《我国商业银行信贷风险管理研究》-毕业论文.doc

金融学毕业论文 我国商业银行信贷风险管理研究 PAGE 2 lw 华东交通大学 毕业设计（论文） 中文题目： 我国商业银行信贷风险管理研究 英文题目： Our country commercial bank credit risk management research 学 院： 经济管理学院 专 业: 金融双学位 班级： 09—2 学生姓名： 学号： 20080810010223 指导教师： 完成日期： 2011.11. 28 摘 要 美国的次级债危机导致了大量欧美金融机构巨额亏损，花旗集团，巴克莱银行，瑞士银行无一幸免。同时，信贷业务是我国商业银行的主要业务，信贷风险是我国商业银行面临的主要风险，信贷风险的度量和管理还是我国商业银行风险管理中的薄弱环节。 信贷风险，是指商业银行在经营管理过程中因受各种不确定性因素的影响贷款无法按期收回本息而使商业银行遭受资金损失的可能性。这些不确定性主要包括两个方面：一方面是盈利的不确定性，由于贷款合约利率一般是固定的，如果市场利率等因素发生变化，这笔信贷资产的实际盈利就会受到影响，信贷资产的收益就会出现不确定性。另一方面是指信贷资产损失的不确定性，损失的不确定性既包括数量上的不确定性，表现在贷款的本金和利息是全部收回还是部分收回，或者零收回；同时又包括时间上的不确定性，其具体表现就是，贷款的本金和利息能否在约定的期限内按时收回并不确定。 关键词：商业银行，信贷风险，不良贷款，风险价值 ABSTRACT Americas subprime debt crisis leads to large financial institutions in Europe and the huge losses and citigroup, barclays bank, Swiss bank none escape by luck. At the same time, Chinas commercial bank credit business is the main business, credit risk is the business bank of our country faces major risk, credit risk measurement and management or our country commercial bank risk management of the weak link. Credit risk, it is to point to commercial Banks in the management process by all kinds of uncertainty factors influence the loan principal and interest on schedule and cant withdraw from commercial bank capital losses of possibilities. These uncertainties mainly includes two aspects: one is the uncertainty of earnings, because a loan contract interest rate generally is fixed, if the market interest rates change factors, the credit assets of the actual profit can be affected, the credit assets earnings will appear the uncertainty. On the other hand is to point to the credit assets loss of uncertainty, the loss of uncertainty on the number includes both the uncertainty, the performance in the principal and interest of the loan is still part of the full recovery back, or