去产能是近年来供给侧结构性改革的重要内容，对于资源密集的地区来说，去产 能势必会给当地经济发展造成阵痛，在以间接融资为主的情况下，由于经济金融的传 导作用，也很有可能会给银行业资产质量带来一定冲击，尤其是地方性的中小银行业 金融机构，业务结构集中，信用风险管理不够完善，一旦不良大规模反弹，可能引发 系统性风险。从目前掌握数据来看，2016 年钢铁去产能推进至今，B 农商行所在地区 整体不良贷款不断攀升，已逐步影响到全市银行业资产质量。 本文将在参考去产能带来行业性风险和银行业信用风险防控的基础上，结合 B 农 商行信用风险实际情况，根据银行信用风险管理理论和方法，以 B 农商行信贷客户各 项数据变化为基础，分析 B 农商行企业客户信用风险管理中存在的问题，并提出完善 对策建议。通过分析，从信用风险组织体系、制度执行、识别和评估方法、操作和监 测状况、风险控制等方面找出 B 农商行企业客户信用风险管理中存在的问题，从银行 内外部授权、制度制定、风险管理技术、信贷员工队伍建设、风险管理观念等方面找 出并分析 B 农商行企业客户信用风险管理存在问题的原因，从授权、决策和监督制度、 信用风险技术、人才队伍建设、员工风险意识、银行风险理念等方面提出改进 B 农商 行企业客户信用风险管理的对策建议。希望本文的研究可以为 B 农商行后续时间制定 企业客户信用风险管理制度或措施提供帮助，同时为其他信贷投放行业、地区集中的 农村中小金融机构企业客户信用风险管理提供参考和借鉴。 关键字：去产能 授信集中度 信用风险管理 农商行去产能背景下 B 农商行信用风险管理研究 ABSTRACT Capacity cutting is an important part of the supply side structural reforms in recent years, for resource intensive area, to definitely may cause pain to local economic development capacity, in the case of given priority to with indirect financing, due to the effect of conduction of the economic and financial, also is likely to give Banks asset quality brings a certain impact, especially the local small and medium-sized banking financial institutions, business structure, the imperfection of the credit risk management, once the bad big rebound, could trigger a systemic risk. According to the available data, since steel capacity cutting in 2016, the overall non-performing loans in the region where Rural Commercial Bank B is located have been increasing, which has gradually affected the asset quality of the city's banking sector. This article will bring the industry production capacity in reference to risk and banking credit risk prevention and control, on the basis of in combination with the practical situation of B bank credit risk, according to the bank credit risk management theory and methods, with B bank credit customer data change, on the basis of analysis of B bank problems existing in the credit risk management of enterprise customers, and perfect countermeasures and Suggestions are put forward. Through the analysis, from the organization system, system implementation, credit risk identification and assessment method, operation and monitoring status, risk control and so on to find out B bank credit risk management problems that exist in the enterprise customers, internal and external authorization from the bank, the system formulation, technology, credit risk management staff team construction, the concept of risk management to identify and analyze B bank reason of customer credit risk management problems, from the authorization, decision-making and supervision system, technology, talent team construction, staff risk credit risk, and put forward to improve Banks' risk concept B bank customer credit risk management countermeasures and Suggestions. It is hoped that the research in this paper can provide help for B RURAL Commercial Bank to develop the credit risk management system or measures for enterprise customers in the future, and provide reference and reference for the credit risk management of enterprise customers in other credit issuing industries and small and medium-sized financial institutions in rural areas with regional concentration. KEYWORDS: Cut overcapacity Credit concentration Credit risk management Rural commercial bank去产能背景下 B 农商行信用风险管理研究 目 录 摘要.....I Abstract.............................II 第一章 绪论................... 1 1.1 研究背景.................... 1 1.2 研究目的及意义.........1 1.3 国内外文献综述.........2 1.3.1 行业去产能研究.2 1.3.2 银行业信用风险研究........................3 1.4 研究思路、方法和内容安排...................5 1.4.1 研究思路.............5 1.4.2 研究方法.............6 1.4.3 研究内容和结构安排........................6 1.5 本文的创新点............7 第二章 去产能对信用风险影响的理论分析.............................9 2.1 去产能影响路径........9 2.1.1 去产能行业信用风险初步暴露........9 2.1.2 企业出清不良再度高发....................9 2.1.3 风险传导和进一步蔓延..................10 2.1.4 B 地区去产能情况........................... 10 2.2 信用风险管理理论和实际.....................12 2.2.1 信用风险成因...12 2.2.2 信用风险的管理..............................13 2.2.3 信用风险常见工具..........................14 2.2.4 我国商业银行信用风险管理现状..15 第三章 B 农商行信用风险管理分析..........17 3.1 B 农商行基本情况....17 3.2 B 地区去产能对银行业影响.................. 17 3.2.1 钢铁企业贷款质量受到冲击..........17 3.2.2 担保链条企业风险传染...................18 3.3 B 农商行信用风险情况.......................... 19 3.3.1 B 农商行信用风险来源................... 19 3.3.2 B 农商行近年信用风险情况...........19 3.3.3 B 农商行企业客户风险情况...........21 3.3.3.1 企业贷款和企业状态...................21 3.3.3.2 授信企业情况21 3.4 B 农商行信用风险管理现状.................. 23 3.4.1 B 农商行风险管理基本情况...........23 3.4.2 B 农商行信用风险管理架构及人员配备......................24 3.4.3 B 农商行信用风险管理流程...........24河北地质大学学位论文 3.4.4 B 农商行信用风险管理成效分析...24 第四章 B 农商行信用风险管理评价和分析.............................27 4.1 B 农商行信用风险管理评价.................. 27 4.1.1 评价指标选取....27 4.1.2 评价指标说明....28 4.1.3 评价方法选取....28 4.1.4 评价结果说明....31 4.2 信用风险管理中 B 农商行存在的问题32 4.2.1 内部管理不到位32 4.2.2 贷后管理不到位32 4.2.3 人才管理不到位33 4.2.4 信用风险组织架构不够完整...........33 4.2.5.缺乏对企业风险状况的定量分析...33 第五章 B 农商行信用风险管理优化建议...35 5.1 对“去产能”影响的短期应对策略.....35 5.2 B 农商行信用风险长期管理方案..........35 5.2.1 加强对信用风险管理的领导..........36 5.2.2 规范信用风险管理的市场化行为..36 5.2.3 加快信用风险量化管理进程...........37 5.2.4 加强人力资源管理...........................37 5.2.5 营造高效的信用风险量化管理文化..............................38 5.3 B 农商行长期信用风险防控的展望......38 5.3.1 保持稳定和持续的宏观经济政策..39 5.3.2 加快统一信用体系建设...................39 5.3.3 积极推动中小银行业金融机构的金融创新.................39