【作者】 张喆；

【导师】 刘艳萍；

【作者基本信息】 大连理工大学 ， 工商管理， 2010， 硕士

【摘要】 信用评级是银行业确定贷款风险程度的依据和信贷资产风险管理的基础。现阶段,随着金融体制改革的不断深化,对信贷资产安全性、效益性的要求越来越高,资信评级对银行信贷的积极作用也将日趋明显。建立科学的信用评级体系,对提高银行业风险管理水平具有非常重要的现实意义。在振兴东北老工业基地的宏观背景下,装备制造业已被纳入国家重点发展和扶植的产业,但由于行业内外各种因素影响,部分极具发展潜力且符合国家、地区长远发展规划的装备制造企业受企业经营规模、运营水平等因素制约,无法获得较高的信用等级,因而受信额度较低,甚至无法贷款,严重限制了企业的快速发展。原有的银行信用评级指标体系,存在一定的不合理性。本文以中国进出口银行大连分行为研究对象,通过对现行评级体系存在问题的分析,参照新巴塞尔协议关于内部评级的相关要求,对其当前所采用的客户信用等级评定方法进行调整,适当降低对装备制造类客户企业的偿债能力、营运能力、市场竞争能力等指标的权重,提高管理水平、发展创新能力的权重。采用实证分析和规范分析相结合的方法,设计了层次分析模型,对现行信用评级体系进行了改进。并以某装备制造类公司为例对该模型进行完整演示,验证了该模型对信用等级评定的可行性。通过指标权重的调整,能将部分具有发展潜力、符合国家长远发展目标的企业信用等级提高,得到更高的信贷额度,进而带动装备制造行业整体水平提升,为支持辽宁经济发展、建设东北老工业基地国家战略的发展提供助力。更多还原

【Abstract】 Credit rating is the basis for banks to determine the risk level of loan granting and the foundation of credit-funds risk management. At the present stage, with the further development of financial mechanism reform, it has higher demand for the security and profitability of credit loan which will end up with the increasingly positive impact to banking credit system by credit rating. It is of practical significance to establish the scientific credit rating system for improving the risk management standards of commercial banks.The author is the credit assessors of Dalian branch of China Imp & Exp Bank, engaged in the management of Credit Risk Analysis and Credit rating of equipment manufacturing enterprises. In the work, The author find many potential equipment manufacturing enterprises can not get a higher credit rating for the constraints of business scale or operation level. So encountered many obstacles in loans, severely limit the rapid development of enterprises. There is a certain irrationality in the original credit rating system to some extent.The author taking the Dalian branch of China Imp & Exp Bank as the research target, pursuant to the analysis of the problem of current rating system, and the requirement relating to internal rating in ’New Basel Accords’. Empirical analysis and normative analysis using the method of combining the design of the hierarchical model to improve current credit rating system. In addition, through the case study of model demo in one Resources Company, we have validated the feasibility of this model to credit rating system. Our expectation is to increase the credit rating of some high potential enterprises complying with nation’s long term development target by the adjustment of index weight, so that those enterprises could get higher credit loan quota to enhance the development of the entire manufacturing industry.更多还原