现今,我国金融业快速发展,2008年全球金融危机爆发,对我国金融业以及经济

发展均造成了重大影响,银行信贷风险的控制与防范问题引起银行界广泛的关注,政策

性银行也是如此。N银行(农业发展银行)作为我国目前仅存的政策性银行,其改革的

方向是向一家执行国家政策前提下的综合性银行机构发展。其业务除传统的政策性粮油

业务外,更多综合性的参照商业化贷款管理模式进行的业务也齐头并进,这一部分业务

N银行自担风险、自负盈亏。所以,目前重视和加强对N银行信贷风险管理的研究,能

更好实现N银行政策性银行的职能,使N银行在执行国家政策性业务的同时,起自身

的商业性信贷业务通过信贷风险管理,增加其自身的盈利性,增强政策性银行的可持续

发展的能力,具有十分重要的现实意义。

论文的研究对象是:中国N银行广西分行信贷风险。运用聚合信贷风险模型

(CreditRisk+模型),对N银行广西分行信贷风险进行度量和分析,总结了 N银行广西

分行存在的风险现状。论文认为N银行广西分行存在以下问题:业务发展方向有待明朗、

信贷政策存在约束、信贷业务基础存在软助、贷款结构不均衡、三农业务缺乏抗风险的

贷款主体、风险防控体制机制有待完善;同时针对N银行广西分行的信贷风险管理问题,

提出广西分行应拓展业务范围以降低信贷风险、健全有效的风险防控体制、健全风险转

化报账机制、健全高效的配套机制、培育正确的风险文化来提髙N银行的抗风险性,实

现可持续发展。

关键词:聚合信贷风险模型;信贷风险;风险管理;研究

ABSTRACT

In the recent years,the finance has developped rapidly in China.however, the global

financial crisis in 2008,have caused great influence on China's financial industry and

economic development, how to control and prevent the credit risk of the banking sectoris very

importent, so it is the policy banks. Agricultural Development Bank of China as a policy

bank in our country at present only,to the comprehensive development of banking

institutions an implementation of the national policy premise is the orientation of reform. Its

business in addition to the traditional policy of grain and oilbusiness, refer to commercial loan

management mode for more comprehensive business also do many things at once, this part of

the business bank own risk, self financing. Therefore, the current emphasis on Agricultural

Development Bank credit risk management andstrengthen, can better realize the agricultural

release the functions of policy banks, the Agricultural Development Bank in the

implementation of the national policy ofbusiness at the same time, its own commercial credit

business through the credit risk management, increase their own profitability, enhance the

capacity for sustainabledevelopment of policy banks of,having very important realistic

meaning.

The study object of this paper is: the Agricultural Development Bank of China Guangxi

branch of the credit risk. The use of CreditRisk+ model, the measurement and

analysis of credit risk of Guangxi branch of the Agricultural Development Bank, risk

status summary of farming issue Guangxi branch existed. The Guangxi branch of the

Agricultural Development Bank has the following problems:business development

direction to be clear, the credit policy, credit constraint based has weaknesses, the

loanstructure is not balanced, agriculture business lack of anti risk loans, risk prevention and

control system of the mainmechanism should be perfected; at the same time for credit risk

management of Guangxi branch of the Agricultural Development Bank of Guangxi

branch, the to expand the scope of business to reduce credit risk, to achieve sustainable

development.

KEY WORDS: risk management; CreditRisk+ model; Research;

The Agricultural Development bank of China Guangxi Branch