论文以S银行广州分行在贷后信用风险管理中存在问题为基础,解读了巴塞尔新本协议对贷后信用风险管理所提供的管理建议,分别从贷后信用风险管理的识别、度量和控制三个方面提出了解决中国商业银行贷后信用风险管理问题的对策建议。贷后信用风险的识别主要解决三个层面的问题,第一层面是哪些因素被列入管控;第二层面为哪些因素可能最终导致信用风险;第三个层面则是各个因素所导致的风险程度的大小。

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论文以S银行广州分行在贷后信用风险管理中存在问题为基础,解读了巴塞尔新本协议对贷后信用风险管理所提供的管理建议,分别从贷后信用风险管理的识别、度量和控制三个方面提出了解决中国商业银行贷后信用风险管理问题的对策建议。贷后信用风险的识别主要解决三个层面的问题,第一层面是哪些因素被列入管控;第二层面为哪些因素可能最终导致信用风险;第三个层面则是各个因素所导致的风险程度的大小。

摘要

信用风险管理是贷后管理的核心。论文以S银行广州分行为案例，分别从政府、企业和商业银行自身分析了S银行广州分行贷后信用风险形成的原因，并总结了商业银行贷后信用风险管理过程种存在主要问题。论文以S银行广州分行在贷后信用风险管理中存在问题为基础，解读了巴塞尔新本协议对贷后信用风险管理所提供的管理建议，分别从贷后信用风险管理的识别、度量和控制三个方面提出了解决中国商业银行贷后信用风险管理问题的对策建议。贷后信用风险的识别主要解决三个层面的问题，第一层面是哪些因素被列入管控；第二层面为哪些因素可能最终导致信用风险；第三个层面则是各个因素所导致的风险程度的大小。

本文借鉴巴塞尔新资本协议所提出的内部评级法，并对该方法进行了适用性研究和拓展，从而作为商业银行贷后信用风险度量的主要方法。内部评级法的应用需要商业银行的内部系统具备三个条件：（1）内部评级应保证违约率和违约损失率两个指标的可测性和准确性；（2）科学划分信贷资产的风险级别；（3）保证内部评级过程的系统性和完整性。内部评级法适用的关键问题在于违约率和违约损失率的度量，两个指标都有多种度量方法可供选择，商业银行需要根据经济形势需要和自身的风险管理水平选择适合的方法。

本文从制度和文化、技术两个层面对贷后信用风险管理进行分析并给出管理建议。制度层面上的主要建议为：（1）构筑健全法律体系和社会信用体系；（2）培养风险管理文化，提高风险管理意识；（3）完善内部治理机制，提高激励效率；

（4）加强风险管理培训，大力引进风险管理人才。技术层面的则主要从信贷资产分级管理、金融衍生工具的应用和贷后业务外包方面提出相应的管理建议。 关键词：商业银行，贷后管理，信用风险

论文以S银行广州分行在贷后信用风险管理中存在问题为基础,解读了巴塞尔新本协议对贷后信用风险管理所提供的管理建议,分别从贷后信用风险管理的识别、度量和控制三个方面提出了解决中国商业银行贷后信用风险管理问题的对策建议。贷后信用风险的识别主要解决三个层面的问题,第一层面是哪些因素被列入管控;第二层面为哪些因素可能最终导致信用风险;第三个层面则是各个因素所导致的风险程度的大小。

Abstract

Credit risk management is the core of post-loan management. The paper takes S bank as example to analysis respectively the causes for the credit risk of post-loan of S commercial bank from several aspects as the government, enterprises as well as the bank itself, and the existing problems. The paper interprets the recommendations provided by the Basel new capital agreement based on the problems that appeared in the risk management of post-loan of S bank, and puts forward the solution measures to the credit risk management of post-loan of Chinese commercial banks from three aspects as the identification, measurement and control of the credit risk management of pos-loan. The identification of credit risk of post-loan will solve the problems at three levels, the first level is which factors are included in the management and control; the second level is which factors may eventually lead to credit risk; and the third level is the risk results caused by various risk factors.

We engage to the Internal Ratings-Based Approaches (IRB) of New Basel Capital Accord as reference as the main method of credit risk management of post-loan after the research and development of the applicability for IRB. The application of IRB requires the internal system of commercial bank must be with three conditions: (1) Probability of Default (PD) and Loss Given Default (LGD) two indicators can be measured and accuracy; (2) the levels of credit risk must be classified scientifically; (3) the process of the internal assessment must be systematic and complete. The key problem of IRB is the measurement of Probability of Default and Loss Given Default. Though there are many methods for two indicators can be chosen, commercial banks can select the proper method according with the economic conditions and the level of the risk management by itself.

The paper analysis the credit risk management and gives the management advices from two levels of system and culture as well as technology. The main advices of system and culture aspect are (1)to build a sound legal system and social credit system; and (2)to develop risk management culture to imp …… 此处隐藏：16075字，全部文档内容请下载后查看。喜欢就下载吧 ……