本文選題：商業(yè)銀行信用風險 + 指標體系　； 參考：《哈爾濱商業(yè)大學》2014年碩士論文

【摘要】：隨著金融行業(yè)的全面開放,商業(yè)銀行面臨著越來越激烈的競爭,信用風險作為商業(yè)銀行面臨的主要風險,它的防范與管理能力的強弱直接關系到商業(yè)銀行的生死存亡,所以,是否能夠對信用風險進行有效、準確的評估變得至關重要。我國對商業(yè)銀行信用風險評估的研究起步較晚,實際中應用更多的是傳統(tǒng)的主觀分析方法,難以滿足商業(yè)銀行的發(fā)展需要。雖然近年來我國對于信用風險度量的研究逐漸增多,但是通過查閱大量的國內外相關文獻發(fā)現(xiàn),仍然存在很多問題。例如：信用風險評價指標體系的建立過于片面；研究內容主要集中在度量方法上且操作實施性差等。對此,本文主要從評價指標與評價方法兩個方面對商業(yè)銀行信用風險評估問題進行研究,以信息技術為基礎并結合管理學中的理論方法,為商業(yè)銀行提供一個基于B/S結構的真實、可靠的信用風險評估系統(tǒng),從而更好地為銀行信貸管理人員提供決策依據(jù)。 本文從商業(yè)銀行的角度出發(fā),以貸款企業(yè)的信用風險為研究對象。首先,通過查閱大量的相關資料并咨詢有關專家,在綜合研究國內外信用風險評價指標體系的基礎上,從財務指標和非財務指標兩個方面系統(tǒng)分析了影響貸款企業(yè)信用水平的主要因素,建立了一個較為全面的、適合我國商業(yè)銀行的信用風險評價指標體系。然后,通過比較分析信用風險評估中常用的評價方法,最終確立了以層次分析法與模糊綜合評價法相結合的評估模式,建立了一個商業(yè)銀行信用風險評估模型,并采用黑龍江地區(qū)某企業(yè)2012年度的財務相關數(shù)據(jù)對該模型進行實例驗證,結果表明該模型能夠比較全面、真實地反映出貸款企業(yè)所處的信用風險等級,可以用于實際風險評估中。最后,在已建立的商業(yè)銀行信用風險評估模型的基礎上,從軟件工程的角度出發(fā),對系統(tǒng)的功能模塊以及工作流程進行了分析,開發(fā)實現(xiàn)了一個基于B/S結構的商業(yè)銀行信用風險評估原型系統(tǒng),并對該系統(tǒng)進行了測試。測試結果表明,與以往的研究相比該系統(tǒng)操作簡單,準確度高,適用性較強,能夠較為快速的對信用風險進行評估預測。
[Abstract]:With the overall opening of the financial industry, commercial banks are facing more and more fierce competition. As the main risk faced by commercial banks, the strength of its prevention and management ability is directly related to the survival and death of commercial banks, so, It is important to evaluate credit risk effectively and accurately. The research on credit risk assessment of commercial banks in our country started relatively late. In practice, the traditional subjective analysis method is more widely used, and it is difficult to meet the development needs of commercial banks. In recent years, the research on credit risk measurement in China has gradually increased, but by consulting a large number of domestic and foreign literature, there are still many problems. For example, the establishment of credit risk evaluation index system is too one-sided. In this paper, the credit risk assessment of commercial banks is studied from two aspects of evaluation index and evaluation method, which is based on information technology and combined with the theory and method of management. It provides a real and reliable credit risk assessment system based on B / S structure for commercial banks, thus providing a better basis for bank credit managers to make decisions. From the point of view of commercial banks, this paper studies the credit risk of loan enterprises. First of all, by consulting a large number of relevant information and consulting relevant experts, on the basis of a comprehensive study of the domestic and foreign credit risk evaluation index system, This paper systematically analyzes the main factors influencing the credit level of loan enterprises from two aspects of financial index and non-financial index, and establishes a comprehensive credit risk evaluation index system suitable for commercial banks in China. Then, by comparing and analyzing the commonly used evaluation methods in credit risk assessment, the paper establishes an evaluation model combining AHP and fuzzy comprehensive evaluation, and establishes a credit risk assessment model of commercial banks. The model is verified by the financial data of a certain enterprise in Heilongjiang province in 2012. The results show that the model can reflect the credit risk grade of the loan enterprise. It can be used in actual risk assessment. Finally, based on the established credit risk assessment model of commercial banks, the functional modules and workflow of the system are analyzed from the point of view of software engineering. A prototype system of credit risk assessment for commercial banks based on B / S structure is developed and tested. The test results show that the system has the advantages of simple operation, high accuracy and strong applicability, and it can evaluate and predict the credit risk quickly.
【學位授予單位】：哈爾濱商業(yè)大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.33;F224

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