發(fā)布時(shí)間：2018-06-03 03:50

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

【摘要】：隨著金融行業(yè)的全面開(kāi)放,商業(yè)銀行面臨著越來(lái)越激烈的競(jìng)爭(zhēng),信用風(fēng)險(xiǎn)作為商業(yè)銀行面臨的主要風(fēng)險(xiǎn),它的防范與管理能力的強(qiáng)弱直接關(guān)系到商業(yè)銀行的生死存亡,所以,是否能夠?qū)π庞蔑L(fēng)險(xiǎn)進(jìn)行有效、準(zhǔn)確的評(píng)估變得至關(guān)重要。我國(guó)對(duì)商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)估的研究起步較晚,實(shí)際中應(yīng)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(lái)我國(guó)對(duì)于信用風(fēng)險(xiǎn)度量的研究逐漸增多,但是通過(guò)查閱大量的國(guó)內(nèi)外相關(guān)文獻(xiàn)發(fā)現(xiàn),仍然存在很多問(wèn)題。例如：信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系的建立過(guò)于片面；研究?jī)?nèi)容主要集中在度量方法上且操作實(shí)施性差等。對(duì)此,本文主要從評(píng)價(jià)指標(biāo)與評(píng)價(jià)方法兩個(gè)方面對(duì)商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)估問(wèn)題進(jìn)行研究,以信息技術(shù)為基礎(chǔ)并結(jié)合管理學(xué)中的理論方法,為商業(yè)銀行提供一個(gè)基于B/S結(jié)構(gòu)的真實(shí)、可靠的信用風(fēng)險(xiǎn)評(píng)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(fēng)險(xiǎn)為研究對(duì)象。首先,通過(guò)查閱大量的相關(guān)資料并咨詢有關(guān)專家,在綜合研究國(guó)內(nèi)外信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系的基礎(chǔ)上,從財(cái)務(wù)指標(biāo)和非財(cái)務(wù)指標(biāo)兩個(gè)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(gè)較為全面的、適合我國(guó)商業(yè)銀行的信用風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系。然后,通過(guò)比較分析信用風(fēng)險(xiǎn)評(píng)估中常用的評(píng)價(jià)方法,最終確立了以層次分析法與模糊綜合評(píng)價(jià)法相結(jié)合的評(píng)估模式,建立了一個(gè)商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)估模型,并采用黑龍江地區(qū)某企業(yè)2012年度的財(cái)務(wù)相關(guān)數(shù)據(jù)對(duì)該模型進(jìn)行實(shí)例驗(yàn)證,結(jié)果表明該模型能夠比較全面、真實(shí)地反映出貸款企業(yè)所處的信用風(fēng)險(xiǎn)等級(jí),可以用于實(shí)際風(fēng)險(xiǎn)評(píng)估中。最后,在已建立的商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)估模型的基礎(chǔ)上,從軟件工程的角度出發(fā),對(duì)系統(tǒng)的功能模塊以及工作流程進(jìn)行了分析,開(kāi)發(fā)實(shí)現(xiàn)了一個(gè)基于B/S結(jié)構(gòu)的商業(yè)銀行信用風(fēng)險(xiǎn)評(píng)估原型系統(tǒng),并對(duì)該系統(tǒng)進(jìn)行了測(cè)試。測(cè)試結(jié)果表明,與以往的研究相比該系統(tǒng)操作簡(jiǎn)單,準(zhǔn)確度高,適用性較強(qiáng),能夠較為快速的對(duì)信用風(fēng)險(xiǎn)進(jìn)行評(píng)估預(yù)測(cè)。
[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(xué)位授予單位】：哈爾濱商業(yè)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;F224

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