由于小微企业自身的发展阶段和经营特点，融资业务一般风险较大，贷款违约率明显 高于大中型企业。2014 年以后各商业银行信用贷款产品迅速增加，其中小微企业信用贷款 是重要增长点，但是因小微企业信用贷款申请流程便捷、小微企业数量多、经营方式复杂， 导致小微企业贷款资金流向追踪难度大，小微企业信用贷款风险逐步浮现。 本文在相关信贷风险管控研究的理论基础上，针对小微企业和信用贷款两个关键点， 以 A 银行温州分行为例，对目前商业银行小微企业信用贷款风险点、风险管理模式、存在 问题进行研究。首先对 A 银行目前的小微企业信用贷款及其风险管控体系进行分析。其次， 对当前小微企业信用贷款风控管理中存在的问题进行研究，从银行内部风控漏洞和外部面 临风险两个角度阐述。研究发现，虽然目前商业银行对小微企业信用贷款管理流程已较为 完整，但是风险岗位设置、信贷审核过程等存在诸多问题。之后，结合 A 银行温州分行实 际情况，设计了贷前调查辅助表；建议引入智能化风控管理方式，更精准预测风险；通过 固定指标设置量化了预警标准，从而设计出实际操作性的信贷风控警戒线；运用 ECRS 法 优化岗位分工。并针对这些建议的实现提出了相应的保障措施，包括设计小微企业大数据 风控信息平台，优化人员配置和队伍建设等。通过访谈法的方式访谈了相关人员，证明风 险优化措施的可行性。最后，分析了国外一些银行在对小微企业的信贷管理的做法，供 A 银行参考。 目前国内小微企业信用贷款产品仍处于起步阶段，虽然其风险尚未集中性爆发，但信 贷风险管控方面需要提前重视起来。本文的研究，一方面，为 A 银行的信用贷款产品的风 控提供有实际价值的参考；另一方面，也为国内各商业银行在小微企业信贷风险管控问题 上提供借鉴。 关键词：小微企业；信用贷款；信贷风险；风险管控浙江理工大学硕士专业学位论文 II Abstract Due to the development stage and operation characteristics of small and micro enterprises, financing business is generally risky. In terms of data, loan default rate and non-performing loan ratio are significantly higher than that of large and medium-sized enterprises. After 2014, the credit loan products of commercial Banks increased rapidly, and the credit loans of small and micro enterprises were the important growth points of credit loans. But due to the small and micro enterprise credit loan application process is convenient, small and micro enterprise quantity, mode of operation is complex, microfinance funds to track the difficulty is big, small and micro enterprise credit risk will gradually emerge. Based on the theory of credit risk management and research, aiming at two key points of small and micro businesses and credit loans, taking Wenzhou branch of A bank as an example, this paper studies the credit risk point, risk management mode and existing problems of small and micro businesses in commercial banks. First of all, A bank's current small and micro enterprise credit loan and its risk management system are analyzed. Secondly, two aspects of the problems existing in the current small and micro enterprises' credit loan risk control management are studied which are expounded from the bank's internal control loopholes and external risks. The research shows that although the management process of credit loan for small and micro businesses is relatively complete, there are many problems in the setting of risk positions and the process of credit audit. According to the actual situation of Wenzhou branch of Abank, this paper designs a pre loan survey auxiliary table and practical operational credit wind control alert line, optimizes the job division, quantifies the early warning standards. According to the implementation of these suggestions, the corresponding guarantee measures are put forward optimizing personal configuration and team building. In the end, interviews are made to interview relevant personnel, to prove the feasibility of the risk optimization measures, and to analyze the practice of credit management for small and micro enterprises by some foreign banks for reference byAbanks. At present, domestic small and micro enterprise credit loan products are in the initial stage. Although the risk has not yet been concentrated, credit risk management needs to be taken seriously in advance. This paper provides reference for the risk management of bank A's credit loan products, and provide reference for other commercial Banks in China. Key Words: The small and micro enterprise; Loan on credit; Credit risk; Risk management浙江理工大学硕士专业学位论文 III 目 录 摘要...............................................................................................................................................I Abstract.........................................................................................................................................II 目 录............................................................................................................................................III 1 绪 论...........................................................................................................................................1 1.1 研究背景及问题提出..........................................................................................................1 1.2 研究目的及意义..................................................................................................................2 1.3 研究内容及框架..................................................................................................................2 1.3.1 研究内容.................................................................................................................... 2 1.3.2 研究框架.................................................................................................................... 3 1.4 研究方法..............................................................................................................................4 1.5 主要创新点..........................................................................................................................5 2 基础理论与文献综述.................................................................................................................6 2.1 研究的基础理论..................................................................................................................6 2.1.1 小微企业信贷............................................................................................................ 6 2.1.2 商业银行信贷风险管控............................................................................................ 8 2.1.3 流程优化理论............................................................................................................ 8 2.2 国内外研究动态..................................................................................................................9 2.2.1 国内外对商业银行信贷风险管控的研究................................................................ 9 2.2.2 国内外对小微企业的信用贷款风险研究.............................................................. 12 3A 银行温州分行小微企业信用贷款风险管控现状................................................................14 3.1A 银行温州分行小微企业信用贷款业务现状.................................................................14 3.2A 银行温州分行小微企业信贷风险现状.........................................................................14 3.3A 银行温州分行小微企业信用贷款风险管控基本架构.................................................16 3.4 温州地区小微企业信用风险的特征................................................................................18 3.5 本章小结............................................................................................................................19 4A 银行小微企业信用贷款风险管控存在的问题....................................................................20 4.1A 银行小微企业信用贷款内部风控问题的访谈分析.....................................................20 4.2A 银行小微企业信用贷款内部风控问题的调研分析.....................................................21 4.2.1 风控管理岗位设置存在问题.................................................................................. 21 4.2.2 信贷审核过程存在问题.......................................................................................... 22 4.2.3 信息获取能力存在问题.......................................................................................... 24 4.3A 银行小微企业信用贷款外部面临的风险.....................................................................24浙江理工大学硕士专业学位论文 IV 4.3.1 小微企业主体特性致使违约风险率高.................................................................. 24 4.3.2 信用贷款特性致使违约风险率高.......................................................................... 25 4.4 本章小结............................................................................................................................26 5 国外商业银行风险管控经验启示...........................................................................................27 5.1 富国银行客户细分模式和交叉销售管理模式................................................................27 5.2 德国 IPC 公司信贷人才针对性培养模式....................................................................... 27 5.3 渣打银行风险预警机制和贷后冷静期模式....................................................................28 5.4 汇丰银行客户细分模式....................................................................................................28 5.5 本章小结............................................................................................................................28 6 完善 A 银行风险管控的建议及保障措施..............................................................................29 6.1 优化内部风控管理的建议................................................................................................29 6.1.1 优化信贷调查内容.................................................................................................. 29 6.1.2 引入智能化风控管理方式...................................................................................... 32 6.1.3 系统信息化应用辅助.............................................................................................. 36 6.1.4 ECRS 法下的贷后责任分工和流程优化................................................................ 37 6.1.5 设置统一标准的信贷风控警戒线.......................................................................... 38 6.1.6 提高客户品质筛选.................................................................................................. 41 6.2 保障措施............................................................................................................................41 6.2.1 小微企业大数据风控信息平台设计...................................................................... 41 6.2.2 优化人员配置和队伍建设...................................................................................... 44 6.3 优化建议可行性调查........................................................................................................45 6.4 本章小结............................................................................................................................46 7 研究结论及展望.......................................................................................................................47 7.1 主要研究结论及讨论........................................................................................................47 7.2 研究展望............................................................................................................................47