中国商业银行信用风险预警研究.rar
中国商业银行信用风险预警研究,目录1.绪论·····················································································································11.1研究的背景及意义······················，··...
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内容介绍
原文档由会员 白痴学东西 发布
目录
1.绪论·····················································································································……1
1.1研究的背景及意义······················，·······························································……1
1.2相关研究文献综述······················································································……6
1.3本文的研究思路和主要内容······································································……9
2.基本概念和理论准备········································，···，·······，·····，··········，，，·········一”.”11
2.1信用风险的定义及成因············································································……11
.22信用风险特征····························································································……16
2.3信用风险预警理论····················································································……17
3.商业银行信用风险预警技术系统构建···························································……22
3.1商业银行信用风险预警系统的功能分析················································……22
3.2设计思路及构建原则················································································……23
3.3指标体系设计····························································································……23
3.4模糊BP神经网络预警模型·····································································……27
4.实证分析·····················，······················，······························································……29
4.1基于主成分分析法的信用风险识别························································……29
.42模糊BP神经网络模型的信用风险测定·················································……犯
4.3结论············································································································……37
5.完善商业银行信用风险预警系统的构想·······················································……39
5.1完善信用风险预警的组织管理体系························································……39
建设信贷风险监测网络系统····································································……41
培养从事风险预警工作的高素质人才队伍············································一42
摘要
信用风险又称信誉风险或保证风险，是指借款人、债券发行人或金融交易一
方由于各种原因不能履约致使金融机构、投资人或交易对方遭受损失的可能性。
狭义的信用风险，是指借款人到期不能或不愿履行还本付息协议，而使银行金融
机构遭受损失的可能性，实际上指得是一种违约风险。
随着金融的全球化趋势及金融市场的波动性加剧，各国银行受到了前所未有
的信用风险的挑战。世界银行对全球银行业危机的研究表明，导致银行破产的主
要原因就是信用风险。在我国加入世界贸易组织后，银行业竞争的加剧、巴塞尔
新资本协议对风险管理要求的提高以及政府监管力度的加强，对国内商业银行的
信用风险预警管理提出了更高的要求。
建立商业银行信用风险预警系统是防范银行信用风险，避免发生银行信用危
机爆发的重要环节。研究如何完善商业银行信用风险预警管理，并找到适合我国
国情的商业银行信用风险预警系统，对推进和深化我国银行信用风险的理论研究，
增强我国商业银行抵御风险的能力，具有重要意义。
以内部信用评级为前提的信用风险预警方法是防范和化解信贷风险的基础。
目前我国商业银行都采用这一方式管理信贷风险。但是我国商业银行现行的内部
信用评级体系无论从评级指标、评级方法还是评级结果检验上都存在许多的问题
和不足。本文在对我国商业银..
1.绪论·····················································································································……1
1.1研究的背景及意义······················，·······························································……1
1.2相关研究文献综述······················································································……6
1.3本文的研究思路和主要内容······································································……9
2.基本概念和理论准备········································，···，·······，·····，··········，，，·········一”.”11
2.1信用风险的定义及成因············································································……11
.22信用风险特征····························································································……16
2.3信用风险预警理论····················································································……17
3.商业银行信用风险预警技术系统构建···························································……22
3.1商业银行信用风险预警系统的功能分析················································……22
3.2设计思路及构建原则················································································……23
3.3指标体系设计····························································································……23
3.4模糊BP神经网络预警模型·····································································……27
4.实证分析·····················，······················，······························································……29
4.1基于主成分分析法的信用风险识别························································……29
.42模糊BP神经网络模型的信用风险测定·················································……犯
4.3结论············································································································……37
5.完善商业银行信用风险预警系统的构想·······················································……39
5.1完善信用风险预警的组织管理体系························································……39
建设信贷风险监测网络系统····································································……41
培养从事风险预警工作的高素质人才队伍············································一42
摘要
信用风险又称信誉风险或保证风险，是指借款人、债券发行人或金融交易一
方由于各种原因不能履约致使金融机构、投资人或交易对方遭受损失的可能性。
狭义的信用风险，是指借款人到期不能或不愿履行还本付息协议，而使银行金融
机构遭受损失的可能性，实际上指得是一种违约风险。
随着金融的全球化趋势及金融市场的波动性加剧，各国银行受到了前所未有
的信用风险的挑战。世界银行对全球银行业危机的研究表明，导致银行破产的主
要原因就是信用风险。在我国加入世界贸易组织后，银行业竞争的加剧、巴塞尔
新资本协议对风险管理要求的提高以及政府监管力度的加强，对国内商业银行的
信用风险预警管理提出了更高的要求。
建立商业银行信用风险预警系统是防范银行信用风险，避免发生银行信用危
机爆发的重要环节。研究如何完善商业银行信用风险预警管理，并找到适合我国
国情的商业银行信用风险预警系统，对推进和深化我国银行信用风险的理论研究，
增强我国商业银行抵御风险的能力，具有重要意义。
以内部信用评级为前提的信用风险预警方法是防范和化解信贷风险的基础。
目前我国商业银行都采用这一方式管理信贷风险。但是我国商业银行现行的内部
信用评级体系无论从评级指标、评级方法还是评级结果检验上都存在许多的问题
和不足。本文在对我国商业银..
