单位代码：10484
编 号：
密级：公 开
硕士学位论文
论 文 题 目：MY 银行郑州分行共同基金业务风险管理研究
学科、专业名称：工商管理
研 究 方 向：风险管理
申请学位类别： 工商管理硕士
申请人姓名： 刘晓丽
导师姓名、职称： 许贵阳 副教授
定 稿 时 间： 2021
中国·郑州
摘 要
近几年，随着国家经济不断发展，国内的小微企业也如雨后春笋般迅速崛起。
由于小微企业为国内经济的发展和促进就业等方面贡献率在 80%以上，国家政策
导向为商业银行致力于解决小微企业融资难的问题，商业银行也承担起了国家赋
予的责任。但与此同时小微企业在经营中仍存在着很多问题，例如利用信息不对
称刻意包装经营状况、信用不佳、企业负责人的知识水平普遍不高、企业缺乏专
业的人才等，这些因素导致了商业银行的小微贷款不良率不断攀升，商业银行的
风险管理水平得到了考验，也间接体现出我国商业银行的风险管理存在很多不
足，因此针对商业银行的风险管理和风险防范的研究，对于中国商业银行的经营
和可持续发展具有重要意义。
本文以分析MY 银行郑州分行共同基金业务为出发点，阅读了银行风险管理
的相关文献，依据银行全面风险管理、信息不对称和信贷配给理论等理论知识，
分析共同基金业务开展的状况和业务目前的不良率及清收状况，分析出业务风险
产生的成因，市场风险、信用风险、操作风险、战略风险、道德风险等，并对风
险产生的原因进行分析，结合国内外对于关于信贷资产风险管理的研究理论和相
关概念，提出了 MY 银行郑州分行应树立全面风险管理理念、培育先进的企业文
化，要从贷前、贷中、贷后等全流程严控风险。构建有效的风险管理体系、引进
先进的风险管理计量方法、加强银行业务的定位等措施，
通过对 MY 银行郑州分行共同基金业务风险的研究，提出能够提升银行风险
管理能力的具体措施和保障制度，能够促使商业银行对风险管理的重视，以期为
我国商业银行的风险管理提出有可供参考的策略。
关键词：MY银行；共同基金；信贷风险；风险管理；
I
Abstract
In recent years, with the continuous development of the national economy, the
domestic small and micro enterprises have sprung up.Since small and micro
enterprises contribute more than 80% to domestic economic development and
employment promotion, the national policy guidance makes commercial banks devote
themselves to solving the financing difficulties of small and micro enterprises, and
commercial banks also assume the responsibility entrusted by the state. However
small and micro enterprises have many problems in their operation, such as packaging
operating conditions deliberately through information asymmetry, the poor credit, the
entrepreneurs’ insufficient knowledge, the lack of professional talents, etc. These
factors led to the rise of non-performing ratio of small and micro loans in commercial
Banks, risk management level is put to the test. This also indirectly reflects a lot of
deficiencies in the risk management of commercial Banks. Therefore risk
management and risk prevention research have great significance for China;s
commercial bank management and sustainable development.
Based on the analysis of the mutual fund business of the Zhengzhou branch of
MY Bank, this article uses some relevant literature on bank risk management as
reference, and analyzes the current status of mutual fund business development, NPL
ratio and collection status based on theoretical knowledge such as bank
comprehensive risk management, information asymmetry and credit rationing theory.
This paper analyzes the causes of business risks, such as market risk, credit risk,
operational risk, strategic risk, moral hazard, etc., and analyzes the causes of risks,
combined with domestic and foreign concerns about credit asset risk management
researching theories and related concepts. It proposes that MY Bank Zhengzhou
Branch should establish a comprehensive risk management concept, cultivate an
advanced corporate culture, and strictly control risks from the entire process before,
during and after the loan, take measures such as constructing an effective risk
management system, introducing advanced risk management measurement methods,
and strengthening the positioning of the banking business.
II
Through the research on the risk of mutual fund business in Zhengzhou Branch
of MY Bank, this paper puts forward specific measures and guarantee systems that
can enhance the bank’s risk management capabilities, which can prompt commercial
banks to pay attention to risk management, with a view to providing reference for the
risk management of Chinese commercial banks Strategy.
Key words: MY bank;Mutual funds; Credit risk; risk management
III
目录
摘 要 ............. I
ABSTRACT .......... II
目录 ............ IV
1.绪论 ............. 1
1.1 研究背景 ............ 1
1.2 研究目的与意义 ...... 2
1.2.1 研究目的 ........ 2
1.2.2 研究意义 ........ 2
1.3 国内外研究综述 ...... 4
1.3.1 国外研究综述 ........... 4
1.3.2 国内研究综述 ........... 6
1.4 研究内容与研究方法 ......... 8
1.4.1 研究内容 ........ 8
1.4.2 研究方法 ........ 8
2 相关概念和理论基础 ............ 10
2.1 相关概念 ........... 10
2.1.1 共同基金 ....... 10
2.1.2 信贷资产风险管理 ...... 10
2.1.3 商业银行的风险控制 ........... 11
2.1.4 风险评价体系 .......... 12
2.2 理论基础 ........... 12
2.2.1 商业银行全面风险管理 ......... 12
2.2.2 信息不对称理论与信贷配给理论 ........ 13
2.2.3 商业银行风险控制工具 ......... 15
3 MY 银行郑州分行共同基金业务开展和风险管理现状分析 .. 16
3.1 共同基金产品概要 .......... 16
3.2 业务开展情况分析 .......... 18
3.2.1 开发共同基金的目的性分析 ..... 18
3.2.2 MY 银行郑州分行共同基金业务发展状况 ........ 19
IV