商业银行在快速经营发展的同时，也演变成为风险的聚集地，由于风险程度大、期限长、 不稳定性多等特点，信用风险俨然成为最主要的风险，藏匿于信贷业务前中后的各个环节中， 因此想要维持银行稳健发展，就必须进行行之有效的监控，否则薄弱环节的风险将越来越突显。 为进一步防范贷后信贷风险，充分保证银行信贷资金的安全，建立一套有效且符合现实情况的 贷后信用风险预警体系显得尤为重要。它将有助于提高N银行风险管理水平，提升同业内竞争 力，具有理论和实践的意义。 本文通过大量采集相关理论文献，报告资料，运用拟建模型、实证分析两者相结合的方式， 去探索N银行贷后信用风险预警。首先，本文借鉴了国内外优秀的贷后信用风险预警的研究成 果，以贷后信用风险产生原因为出发点，对N银行贷后信用风险预警现状进行了整理分析。其 次，运用主成分分析的方法对多个指标因素进行降维处理，整合得出6个主成分，从而完成预 警因子分析。再次，在贷后信用风险评估指标体系的基础上，通过Logistic回归模型构建了N 银行贷后信用风险预警系统模型，同时收集了新的60家企业的财务指标数据，代入已经建立的 模型，验证了模型预测的准确度。最后，结合N银行预警现状提出了四个应对措施，即全面升 级预警体系、持续加强内控建设、加大不良贷款清收力度、推广风险文化和人才建设，为N银 行进行贷后信用风险预警提供经验参考和借鉴。 关键词：贷后信用风险预警，主成分分析，Logistic回归模型 苏州N商业银行贷后信用风险预警系统构建研究 II ABSTRACT With the rapid operation and development of commercial banks, they have also evolved into a gathering place for risks. Due to the characteristics of high risk, long maturity, and instability, credit risk has become the most important risk, hiding in the credit business before and after. In order to maintain the steady development of the bank, effective monitoring must be carried out, or the risks of weak links will become more prominent. In order to further prevent post-loan credit risks and fully guarantee the safety of bank credit funds, it is particularly important to establish an effective and realistic pre-loan credit risk warning system. It will help improve the risk management level of N-bank and enhance the competitiveness in the industry. It has theoretical and practical significance. This article explores the early warning of N-bank credit risk through a large collection of relevant theoretical literature, report materials, and the combination of the proposed model and empirical analysis. First of all, this paper draws on the excellent research results of credit risk early-warning at home and abroad, and takes the cause of credit risk after-lending as the starting point to analyze and analyze the current situation of credit risk early-warning of N bank. Secondly, the principal component analysis method was used to reduce the dimensions of multiple index factors, and six principal components were integrated to complete the early warning factor analysis. Thirdly, based on the post-loan credit risk assessment indicator system, a N-bank post-loan credit risk early-warning system model was constructed through a logistic regression model. At the same time, the financial indicator data of 60companies were collected and substituted into the established model to verify the Model prediction accuracy. Finally, based on the current situation of N-bank's early warning, four countermeasures were proposed, namely comprehensively upgrading the early-warning system, continuing to strengthen internal control construction, increasing the collection of non-performing loans, promoting risk culture and talent development, and providing N-bank with post-lending credit risk early warning Experience and reference. Keywords: Post-lending credit risk warning，principal component analysis，logistic regression model 南京航空航天大学硕士学位论文 III 目 录 第一章 绪论 ................ 1 1.1研究背景及意义 1 1.1.1研究背景 ..... 1 1.1.2课题研究的意义 ......................... 1 1.2国内外研究现状 2 1.2.1国外研究现状分析 ..................... 2 1.2.2国内研究现状分析 ..................... 4 1.2.3国内外研究现状评述 ................. 5 1.3研究目标及主要内容........................ 5 1.3.1研究目标 ..... 5 1.3.2研究内容 ..... 6 1.4课题研究方法及技术路线 ................ 6 1.4.1研究方法 ..... 6 1.4.2技术路线 ..... 7 第二章 信用风险的理论基础 .................... 9 2.1贷后信用风险 .... 9 2.1.1信用风险概念............................. 9 2.1.2贷后信用风险内涵 ..................... 9 2.2贷后信用风险形成原因 .................. 10 2.2.1信息不对称 10 2.2.2宏观经济的影响 ....................... 11 2.2.3借款人的风险因素 ................... 11 2.3贷后信用风险预警指标体系与方法 ............................. 11 2.3.1初级法 ....... 12 2.3.2评级模型法 12 2.3.3高级计量模型........................... 14 第三章 苏州N银行贷后信用风险预警现状分析 ................ 16 3.1苏州N银行的基本情况 ................. 16 苏州N商业银行贷后信用风险预警系统构建研究 IV 3.1.1整体情况简介........................... 16 3.1.2风险控制情况........................... 16 3.2 苏州N银行预警现状分析 ............ 16 3.2.1风险组织架构........................... 16 3.2.2信贷现状 ... 17 3.2.3预警流程 ... 18 3.3 苏州N银行贷后信用风险预警存在的主要问题 ....... 20 3.3.1风险管控落后于业务发展 ....... 20 3.3.2控制和管理手段比较落后 ....... 20 3.3.3 绩效考核体系下的非理性激励 ............................. 21 3.3.4产品风险设计控制力不足 ....... 21 第四章 苏州N银行贷后信用风险预警模型因子分析 ........ 23 4.1贷后信用风险预警指标构建原则 .. 23 4.1.1全面性原则 23 4.1.2科学性原则 23 4.1.3可操作性原则........................... 23 4.1.4前瞻性原则 24 4.2贷后信用风险预警指标构建研究 .. 24 4.2.1贷款的基本情况 ....................... 24 4.2.2偿债能力分析........................... 24 4.2.3盈利能力分析........................... 25 4.2.4经营能力分析........................... 25 4.2.5成长能力分析........................... 26 4.3贷后信用风险预警指标体系的建立 ............................. 26 第五章 苏州N银行贷后信用风险预警模型构建 ................ 30 5.1贷后信用风险预警模型的建立 ...... 30 5.1.1拟合度检验 30 5.1.2系数检验 ... 30 5.1.3显著性检验 30 5.1.4贷后信用风险预警模型的可靠性分析 .................. 31 5.1.5实证结果分析........................... 31 5.2 苏州N银行贷后信用风险预警建议 ........................... 32 5.2.1全面升级预警体系 ................... 32 南京航空航天大学硕士学位论文 V 5.2.2 持续加强内控建设 .................. 34 5.2.3加大不良贷款清收力度 ........... 35 5.2.4推广风险文化和人才建设 ....... 35 第六章 总结与展望 .. 37 6.1研究总结 .......... 37 6.2研究展望 .......... 37。。。。。。以下内容略