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集团企业是现阶段我国商业银行最重要的客户群体,回报率稳定、信贷需
求量大等优势,使其成为商业银行间竞争最激烈的战场。2013年以来,江苏省
各地频发集团企业信用危机,如“无锡尚德”事件。在经济增速下行的大环境
下,一部分集团企业陷入财务困境,利用单个商业银行信息不对称、人力资源
有限的客观现实,利用各行申贷时间差,从表内外授信业务入手,通过虚假贸
易融资等方式,成功骗取大量资金,甚至造成“大而不倒”现象,成为地方经
济发展的一大难题。
现行商业银行集团企业客户授信方式难以覆盖风险。现行授信方式主要分
为单独授信和行内协作。论文通过分析两种授信方式,认为单独银行的集团客
户授信风险管理水平不足以覆盖现有风险,商业银行对集团企业的授信业务往
往存在多头授信、过度授信等风险。文章提出了通过建立跨银行合作的集团企
业授信风险联合管理方式,尝试解决单独银行授信风险管理存在的问题。
论文使用案例研究和规范研究相结合的方法,采用文献查阅、比较分析、
数据搜集、案例分析、调查研究等方式。本文基于风险管理理论,重点关注风
险预警和风险处置;结合国内外相关理论,研究商业银行联合管理集团企业客
户授信风险,对银行准确识别集团企业财务风险导致的信用风险、及时发现集
团企业影子银行业务、有效解决银行业对企业过度授信、防范化解资金担保链
断裂风险和企业集群风险有促进意义。本文结合全国首批银行联合管理集团企
业客户授信风险试点的经验,研究商业银行联合管理集团企业客户授信的必要
性和实效性,对银行业监督管理工作、银行业协会工作有理论意义。
本文具体内容安排如下:
第一章引言。引言主要介绍研究背景、研究的理论意义和现实意义、研究
的内容和方法、以及研究创新点。
第二章理论基础及文献综述。借鉴了全面风险管理理论、金融风险管理理
论和内部控制理论。列举了国内外专家学者关于集团企业授信风险管理的相关
研究方向和内容。
第三章商业银行集团企业授信的现状与分析。介绍单体商业银行基于风险
整合框架开发的集团客户授信审批流程;分析单体银行在集团企业授信风险管
理中存在的诸多问题。
第四章商业银行联合管理授信风险。对商业银行集团企业授信业务提出管
理建议,分析了联合管理授信风险的相对优势,并举例说明。
第五章结论与展望。论文认为联合管理授信约束了集团企业授信风险影响
面。论文提出联合管理授信风险需要全国推广联动和相配套的信息系统。
论文创新点:
一是指出单独银行在集团客户授信风险管理方面的薄弱点,研究多方银行
联动下的风险预警和风险处置新方式。二是将各行掌握的财务信息、非财务信
息结合分析,探索授信风险识别的新思路,即满足了现实业务新需求,又丰富
了商业银行风险管控的手段。
关键词:授信风险管理;商业银行;集团企业
Abstract
Enterprise group client is the most important customer cluster of Chinese
commercial banks at current stage, stable returns, large credit demands and other
advantages, making it the most competitive commercial banks battlefield. Since
2013,around the enterprise group credit crisis has frequently happened around
Jiangsu Province, such as Suntech event. Under the circumstances of economic
growth going downside, a part of enterprise group has been into financial distress.
They use single commercial bank asymmetric information, the objective reality of
limited human resources,time difference of loan application between banks, and
Actionize associated trading, which starting from table both inside and outside credit
business, successfully cheated large funds, even caused ”big but not falling
phenomenon, that became a big problem of local economic development.
The current commercial banking enterprise group client credit way is difficult
to cover all the risks. Current credit way divides to individual credit and inner
cooperation. Through analyzing the two credit ways, the paper concludes that the
group client credit risk management level of individual bank is not sufficient to
cover existing risks, and the commercial banks enterprise group clients have existed
multi-end credit、excessive credit risk. This paper submits the attempt to solve
existing problems of individual banking credit risk management, through
establishing joint banking group credit risk management.
This paper uses such methods as case analysis and standards research
combination, literature review, comparative analysis, data collection, case analysis,
and survey research to study risk management. Based on risk management theory,
this paper focus on risk assessment, risk prediction and risk disposition; in
combination with domestic and international risk management theory, this paper
studies on commercial bank joint management of group client credit risk,which has
progressive significance to accurately identify the enterprise group credit risk
resulting from financial risks, discover the enterprise group's shadow banking,
effectively solve the excessive credit, guarantee strand breakage risk, prepare to
resolve funding and enterprise clusters facilitate risk. This paper combines the first
pilot work experience on joint management of enterprise group client credit risk of
banks in China, and studies on the necessity and effectiveness of commercial bank
enterprise group client credit management, which has theoretical significance to the
banking supervision and management.
The specific contents are as follows:
Chapter One Introduction. It expounds research background, theoretical
significance and practical significance, research contents and methods, literature
review and innovation points.
Chapter Two Theoretical basis and a literature review. Draw on the
comprehensive risk management theory, theory of financial risk management and
internal control theory. List the associated research directions and contents on
enterprise credit risk management of domestic and foreign experts and scholars.
Chapter Three Current situation and analysis of commercial bank enterprise
credit. Describe the enterprise credit approval process of individual banks5based on
risk integration framework; analyze problems and causes of enterprise group client
credit risk management of individual banks.
Chapter Four Joint credit management risk. Give management advices on
commercial banking enterprise group credit business, analyze the relative advantages
of joint management credit risk,and explain via some samples.
Chapter Five Conclusion and prospect. Conclude that joint credit
management constraints the influence of enterprise credit risk, and propose that joint
credit management needs national linkage promotion and matching information
system.
Innovation points:
First, point out that individual banks' weakness of group client credit risk
management, research on new manners of risk prediction and risk disposition with
the linkage of banks. Second, analysis on the combination of financial and
non-financial information available, exploring new ways of credit risk identification,
not only meet new requirements of real-time business,but also enrich commercial
bank risk control measures.
Keywords: Credit Risk Management; Commercial Bank; Enterprise Group
Client;