【摘要】：境外投資貸款主要指銀行為了滿足企業(yè)進行境外投資過程中形成的巨額資金需求,通過直接貸款、銀團貸款、風險參與貸款等多種形式給予企業(yè)提供融資渠道,從而支持企業(yè)進行境外投資活動的一類貸款品種。近年來,隨著我國經(jīng)濟的持續(xù)快速增長以及我國國內(nèi)需求不足的現(xiàn)實狀況,我國企業(yè)進行境外投資謀求全球化發(fā)展成為其發(fā)展壯大自身實力的一項重要途徑。在對我國企業(yè)進行境外投資提供融資的過程中,除了各個商業(yè)銀行外,我國三大政策性銀行之一的K銀行也在積極發(fā)揮著重要作用。K銀行除了對我國進出口企業(yè)的外貿(mào)活動提供融資支持外,在推動我國企業(yè)“走出去”尋求海外市場、獲取海外資源方面也扮演著重要的角色。因此,對境外投資貸款項目進行風險識別和計量,并在此基礎(chǔ)上作出對境外投資貸款的風險判定,最后根據(jù)貸款風險的判定結(jié)果,選擇項目的受理或放棄,同時對存量業(yè)務(wù)分目標、分階段地提出相應(yīng)的貸款風險應(yīng)對措施顯得意義重大。 本文結(jié)合K銀行的發(fā)展進程及境外投資貸款業(yè)務(wù)的實際辦理情況,從風險識別、風險度量等方面分析了K銀行在境外投資貸款業(yè)務(wù)風險管理過程中存在的問題,并針對風險量化和風險識別提出了風險管理改進建議。為了突出風險量化的可操作性,本文還依據(jù)歷史業(yè)務(wù)數(shù)據(jù)建立了風險量化模型,并驗證了該模型的實用性。
[Abstract]:Foreign investment loans mainly refer to banks providing financing channels to enterprises through direct loans, syndicated loans, risk participation loans, and other forms in order to meet the huge capital needs of enterprises in the process of overseas investment. Thus supports the enterprise to carry on the overseas investment activity a kind of loan variety. In recent years, with the sustained and rapid growth of China's economy and the reality of insufficient domestic demand, it has become an important way for Chinese enterprises to develop and strengthen their own strength by investing abroad to seek the development of globalization. In the process of providing financing for overseas investment of Chinese enterprises, in addition to various commercial banks, K Bank, one of the three major policy banks in China, is also playing an important role. Besides providing financing support to the foreign trade activities of our import and export enterprises, K Bank is promoting our enterprises to "go out" and seek overseas markets. Access to overseas resources also plays an important role. Therefore, the risk identification and measurement of overseas investment loan projects are carried out, and on this basis the risk determination of overseas investment loans is made. Finally, according to the result of the judgment of loan risk, the project is accepted or abandoned. At the same time, it is of great significance to put forward corresponding measures to deal with loan risk. Based on the development process of K Bank and the actual handling of overseas investment loan business, this paper analyzes the problems existing in risk management of overseas investment loan business in K Bank from the aspects of risk identification, risk measurement, etc. Suggestions for risk management improvement are put forward for risk quantification and risk identification. In order to highlight the operability of risk quantification, this paper also establishes a risk quantification model based on historical business data, and verifies the practicability of the model.
【學(xué)位授予單位】：云南大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.4

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5 朱s，

本文編號：2136844