本文選題：表外業(yè)務 + 信用風險��； 參考：《山東大學》2014年碩士論文

【摘要】：改革開放以來,國內的金融環(huán)境發(fā)生了深刻的變化,商業(yè)銀行業(yè)務經營結構也發(fā)生了重大變化,表外業(yè)務的快速發(fā)展和豐富為商業(yè)銀行多元化經營增添了活力。BC銀行河北分行作為BC銀行在河北省地區(qū)的一級分支機構,近年來其表外授信資產規(guī)模不斷擴大,然而在當前經濟下行周期中,其面臨的風險和挑戰(zhàn)也與日俱增。一方面其表外授信迅速擴張；另一方面,由于片面追求業(yè)務擴張,忽略了風險控制,其表外業(yè)務信用風險的管理理念及方法亟需改進和完善。 本文擬通過對BC銀行河北分行表外業(yè)務發(fā)展及信用風險管理現狀的分析,對其表外業(yè)務信用風險識別、評估與計量及預警和控制進行了分析研究,以期對BC銀行河北分行表外業(yè)務的信用風險管理防控提出有效建議。全文共分七章：第一章主要介紹了本文的研究背景,研究對象和研究目的,對國內外研究現狀及研究思路和方法進行了闡述；第二章對表外業(yè)務的基本概念、特點、發(fā)展現狀進行了說明,對信用風險管理的基本理論進行了介紹,并對表外業(yè)務信用風險管理進行了說明；第三章對BC銀行河北分行的表外業(yè)務發(fā)展狀況、其信用風險管理的內外部環(huán)境進行了研究和分析,對其表外業(yè)務的風險點及控制手段進行了探討；第四章研究了BC銀行河北分行表外業(yè)務發(fā)展面臨的宏觀環(huán)境、行業(yè)環(huán)境及財務及非財務因素等,對其表外業(yè)務的識別方法及流程提出了建議；第五章對BC銀行河北分行表外業(yè)務的評估和計量進行了研究,并結合具體案例進行了分析說明；第六章對BC銀行河北分行表外業(yè)務的預警和控制進行了研究,并重點對其表外風險預警監(jiān)控體系建設進行了探索；最后一章對全文進行了總結。 本文的主要結論有：BC銀行河北分行依托其國際化的結算網絡,其表外業(yè)務的發(fā)展當地同業(yè)當中有較為明顯的規(guī)模優(yōu)勢,但其信用風險管理亟需加強。BC銀行河北分行表外業(yè)務信用風險管理面臨缺乏完整的內部協(xié)調管理體系、監(jiān)管與政策環(huán)境日趨嚴格、重點行業(yè)風險突出的外部環(huán)境,以及表外業(yè)務信用風險防控意識不足、信貸行業(yè)集中度大、信貸資源緊缺的內部環(huán)境。為了更好的、更健康的促進表外業(yè)務發(fā)展,BC銀行河北分行應重點從宏觀經濟環(huán)境、客戶行業(yè)特點以及客戶的經營管理及財務狀況等方面進行表外業(yè)務的風險識別,優(yōu)化和完善相關流程；從客戶信用評級、債項評級、風險分類、信用風險價值等幾個方面,應用違約概率和違約損失率的方法論進行風險評估和計量；并從逾期、財務、負面消息等方面加強信用風險預警,整合分散的風險控制點,建立全流程的表外業(yè)務信用風險控制體系。
[Abstract]:Since the reform and opening up, the domestic financial environment has undergone profound changes, and the business operation structure of commercial banks has also undergone major changes.The rapid development and enrichment of off-balance sheet business has added vitality to the diversified operation of commercial banks. As a first-grade branch of BC Bank in Hebei Province, Hebei Branch of BC Bank has been expanding its off-balance sheet credit assets in recent years.However, in the current economic downturn, it faces increasing risks and challenges.On the one hand, its off-balance-sheet credit expands rapidly; on the other hand, because of the one-sided pursuit of business expansion and neglecting risk control, the management idea and method of off-balance sheet business credit risk need to be improved and perfected urgently.Based on the analysis of the development of off-balance sheet business and credit risk management in Hebei Branch of BC Bank, this paper analyzes and studies the credit risk identification, evaluation and measurement, early warning and control of its off-balance sheet business.The purpose of this paper is to put forward effective suggestions on the credit risk management and control of the off-balance-sheet business of the Hebei Branch of BC Bank.The thesis is divided into seven chapters: the first chapter mainly introduces the research background, research object and purpose of this paper, and describes the current research situation, research ideas and methods at home and abroad, the second chapter introduces the basic concepts and characteristics of off-balance sheet business.The development status quo is explained, the basic theory of credit risk management is introduced, and the credit risk management of off-balance sheet business is explained.The internal and external environment of credit risk management has been studied and analyzed, and the risk points and control methods of its off-balance sheet business have been discussed. Chapter four has studied the macro environment facing the development of the off-balance sheet business of Hebei Branch of BC Bank.Industry environment, financial and non-financial factors, and so on, put forward some suggestions on the identification method and flow of off-balance sheet business. Chapter five studies the evaluation and measurement of off-balance sheet business in Hebei Branch of BC Bank, and analyzes and explains it with specific cases.The sixth chapter studies the early warning and control of the off-balance sheet business of the Hebei Branch of BC Bank, and focuses on the construction of its off-balance sheet risk early warning monitoring system; the last chapter summarizes the full text.The main conclusion of this paper is that the Hebei Branch of the Bank of China has an obvious scale advantage in the development of its off-balance sheet business by relying on its international settlement network.However, its credit risk management needs to be strengthened urgently. The credit risk management of the off-balance sheet business of Hebei Branch of BC Bank is faced with the lack of a complete internal coordination management system, the increasingly strict regulatory and policy environment, and the external environment in which the risks in key industries are prominent.And the external business credit risk prevention and control consciousness is insufficient, the credit industry concentration degree is big, the credit resources is short of internal environment.In order to promote the development of off-balance sheet business more healthily, the Hebei Branch of BC Bank should focus on the risk identification of off-balance sheet business from the aspects of macroeconomic environment, characteristics of customer industry, management and financial situation of customers, etc.Optimize and perfect the related process; apply the methodology of default probability and default loss rate to evaluate and measure the risk from the aspects of customer credit rating, debt rating, risk classification, credit risk value, etc.On the other hand, the credit risk warning should be strengthened, the decentralized risk control points should be integrated, and the credit risk control system of off-balance sheet business should be established.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.2;F832.33

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