首页 > 资料专栏 > 论文 > 财税论文 > 金融机构论文 > MBA硕士毕业论文_东中行客户信用评级体系优化研究PDF

MBA硕士毕业论文_东中行客户信用评级体系优化研究PDF

资料大小:1519KB(压缩后)
文档格式:PDF
资料语言:中文版/英文版/日文版
解压密码:m448
更新时间:2022/6/1(发布于山东)

类型:金牌资料
积分:--
推荐:升级会员

   点此下载 ==>> 点击下载文档


文本描述
i 摘要 随着中、农、工、建几大国有商业银行近些年陆续入选全球系统重要性金融机构, 标志着我国商业银行在国际金融领域占有越来越重要的地位,也对国内商业银行的风 险管理提出了更加严格的要求。目前客户信用评级作为商业银行识别风险、量化风险 的重要手段,对银行信用风险管理发挥着重要作用。而中国银行作为国有商业银行之 一,其客户信用评级体系尚存在诸多不完善之处。因此,通过对山东中行的客户信用 评级体系进行优化研究,提升信用风险的识别能力,使其在与国际先进商业银行的竞 争中取得突破和发展具有重要意义。 本文从信用风险及信用评级的理论、信用评级产生的基础、信用评级方法的国内 外研究情况入手,以中国银行山东分行(以下简称“山东中行”)客户信用评级体系 为研究对象,对山东中行客户信用评级体系的现状进行分析,提出信用评级体系中评 级模型、评级指标等存在的问题。结合日常工作应用对山东中行客户信用评级体系提 出具体的优化建议:(1)贴近业务实际优化模型设置;(2)进一步细化指标设置;(3) 增加针对预测性指标的后评级体系;(4)大数据分析模型促进评级优化;(5)完善信 用风险管理体系。最后以浪潮A公司为例进行案例应用分析,按照改进后的评级体系 对其进行评级,并对新旧评级结果进行比较。通过对山东中行客户信用评级体系的优 化,实现有效控制和管理信用风险的目的。 本文的创新性主要体现在研究视角上,本文从评级人员的角度,以山东中行为研 究对象,对其客户信用评级体系进行优化研究是比较新颖的。以银行客户信用评级体 系日常具体应用入手,提出存在的问题,并阐述了对于该体系的优化建议,再以浪潮 A公司为例进行应用研究,对信用评级结果进行对比,体现了优化模型的具体效用。 关键词:信用评级体系;信用风险管理;评级模型;管理分析 Abstract ii Abstract As several major state-owned commercial banks like BOC, ABC, ICBC and CCB have been selected as G-SIFIs in recent years, which marks China's commercial banks is becoming more and more important in the field of international finance, and have put forward more stringent requirements for the risk management of domestic commercial banks. At present, as an important means for commercial banks to identify and quantify risks, customer credit rating plays an important role in the management of bank credit risk. However, as one of the state-owned commercial banks, the customer credit rating system of Bank of China is still imperfect. Therefore, it is of great significance to optimize the customer credit rating system of Bank of China, enhance the ability of credit risk identification, and make breakthroughs and development in the competition with international advanced commercial banks. Starting with the theory of credit risk and internal rating, the foundation of credit rating, and the domestic and international research on credit rating methods, this paper takes the customer credit rating system of Bank of China Shandong Branch ( hereinafter referred to as " Shandong BOC" ) as the research object, analyzes the current situation of the customer credit rating system of Shandong BOC, and puts forward some problems existing in the customer credit rating system such as rating model and rating index. Based on the daily work application, this paper puts forward specific optimization suggestions on the internal credit risk rating system of Shandong BOC: ( 1 ) setting up an optimization model close to the actual business situation; ( 2 ) further refine the index settings; ( 3 ) adding a post-rating system for predictive indicators; ( 4 ) large data analysis model to promote the optimization of rating; ( 5 ) perfect the credit risk management system. Finally, it takes Inspur A company as an example to analyze the application of the case. It is rated according to the improved rating system, and compared the new and old rating results. Through the optimization of the customer credit rating system of Shandong BOC, we can control and manage the credit risk effectively. The innovation of this article is mainly reflected in the perspective of research. From the perspective of rating personnel, it is relatively novel to optimize the customer credit rating system by taking Shandong BOC as the research object. Starting with the daily specific application of the customer credit rating system of Shandong BOC, this paper puts forward the existing problems, and expounds the optimization suggestions for the system. Then it takes Inspur A company as an example for application research, and makes a Abstract iii comparison of the credit rating results, which reflects the specific effectiveness of the optimized model. Keywords: Credit rating system; Credit risk management; Rating model; Management analysis 目录 iv 目录 第1章 导 论 ........................................................ 1 1.1研究背景和意义 ............................................... 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 ............................................... 3 1.2.1国外信用评级研究概述 ...................................... 3 1.2.2国内信用评级研究概述 ...................................... 5 1.2.3综合评述 ................................................. 7 1.3研究思路与方法 ............................................... 7 1.3.1研究思路 ................................................. 8 1.3.2研究方法 ................................................. 8 1.3.3技术路线 ................................................. 9 1.4创新点 ...................................................... 10 第2章 相关概念及理论 .............................................. 11 2.1信用风险 .................................................... 11 2.1.1信用风险的概念 .......................................... 11 2.1.2信用风险的识别 .......................................... 11 2.1.3信用风险的评估计量 ....................................... 12 2.2内部信用评级 ................................................ 13 2.2.1信用评级的概念 .......................................... 13 2.2.2信用评级的作用 .......................................... 13 2.2.3信用评级的方法 .......................................... 14 2.3信用评级相关理论 ............................................ 16 2.3.1信息非对称理论 .......................................... 16 2.3.2交易成本论 .............................................. 17 2.3.3博弈论 ................................................. 17 2.4本章小结 .................................................... 18 第3章 山东中行客户信用评级体系现状及问题 .......................... 19 3.1山东中行信用风险管理流程和发展方向 .......................... 19 3.1.1山东中行概况 ............................................ 19 3.1.2山东中行信用风险管理的流程 ................................ 20 目录 v 3.1.3山东中行信用风险管理发展方向 .............................. 20 3.2山东中行客户信用评级体系现状 ................................ 21 3.2.1信用评级体系的内容 ....................................... 21 3.2.2信用评级体系构建要求 ..................................... 23 3.2.3定性信用评估工具 ......................................... 23 3.2.4基于违约概率(PD)模型和打分卡模型 ......................... 24 3.3山东中行客户信用评级体系存在的问题 .......................... 26 3.3.1评级模型的分类与实际行业脱节 .............................. 26 3.3.2部分细化指标的设置缺乏合理性 .............................. 28 3.3.3缺乏对预测性指标的后评价体系 .............................. 29 3.3.4指标评判依据缺乏数据库支持 ................................ 29 3.4本章小结 .................................................... 30 第4章 山东中行客户信用评级体系优化策略 ............................ 31 4.1贴近业务实际优化模型设置 .................................... 31 4.2进一步细化指标的设置 ........................................ 32 4.3增加针对预测性指标的后评价体系 .............................. 33 4.4大数据分析模型促进评级优化 .................................. 34 4.5完善信用风险管理体系 ........................................ 35 4.6本章小结 .................................................... 36 第5章 以浪潮A公司为例的应用研究 .................................. 37 5.1浪潮A公司的简介 ............................................ 37 5.2浪潮A公司财务状况分析 ..