xiàn)代經(jīng)濟(jì)活動(dòng)中的不斷創(chuàng)新與發(fā)展,信用風(fēng)險(xiǎn)所涉及的領(lǐng)域和規(guī)模也在不斷地?cái)U(kuò)大。因此,如何有效的管理和控制信用風(fēng)險(xiǎn)已成為當(dāng)前經(jīng)濟(jì)條件下所面臨的極具挑戰(zhàn)性課題。無(wú)論是從微觀角度上還是宏觀角度上講,無(wú)論是過(guò)去、現(xiàn)在還是將來(lái),要想在當(dāng)前經(jīng)濟(jì)體系條件下穩(wěn)定發(fā)展,就需要對(duì)信用風(fēng)險(xiǎn)管理進(jìn)行研究。 本文首先通過(guò)緒論介紹研究的意義、背景、內(nèi)容和方法,了解文章概要；其次,簡(jiǎn)單介紹商業(yè)銀行信用風(fēng)險(xiǎn)概述以及我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)管理的現(xiàn)狀,明確什么事信用風(fēng)險(xiǎn)以及目前我國(guó)商業(yè)銀行在信用風(fēng)險(xiǎn)管理上的成效與不足。最后,針對(duì)工商銀行信用風(fēng)險(xiǎn)管理的現(xiàn)狀及存在的問(wèn)題,運(yùn)用KMV模型對(duì)其信用風(fēng)險(xiǎn)加以分析,得出工商銀行在信用風(fēng)險(xiǎn)管理上的優(yōu)劣。同時(shí)與國(guó)內(nèi)同行業(yè)和國(guó)外商業(yè)銀行先進(jìn)的技術(shù)和經(jīng)驗(yàn)相對(duì)比,得出完善工商銀行信用風(fēng)險(xiǎn)管理的建議及對(duì)策。從而提高工商銀行信用風(fēng)險(xiǎn)管理的水平、信用風(fēng)險(xiǎn)防范和化解信用風(fēng)險(xiǎn),使其在穩(wěn)定健康的發(fā)展過(guò)程中,增強(qiáng)其核心競(jìng)爭(zhēng)力。同時(shí),對(duì)進(jìn)一步優(yōu)化我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)管理做出一定的貢獻(xiàn)。
[Abstract]:With the rapid development of financial liberalization and the rapid development of financial innovation, the financial risks in China are mainly concentrated in commercial banking. This is determined by China's current financial system and the relatively small market size. On the other hand, the exchange rate and interest rate of market risk in China are not completely market-oriented. The limited financial products and the small size of the securities market are not prominent relative to the credit risk. The credit risk of the commercial bank becomes the main factor of the financial risk in our country. The existence of the credit risk means that we need to manage it, and the management of the credit risk is the main reason for the existence and development of the commercial bank. In the current market economy environment, there is still a big gap between the advanced management mode of our commercial banks and foreign commercial banks. It can be seen that the survival and development direction of our commercial banks is determined by their credit risk management level. Therefore, under the current economic environment, How to improve the ability of credit risk management of commercial banks and how to study their management is particularly critical. With the continuous innovation and development of credit risk in modern economic activities, the scope and scale of credit risk are also expanding. How to manage and control credit risk effectively has become a challenging issue in the current economic conditions. Whether from a micro perspective or a macro point of view, whether in the past, now or in the future, In order to develop stably under the current economic system, it is necessary to study the credit risk management. This paper first introduces the significance, background, content and methods of the research, and then introduces the summary of the article. Secondly, it briefly introduces the overview of the credit risk of commercial banks and the current situation of credit risk management of commercial banks in China. Finally, according to the current situation and problems of ICBC credit risk management, the credit risk of ICBC is analyzed by using KMV model. The advantages and disadvantages of ICBC in credit risk management are obtained. At the same time, compared with the advanced technology and experience of domestic and foreign commercial banks, The suggestions and countermeasures to perfect ICBC credit risk management are put forward to improve the level of ICBC credit risk management, prevent and defuse credit risk, and make it develop steadily and healthily. At the same time, it contributes to the further optimization of credit risk management of commercial banks in China.
【學(xué)位授予單位】：昆明理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 余明桂;潘紅波;;金融發(fā)展、商業(yè)信用與產(chǎn)品市場(chǎng)競(jìng)爭(zhēng)[J];管理世界;2010年08期

2 李磊寧;張凱;;我國(guó)上市公司違約點(diǎn)選擇問(wèn)題研究——基于KMV模型[J];廣西金融研究;2007年10期

3 李峰;姚興伍;;改進(jìn)的KMV模型在信用風(fēng)險(xiǎn)度量中的應(yīng)用[J];金融經(jīng)濟(jì);2008年22期

4 歐陽(yáng)秀子;;我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)度量模型的實(shí)證研究——基于KMV模型的實(shí)證分析[J];金融與經(jīng)濟(jì);2009年04期

5 楊季萍;馬香香;;論商業(yè)銀行的風(fēng)險(xiǎn)管理[J];中國(guó)市場(chǎng);2012年19期

6 顏廷峰;朱道才;;商業(yè)銀行內(nèi)部評(píng)級(jí)體系國(guó)際比較、啟示和建議[J];蘭州商學(xué)院學(xué)報(bào);2010年04期

7 劉亞麗;;寬松貨幣政策下我國(guó)商業(yè)銀行信貸風(fēng)險(xiǎn)管理研究[J];大眾商務(wù);2010年04期

8 高婧揚(yáng);;試論我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)管理存在的問(wèn)題及對(duì)策[J];現(xiàn)代商業(yè);2008年26期

9 羅真;我國(guó)商業(yè)銀行信用風(fēng)險(xiǎn)管理方法研究[J];武漢金融;2004年11期

10 郭保民;;論商業(yè)銀行全面風(fēng)險(xiǎn)管理體系的構(gòu)建[J];中南財(cái)經(jīng)政法大學(xué)學(xué)報(bào);2011年03期

相關(guān)博士學(xué)位論文 前1條

1 胡威;商業(yè)銀行信用風(fēng)險(xiǎn)管理優(yōu)化研究[D];中南大學(xué);2011年

，

本文編號(hào)：1666629