昆明市Y银行贷款风险评价体系研究——以酒店行业为例

【作者】 胡晋；

【导师】 许祥秦；

【作者基本信息】 西北工业大学 ， 工商管理， 2003， 硕士

【摘要】 贷款风险是当前影响我国商业银行信贷经营的安全和高效的主要因素，实行贷款风险管理是我国商业银行最紧迫的任务之一；而贷款的风险评价是商业银行贷款风险管理的关键环节，只有科学地评价风险，才能有效地指导银行授信业务。我国商业银行目前主要的评价体系是对客户的信用评级和采用贷款风险度的量化技术，定性分析仍占主导地位；而国外的评价方法不断推陈出新，分析量化技术日趋完善，研究范围广泛。如何根据自身风险环境和经营特点，建立完善的风险评价体系，补充现有方法的不足，是我国商业银行正在探讨的一个问题。 本文以Y银行在昆明市酒店行业授信业务中面临的贷款风险为实际背景，综合运用层次分析法，德尔菲专家意见法和统计方法，定性分析与定量分析相结合，对贷款风险的评价体系进行了研究。 首先本文剖析了Y银行现有的贷款风险评价方法，并参照国外银行成熟的评价技术，对国内外商业银行贷款风险评价进行了比较研究，指出了国内的一些现行评价方法存在的问题。其次从系统论的观点出发，对Y银行在昆明市酒店行业贷款风险的影响因素进行了分析；并以中国人民银行对商业银行贷款风险分类管理的原则为指导，针对Y银行的客户信用评分体系的缺陷，设计出了酒店行业贷款风险的综合评价体系，建立了综合评价的层次结构模型和评价的指标体系，给出了该体系的评价方法—综合指数法。最后将该方法应用于在Y银行贷款的酒店行业样本的风险评价，并与现行评分方法进行了比较，结果表明本文提出的综合评价体系弥补了Y银行目前的贷款风险评价方法之不足。更多还原

【Abstract】 Loan risk is a main factor influencing the safety and efficiency of credits management in China’s commercial banks. So managing loan risk is one of the most urgent tasks of our commercial banks. Loan risk evaluation is a key link in loan risk management of commercial banks because only by appraising risk scientifically can banks direct business practices effectively. Credit Grading and Loan Risk Degree are the main evaluation systems used in our commercial banks, which is dominated by qualitative analysis. However, the appraising methods of foreign banks for loan risk are weeded through the old to bring forth the new constantly. It is worthy to study how to set up a perfect risk evaluation system according to our risk surrounding and running features, in order to supplying the present method.Based on the experiences of loaning of Bank Y for Kunming’s hotels, a new loan risk evaluation system, which combines the qualitative and quantitative analysis, has been studied and designed in this thesis. Some methods are applied in the research, such as the analytic hierarchy process, Delphic group specialists’ advice and statistic method.Firstly, the loan-risk evaluation methods in Bank Y have been dissected. By consulting in the ripe evaluation technology of foreign banks, comparative studies are done on loan risk evaluation in China’s as well as foreign commercial banks. Then the problems that exist in the domestic methods including Bank Y have been analyzed. Secondly, from the System Theory views, the thesis analyses the influential elements for hotel trades’ loan risk in Y. According to the principles of the people’s bank of China about classification management of loan risk, a comprehensive evaluation system is designed for loan risk of Y hotel trades, which directed against the flaw in Y’s consumer credit ratings system. The hierarchical structure model and the appraisal indexes system are established. Composite index method is given as the appraising way for the evaluation system. Finally, this method has been applied to Y hotel trades’ loan risk evaluation; the results have been compared with that of Bank Y’s credit rating. It is appeared that the comprehensive evaluation system completes the deficiency appraisal methods on loan risk of bank Y.更多还原