商业银行的内外部经营环境伴随我国金融改革的进程发生了较为明显的变 化。从外部环境看，经历了金融危机在全球的蔓延后，银行业面临的考验更加严 峻。从国内环境看，不同类别的金融机构和商业银行在各地纷纷建立，经营范围 的拓宽使它们的业务活动出现了交叠渗透，加快了金融工具的创新速度。国内外 金融环境的错综复杂，亟需各银行不断优化信贷风险的管理方式，提高应对风险 的能力。对公信贷一旦出现风险造成的不良影响远高于一般个人贷款，合理的银 行对公信贷风险管理制度不单关乎其自身的盈利状况，更为国家经济平稳运行和 金融安全提供了有力保障。工商银行A分行作为国有大型银行之一，要想在竞 争中不断壮大发展，有必要不断优化其对公信贷风险管理制度。 本文以工商银行A分行为例，按照了解背景及现状、分析问题、解决问题、 保障执行的思路，采取了文献资料法和规范分析法两种研究方法。通过实地调研， 结合银行经营报表了解A分行基本情况、信贷风险管理状况和财务状况的基础 上，从分行概况，对公信贷风险管理流程、效果等方面系统分析了A分行对公 信贷风险管理的现状，并归纳了A分行在对公信贷风险管理过程中存在的问题 及原因。进而基于信贷风险管理、信贷风险度量等相关理论，针对A分行对公 信贷风险管理存在的问题从风险的识别、度量和控制三个环节进行了风险管理体 系的优化设计，最后为了确保A分行风险管理体系优化设计的顺利实施，从提 升信贷人员风险识别能力、提高风险度量准确性、加强风险控制活动的执行三个 方面提出了保障措施。 本文是在认真学习了大量信贷风险管理相关的文献资料后，针对A分行的 对公信贷风险管理水平和效果，在找出问题和原因的基础上，结合以往的实践经 验，制定操作性强的优化对策和保障措施建议，将直接有助于银行对公信贷风险 管理体系的搭建和风险管理水平提高，并进一步带动银行经营利润值的增加，为 银行更好的发展提供坚实的保障，对其他银行尤其是国有大型银行具有一定的借 鉴意义。 关键词：工商银行A分行；商业银行；对公信贷风险管理 V Abstract TheinternalandexternaloperatingenvironmentofcommercialBankshas changedsignificantlywiththeprocessoffinancialreforminChina.Fromtheexternal environment,afterthefinancialcrisisintheglobalspread,thebankingindustryis facingamoreseveretest.Fromtheperspectiveofthedomesticenvironment,different typesoffinancialinstitutionsandcommercialBankshavebeenestablishedinvarious places,andtheexpansionoftheirbusinessscopehasledtooverlappingand infiltrationoftheirbusinessactivitiesandacceleratedtheinnovationspeedof financialinstruments.Duetothecomplexityofthefinancialenvironmentathomeand abroad,itisurgentforBankstocontinuouslyoptimizethemanagementmethodsof creditrisksandimprovetheirabilitytocopewithrisks.Areasonablebankrisk managementsystemforpubliccreditisnotonlyrelatedtoitsownprofitability,but alsoprovidesastrongguaranteeforthesmoothoperationofnationaleconomyand financialsecurity.Asoneofthelargestate-ownedBanks,ICBCAbranchneedsto continuouslyoptimizeitscreditriskmanagementsysteminordertocontinuously growanddevelopinthecompetition. Basedontheexistingtheoriesofriskmanagementofpubliccreditandrelated literature,thispapertakesICBCAbranchastheresearchobject,andfirstly investigatesthestatusofitscreditriskthroughvariousindexdata.Secondly,this paperdiscussesthepracticesandeffectsinthecurrentcreditmanagementofAbranch, analyzestheproblemsinthesepractices,anddiscussesthereasonsbehindthe problems.Thenfromtheriskidentification,measurementandcontrolofthethree linksforAbranch'sriskmanagementsystemoptimizationsystemdesign.Finally, fromtheperspectivesofimprovingtheriskidentificationabilityofcreditofficers, improvingtheaccuracyofriskmeasurement,andstrengtheningtheexecutionofrisk controlactivities,thispaperproposesfeasibleguaranteemeasuresforoptimizingthe creditriskmanagementofAbranch.Inthispaper,Acombinationoftheoretical elaborationandempiricaltest,inductionanddeductionandothermethodsare comprehensivelyusedtoconductresearch,aimingtoprovideAbranchwithrelevant Suggestionsontheoptimizationmethodsandapproachesofcorporatecreditrisk management,soastoprovidenewideasforthedevelopmentofriskmanagementof otherBanksafterinitialresultsareobtainedintheapplication. Keywords:ICBCAbranch;CommercialBanks;Creditriskmanagement VI 目录 第1章绪论..................................................................................................................1 1.1研究背景与研究意义......................................................................................1 1.1.1研究背景...............................................................................................1 1.1.2研究意义...............................................................................................2 1.2文献综述..........................................................................................................2 1.2.1信贷风险管理理论研究.......................................................................2 1.2.2信贷风险管理量化研究.......................................................................4 1.3研究方法与研究内容......................................................................................6 1.3.1研究方法...............................................................................................6 1.3.2研究内容...............................................................................................7 1.4创新点..............................................................................................................8 第2章相关理论基础..................................................................................................9 2.1信贷管理相关理论..........................................................................................9 2.2信贷风险管理概述........................................................................................10 2.2.1信贷风险的含义.................................................................................10 2.2.2信贷风险管理的概念.........................................................................11 2.3信贷风险管理相关理论................................................................................11 2.4信贷风险度量技术理论................................................................................13 第3章工商银行A分行对公信贷风险管理现状....................................................16 3.1工商银行A分行概况....................................................................................16 3.1.1工商银行A分行基本情况.................................................................16 3.1.2工商银行A分行组织结构.................................................................16 3.1.3工商银行A分行经营情况.................................................................17 3.2工商银行A分行对公信贷风险管理流程....................................................18 3.2.1风险识别.............................................................................................18 3.2.2风险度量.............................................................................................22 3.2.3风险管理.............................................................................................22 3.3工商银行A分行对公信贷风险管理的效果................................................24 第4章工商银行A分行对公信贷风险管理存在的问题及原因分析....................25 4.1风险识别方面存在的问题............................................................................25 4.1.1信贷风险识别能力不强.....................................................................25 4.1.2风险识别制度落实不到位.................................................................26 4.2风险度量方面存在的问题............................................................................27 4.2.1风险度量技术落后.............................................................................27 4.2.2信用评级结果检验差.........................................................................27 4.3风险控制方面存在的问题............................................................................28 4.3.1贷后检查不到位.................................................................................28 4.3.2信贷资产集中度较高.........................................................................29 4.3.3不良贷款前清后溢且行业分布集中.................................................30 4.3.4资产质量管控力度不够.............................................