I 摘要 农商行作为重要的地方性金融机构，在促进地方经济发展、服务“三农” 和小微企业中发挥着重要作用。而近年来受内外部多重因素影响，部分农商行 难以平衡风险控制和业务发展的关系，经营管理和内部控制中的不足逐渐暴 露，不良贷款出现快速增长。贷款业务是农商行的主营业务，也是其最重要的 盈利来源，农商行如要生存和发展，并更好地为地方经济提供资金和金融服 务，则需要严格控制不良贷款比例，使自身保持较强的抗风险能力。因此，研 究贷款风险管理对于地方经济发展以及农商行自身健康发展都具有重要的理论 和实践意义。 本文在结合国内外贷款风险管理相关理论的基础上，以某市级农商行（以 下简称 L 农商行）为研究对象，展开论述。首先，使用调查法了解 L 农商行基 本情况和贷款风险管理现状，并分析 L 农商行在贷款风险管理中存在的问题。 其次，使用案例分析法说明 L 农商行当前面临的贷款风险类型，并根据各类风 险成因，使用层次分析法构建 L 农商行贷款风险评价模型，进行风险评价。最 后，结合 L 农商行贷款风险管理中的不足和风险评价结果，为 L 农商行提出提 升贷款风险管理水平的对策建议。 通过本次研究，发现了 L 农商行贷款风险管理中的不足之处，构建了贷款 风险评价模型，科学评估了 L 农商行当前贷款风险状况，同时有针对性地为 L 农商行贷款风险管理提出了提升建议。本文的优化建议中，不仅限于制度执行 和内部管理等方面的优化措施，还特别提出应将定期开展风险自评纳入到贷款 风险管理例行工作中。本文研究结果对 L 农商行贷款风险管理能力的提升具有 一定参考价值，将有助于 L 农商行构建科学合理的贷款风险管理体系，提升风 险管理水平。 关键词，农商行；贷款风险；风险管理Abstract II Abstract As an important local financial institution, rural commercial banks play an important role in promoting local economic development and serving agriculture, rural areas and farmers and small and micro enterprises. However, in recent years, affected by multiple internal and external factors, it is difficult for some rural commercial banks to balance the relationship between risk control and business development, and the deficiencies in operation management and internal control are gradually exposed. Loan business is the main business of rural commercial bank and the most important source of profit. If rural commercial banks want to survive and develop, and better provide funds and financial services for local economies, they need to strictly control the proportion of non-performing loans and maintain a strong anti-risk ability. Therefore, research on loan risk management has important theoretical and practical significance for local economic development and the healthy development of rural commercial banks. Based on the theory of loan risk management in domestic and international, this paper takes a municipal rural commercial bank(hereinafter referred to as L rural commercial bank) as the research object and discusses it. Firstly, we use the survey method to understand the basic situation of L rural commercial bank and the current situation of loan risk management, and analyze the problems existing in the loan risk management of L rural commercial bank. Secondly, case analysis is used to illustrate the types of loan risk L rural commercial bank is facing at present, and according to various risk forming factors, AHP is used to construct the loan risk evaluation model of L rural commercial bank and carry out risk evaluation. Finally, combined with the deficiencies in the loan risk management of L rural commercial bank and the results of risk assessment, this paper puts forward some countermeasures and suggestions for L rural commercial bank to improve the level of loan risk management. Through this research, we found the deficiencies of L rural commercial bank's loan risk management, constructed a loan risk evaluation model, scientifically assessed the current loan risk situation of L rural commercial bank, and put forward corresponding suggestions for L rural commercial bank's loan risk management. Among the suggestions put forward, it is not only limited to the optimization measures of system implementation and internal management, but also put forward that regular risk self-assessment should be included in the routine work of loan risk management. The research results of this paper have certain reference value for L rural commercial bank to improve its loan risk management ability.It will help L rural commercial bank to build a scientific and reasonable loan risk management system and improve its risk management level. Key Words: Rural Commercial Bank; Loan Risk; Risk Management目录 III 目录 第 1 章 绪论................................................................................................................1 1.1 选题的背景及研究意义...............................................................................1 1.1.1 研究背景............................................................................................1 1.1.2 研究意义............................................................................................2 1.2 国内外研究综述...........................................................................................2 1.2.1 国内外研究现状................................................................................2 1.2.2 简评与启示........................................................................................8 1.3 研究内容与方法...........................................................................................9 1.3.1 研究内容............................................................................................9 1.3.2 研究方法..........................................................................................10 1.4 可能的创新点.............................................................................................11 第 2 章 相关概念及理论基础..................................................................................12 2.1 贷款风险相关概念.....................................................................................12 2.1.1 贷款风险的定义..............................................................................12 2.1.2 贷款风险的种类..............................................................................12 2.1.3 贷款风险的特点..............................................................................13 2.2 贷款风险管理的原则及策略.....................................................................14 2.2.1 贷款风险管理原则..........................................................................14 2.2.2 贷款风险管理策略..........................................................................15 2.3 贷款风险管理相关理论.............................................................................16 2.3.1 信息不对称理论..............................................................................16 2.3.2 篮子理论..........................................................................................17 2.3.3 内部控制理论..................................................................................17 2.3.4 全面风险管理理论..........................................................................18 第 3 章 L 农商行贷款风险管理现状及存在的问题...............................................19 3.1 L 农商行情况介绍......................................................................................19 3.1.1 L 农商行基本情况...........................................................................19 3.1.2 L 农商行历史沿革...........................................................................19 3.1.3 L 农商行经营状况...........................................................................19 3.1.4 L 农商行贷款业务基本情况...........................................................22 3.2 L 农商行贷款风险管理现状......................................................................25 3.2.1 贷款业务实现全流程风险控制......................................................25目录 IV 3.2.2 贷款风险管理职能实现明晰划分..................................................27 3.2.3 贷款风险管理相关制度较为全面..................................................28 3.3 L 农商行贷款风险管理存在的问题..........................................................29 3.3.1 集团客户风险集中度较高..............................................................29 3.3.2 贷款结构失衡..................................................................................30 3.3.3 贷款制度执行不到位......................................................................33 3.3.4 信贷人员素质偏低..........................................................................34 第 4 章 L 农商行面临的贷款风险及其评价...........................................................35 4.1 L 农商行面临的贷款风险..........................................................................35 4.1.1 信用风险..........................................................................................35 4.1.2 操作风险..........................................................................................35 4.1.3 市场风险..........................................................................................36 4.2 L 农商行贷款风险评价..............................................................................37 4.2.1 构建 L 农商行贷款风险评价指标体系..........................................37 4.2.2 贷款风险评价问卷的设计与结果统计..........................................42 4.2.3 L 农商行贷款风险评价结果及分析...............................................45 第 5 章 加强 L 农商行贷款风险管理的对策建议..................................................48 5.1 坚守底线思维，严把客户准入.................................................................48 5.2 优化贷款结构，完善授信管理.................................................................48 5.3 强化制度执行，严格落实问责.................................................................49 5.4 提升人员素质，注重培训效果.................................................................49 5.5 丰富清收手段，积极化解不良.................................................................50 5.6 定期开展自评，及时整改纠偏.................................................................51 结论..............................................................................................................................53