摘 要
商业银行是金融体系中的重要组成部分，商业银行在经营中会面临很多很多的风险，有信用风险、操作风险、市场风险、法律风险等。信用风险是商业银行面临的最基本最不可避免的风险，也是商业银行所面临的最主要的金融风险。随着国际化的不断推进，在全球量化宽松背景下，全球商业银行信用风险整体呈现上升趋势，同时地区性差异愈发明显。银行大量的不良资产和国外银行的竞争，使得提高银行的信用风险管理水平成为中国银行业面临的重要课题。新兴国际评估机构大公指出，我国银行业面临较大信用风险管控压力，出现系统性信用危机的概率极低。尽管我国银行业面临宏观经济增长放缓和经济结构转型的双重压力以及“影子银行”规模快速增长等问题，但我国银行业中短期内出现系统性风险的概率极低，首先宏观经济运行基本稳健可控，银行业各项监管指标均较为优异。
其次，银行业的监管政策保守而严格，相关标准远高于国际通行准则。最后，我国银行业具有特殊的金融国情作为业务支撑的基石。
本文将以商业银行信用风险为主题，通过对 X 商业银行的经营现状以及各财务指标进行分析，进一步来阐述信用风险的成因，并由点及面讨论我国信用风险管理的现状与问题，逐步探寻信用风险管理的缺陷与不足。
关键词：商业银行 信用风险 风险管理
ABSTRACT
Commercial Banks is an important part of the financial system,CommercialBanks will face a lot of risks in the process of the business ,Mainly include credit risk,operational risk, market risk, legal risk, etc. Credit risk is the fundamental risk thatbanks are facing, and currently is also China's commercial banks' major risk.Withthe advancement of internationalization,Under the background of global quantitativeeasing ,the global commercial bank credit risk overall rise, at the same time, theregional difference is more obvious. A large number of non-performing assets ofbanks and the competition with foreign banks make that raising the credit riskmanagement level of China's banking industry has become an importantissue.Emerging international assessment agency dagong, points out that our countrybanking industry faced with larger pressure of controlling credit risk, The probabilityof systemic credit crisis is extremely low.Although our country banking industry facesmacroeconomic growth and the dual pressure of economic structuretransformation,As well as the rapid growth of scale of the “shadow banking” and soon.But the short or medium term appears the probability of systemic risk in China'sbanking industry is extremely low.First, basic robust control of operation of macroeconomy,The banking regulatory indicators are more outstanding.Second, the bankingregulatory policy is strictly conservative, standards are far higher than commoninternational standards. Finally, China's banking sector has a special financialconditions as the cornerstone of business support.
This article will deal with the subject of commercial bank credit risk,Through theanalysis of X the status quo of commercial Banks further elaborated the cause ofcredit risk, present situation and problems of credit risk management in our country,explore the defects of China's banking credit risk management.
Key words: commercial bank credit risk risk management
目 录
摘 要
ABSTRACT
绪 论
1.商业银行信用风险管理概述
1.1 银行面临的风险分类
1.2 信用风险的发展历程
1.3 信用风险在整个风险体系中的地位
2. 信用风险成因分析
2.1 信用风险成因外部分析
2.2 信用风险成因内部分析
3. 信用风险在我国的现状及风险管理中存在的问题
4.信用风险分析和计量技术
5.X 商业银行 2012 年-2013 年的信用风险管理分析
6.完善信用风险度量体系的建议和发展方向
6.1 强化政府的支持
6.2 强化金融监管
6.3 提高商业银行信用风险度量能力
6.4 改革银行的体制
参考文献
致 谢
