本文選題：貿(mào)易融資　切入點(diǎn)：信用風(fēng)險(xiǎn)　出處：《山東大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：貿(mào)易融資業(yè)務(wù)作為銀行開辦的信貸業(yè)務(wù)的一種,具有期限短,操作靈活的優(yōu)點(diǎn),貿(mào)易融資本身具有真實(shí)性和自償性特征,在貿(mào)易結(jié)算過程中被進(jìn)出口商廣泛應(yīng)用,解決了資金周轉(zhuǎn)問題,同時(shí)為銀行帶來了不少的收益。隨著我國進(jìn)出口量的日益增長,大力開展貿(mào)易融資是一種銀企"雙贏"的模式,為貿(mào)易融資創(chuàng)造良好的資源與市場(chǎng)環(huán)境符合經(jīng)濟(jì)發(fā)展的要求,但貿(mào)易融資跨越式的發(fā)展也讓很多銀行在著眼收益的同時(shí)忽略風(fēng)險(xiǎn)防控,近幾年的貿(mào)易融資風(fēng)險(xiǎn)事件中信用風(fēng)險(xiǎn)的暴露尤為嚴(yán)重。我國貿(mào)易融資信用風(fēng)險(xiǎn)管理起步較晚,商業(yè)銀行在短期內(nèi)設(shè)計(jì)融資產(chǎn)品來滿足貿(mào)易企業(yè)各種需求,其管理經(jīng)驗(yàn)也較為缺乏。貿(mào)易融資風(fēng)險(xiǎn)管理手段的落后,貸后監(jiān)管的脫節(jié),促使貿(mào)易融資逐漸脫離本身的自償性和真實(shí)性,貿(mào)易融資演變成了融資的貿(mào)易,近幾年信用風(fēng)險(xiǎn)案件頻繁暴露,給銀行來帶了巨大資金損失和連鎖反應(yīng)。商業(yè)銀行須重視對(duì)貿(mào)易融資信用風(fēng)險(xiǎn)的管理,按照風(fēng)險(xiǎn)管理的基本流程從風(fēng)險(xiǎn)識(shí)別、計(jì)量以及監(jiān)測(cè)控制出發(fā),學(xué)習(xí)國際先進(jìn)金融機(jī)構(gòu)的信用風(fēng)險(xiǎn)評(píng)估方法,并結(jié)合自身目標(biāo)與特點(diǎn),全面完善風(fēng)險(xiǎn)管理體系。通過收集國內(nèi)商業(yè)銀行對(duì)貿(mào)易融資風(fēng)險(xiǎn)管理和信用風(fēng)險(xiǎn)管理的主要文獻(xiàn)和方法,結(jié)合日照轄內(nèi)銀行的管理模式和主要客戶特征,分析其貿(mào)易融資業(yè)務(wù)發(fā)展現(xiàn)狀,主要風(fēng)險(xiǎn)點(diǎn)和成因,利用RAROC模型初步測(cè)算該銀行貿(mào)易融資業(yè)務(wù)的風(fēng)險(xiǎn)成本和收益,粗略評(píng)估該銀行近幾年的風(fēng)險(xiǎn)管理水平發(fā)展情況,從中發(fā)現(xiàn)銀行在貿(mào)易融資信用風(fēng)險(xiǎn)管理中存在的問題。目前,轄內(nèi)X銀行對(duì)貿(mào)易融資風(fēng)險(xiǎn)管理流程主要涉及到實(shí)施貸審分離制度,關(guān)注貸后資金的收回,對(duì)貿(mào)易融資信用風(fēng)險(xiǎn)的評(píng)估主要依賴于企業(yè)財(cái)務(wù)指標(biāo)的判斷,從該銀行信用風(fēng)險(xiǎn)的管理制度、評(píng)估手段、部門粘合度和人員配置方面上分析需要改進(jìn)的管理點(diǎn),提出銀行優(yōu)化現(xiàn)有管理制度,學(xué)習(xí)應(yīng)用類似RAROC模型的科學(xué)風(fēng)險(xiǎn)評(píng)估手段,加強(qiáng)對(duì)融資客戶選擇策略,做好產(chǎn)品創(chuàng)新管理和加強(qiáng)人員培訓(xùn)等措施。同時(shí),建議銀行加強(qiáng)貿(mào)易融資全流程的風(fēng)險(xiǎn)防范,細(xì)化到貸前調(diào)查,貸款審批,貸后管理和風(fēng)險(xiǎn)緩釋措施等。隨著越來越多的國內(nèi)商業(yè)銀行業(yè)"走出去"設(shè)立海外分支機(jī)構(gòu),國際競(jìng)爭(zhēng)更為激烈,銀行要不斷適應(yīng)國際上的風(fēng)險(xiǎn)監(jiān)管新標(biāo)準(zhǔn),不斷提升自身風(fēng)險(xiǎn)管理水平。本文研究商業(yè)銀行貿(mào)易融資業(yè)務(wù)的信用風(fēng)險(xiǎn)管理,是希望對(duì)今后商業(yè)銀行貿(mào)易融資信用風(fēng)險(xiǎn)管理乃至全面風(fēng)險(xiǎn)管理提供思路,對(duì)和X銀行同等類型與規(guī)模相似的銀行提供參考,也對(duì)在當(dāng)前的宏觀經(jīng)濟(jì)形勢(shì)下貿(mào)易融資風(fēng)險(xiǎn)防控政策和措施有借鑒意義。
[Abstract]:As a kind of credit business established by banks, trade finance has the advantages of short term and flexible operation. Trade financing itself has the characteristics of authenticity and self-compensation, and is widely used by importers and exporters in the process of trade settlement. With the increasing import and export volume of our country, it is a "win-win" mode for banks to develop trade financing vigorously. The creation of good resources and market environment for trade financing meets the requirements of economic development, but the leapfrog development of trade finance also makes many banks ignore risk prevention and control while focusing on profit. In recent years, the exposure of credit risk is especially serious in the trade financing risk events. China's trade financing credit risk management started relatively late, commercial banks in the short term to design financing products to meet the needs of trade enterprises. The backwardness of risk management means of trade financing and the disconnection of post-loan supervision promote trade finance to break away from its own self-compensation and authenticity, and trade financing has evolved into financing trade. In recent years, the frequent exposure of credit risk cases has brought huge capital losses and chain reactions to banks. Commercial banks should attach importance to the management of trade financing credit risks and identify risks according to the basic process of risk management. Starting from measurement and monitoring control, we should study the credit risk assessment methods of international advanced financial institutions, and combine with their own objectives and characteristics. Comprehensive improvement of risk management system. Through the collection of domestic commercial banks to trade financing risk management and credit risk management of the main literature and methods, combined with Rizhao within the bank management model and main customer characteristics, This paper analyzes the present situation, main risk points and causes of the development of trade finance business, calculates the risk cost and income of the bank's trade financing business by using RAROC model, and roughly evaluates the development of the bank's risk management level in recent years. At present, Bank X in its jurisdiction mainly involves the implementation of the separate system of loan examination and examination, and pays close attention to the recovery of funds after loans. The evaluation of the credit risk of trade financing mainly depends on the judgment of the financial index of the enterprise. The management points that need improvement are analyzed from the aspects of the credit risk management system, the means of assessment, the degree of departmental cohesion and the staffing of the bank. The paper puts forward some measures such as optimizing the existing management system, learning and applying scientific risk assessment methods similar to RAROC model, strengthening the selection strategy of financing customers, doing well the product innovation management and strengthening the training of personnel, etc. It is suggested that banks should strengthen the risk prevention of the whole trade financing process, and refine it to pre-loan investigation, loan approval, post-loan management and risk mitigation measures. As more and more domestic commercial banks "go out" to set up overseas branches, The international competition is more intense, the banks should adapt to the new international standards of risk supervision and constantly improve their own risk management level. This paper studies the credit risk management of commercial banks' trade financing business. It is hoped to provide ideas for the future trade financing credit risk management and even overall risk management of commercial banks, and to provide reference to banks of the same type and scale as X Bank. It also has reference significance for trade financing risk prevention and control policies and measures under the current macroeconomic situation.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.4

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