目录 第 1 章 绪论.....................................................................................................................1 1.1 研究背景及意义 ................................................................................................1 1.1.1 研究背景 .................................................................................................1 1.1.2 研究意义 .................................................................................................2 1.2 国内外研究现状 ................................................................................................2 1.2.1 风险识别有关研究 .................................................................................2 1.2.2 风险评估有关研究 .................................................................................3 1.2.3 风险监测有关研究 .................................................................................4 1.2.4 风险控制有关研究 .................................................................................4 1.2.5 研究述评 ..................................................................................................4 1.3 研究内容 ............................................................................................................5 1.4 研究方法 ............................................................................................................5 第 2 章 相关基础理论概述.............................................................................................7 2.1 个人信贷风险概念 ............................................................................................7 2.2 个人信贷风险的分类 ........................................................................................7 2.2.1 系统风险 .................................................................................................7 2.2.2 非系统风险 .............................................................................................8 2.3 个人信贷风险管理的流程 ................................................................................8 2.3.1 风险识别 .................................................................................................8 2.3.2 风险计量 .................................................................................................8 2.3.3 风险监测 .................................................................................................9 2.3.4 风险控制 .................................................................................................9 2.4 个人信贷风险管理的基本理论 ........................................................................9 2.4.1 资产管理理论 .........................................................................................9 2.4.2 资产负债综合管理理论 .........................................................................9 2.4.3 风险资产管理理论 ...............................................................................10 2.5 个人信贷风险的度量方法 ..............................................................................10 2.5.1 专家分析法 ...........................................................................................10 2.5.2 信用评分法 ...........................................................................................11 第 3 章 FZ 农商银行简介及信贷现状 .........................................................................12 3.1 FZ 农商银行简介 .............................................................................................12 3.2 FZ 农商银行个人信贷业务概况 .....................................................................12II 3.3 FZ 农商银行个人信贷现状 .............................................................................13 3.3.1 贷款总量 ...............................................................................................13 3.3.2 不良贷款 ...............................................................................................14 3.3.3 贷款结构 ................................................................................................14 第 4 章 FZ 农商银行个人信贷业务风险识别 .............................................................16 4.1 FZ 农商银行个人信贷风险类型 .....................................................................16 4.1.1 合作方风险 ............................................................................................16 4.1.2 借款人风险 ...........................................................................................16 4.1.3 内部管理风险 .......................................................................................17 4.2 FZ 农商银行个人信贷业务风险产生的原因 .................................................18 4.2.1 组织架构与业务发展不匹配 ...............................................................18 4.2.2 个人信贷业务缺乏细分管理 ................................................................18 4.2.3 缺乏专业化服务团队 ...........................................................................19 4.2.4 电脑自动化程度不高 ...........................................................................19 4.2.5 社会信用体系不完善 ...........................................................................19 第 5 章 FZ 农商银行个人信贷业务风险评估 .............................................................21 5.1 模型的假设及相关说明 ..................................................................................21 5.1.1 模型的假设 ...........................................................................................21 5.1.2 相关说明 ...............................................................................................21 5.2 模型的建立 ......................................................................................................22 5.3 模型的求解 ......................................................................................................23 5.4 模型分析及检验 ..............................................................................................27 第 6 章 FZ 农商银行个人信贷业务风险防范措施 .....................................................30 6.1 建立大数据风控平台 ......................................................................................30 6.1.1 充分获取信息 .......................................................................................30 6.1.2 有效使用数据 .......................................................................................30 6.1.3 建设信用评分模型 ...............................................................................30 6.1.4 组建实时风控技术框架 .......................................................................30 6.1.5 智能决策与业务应用相结合 ...............................................................31 6.2 建立个人信贷风险管理的预警及补偿机制 ..................................................31 6.2.1 建立个人信贷风险预警机制 ...............................................................31 6.2.2 建立个人信贷风险补偿机制 ...............................................................31 6.3 强化关键环节风险监控 ..................................................................................32 6.4 完善信贷风险管理内部控制制度 ..................................................................32III 6.4.1 调整内部组织结构 ...............................................................................32 6.4.2 全面推行客户经理制 ............................................................................33 6.4.3 建立信贷风险快速反应机制 ...............................................................33 6.4.4 提高员工整体素质水平 .......................................................................33 6.4.5 加强内控制度文化建设 .......................................................................34 6.5 优化信贷业务方向与质量 ..............................................................................34 6.5.1 提高信贷质量 .......................................................................................34 6.5.2 优化信贷结构 .......................................................................................35 6.5.3 创新信贷产品 .......................................................................................35 第 7 章 结论与展望.......................................................................................................36 7.1 结论 ..................................................................................................................36 7.2 展望 ..................................................................................................................36