我國民營商業銀行信用風險管理體系研究—以HR銀行為例

Abstract

在當代經濟發展過程中，商業銀行的能否安全健康運營對國家經濟安全有著重要影響。隨著經濟、金融全球化步伐的加快，金融市場日趨複雜，金融衍生工具不斷發展，國際銀行業所面臨的風險也日趨複雜。我國自改革開放尤其是加入WTO後，商業銀行獲得快速發展，但相對於西方發達國家中主要的商業銀行業務，我國的銀行業信用風險管理還處於較低水平，信用風險管理體制不健全、信用風險評估方法較為落後、內部控制機制薄弱等諸多問題仍時時約束著我國各商業銀行的進步，與《巴塞爾新資本協議》的標準和要求還相差甚遠。所以，怎樣提升我國商業銀行的風險管理的實質水平，綜合考量經營收益與風險，是當前商業銀行面臨的，也是急需研究與探索的重要課題。 上海HR銀行由上海均瑤（集團）有限公司聯合上海其他10余家民營企業發起，註冊資本30億元人民幣，是首批試點的五家民營銀行之一。HR銀行自成立以來一直重視信用風險管理的作用，不斷完善信用風險內控機制，建立了信用風險垂直集中管理體系；但是，在實際管理過程中仍然存在著信用風險預警體系不健全、信用風險量化管理落後、貸後管理工作薄弱、資產結構與質量有待於進一步提升等問題。而且隨著金融市場的發展，外資銀行及國內商業銀行紛紛進入市場，各家銀行之間的競爭日益激烈，提髙信用風險管理水平、增強銀行綜合競爭能力成為商業銀行在競爭中取得優勢地位的重要指標。 本文結合作者所在HR銀行的實際經驗，實際分析了HR銀行信用風險的管理並結合其所存在的問題，將HR銀行的信用風險體制與國外商行的實際管理經驗作對比，對HR銀行信用風險垂直集中管理體系的完善，信用風險管理的發展方向提出了可供借鑒的經驗。進而推動HR銀行建立健全適合我國經濟發展現狀的信用風險管理機制。本文選題旨在幫助HR銀行提高在其運營過程中預防和化解風險能力的同時，通過系統的研究完善和更新了適用於我國具體國情的信用風險管理的理論方法，從而進一步為我國經濟完善服務。

In the process of contemporary economic development, the safe and healthy operation of commercial banks has an important impact on the national economic security. With the acceleration of economic and financial globalization, financial market is becoming more and more complex, and financial derivatives are developing constantly. The risks faced by international banking industry are becoming more and more complex. Since China's reform and opening up especially after joining WTO, the commercial bank has a rapid development, but compared with the major commercial banks in western developed countries, China's banking credit risk management is still at the low level, the credit risk management system is not perfect, credit risk evaluation method is relatively backward, the internal control mechanism of the weak and many other issues still constrain the development of China's commercial banks, 'failed to meet the standards and requirements of the new Basel capital accord'. Therefore, how to improve the level of credit risk management and comprehensively consider the profit and risk of operation is an important issue facing the commercial banks, and is also urgently needed to be researched and explored. Shanghai HR bank by Shanghai Junyao (Group) Co. Ltd., Shanghai more than 10 other private enterprises initiated, the registered capital of 3 billion yuan, five private banks is one of the first pilot. HR bank has always attached great importance to the credit risk management role since its inception, and constantly improve the internal control mechanism of credit risk, establish the credit risk of vertical centralized management system in the actual management; however, there are still in the process of credit risk early warning system is not perfect, credit risk management, backward management after loan is weak, asset structure and quality should be to further enhance the problem. But with the development of financial market, foreign banks and domestic commercial banks have entered the market, the increasingly fierce competition between banks, improving the level of credit risk management, enhance the comprehensive competitive ability of the bank to become commercial banks to obtain a dominant position in the competition of. Based on practical experience of author's HR bank, the status quo of credit risk management of HR bank and the problems were analyzed, and compared with the actual experience of credit risk management in foreign commercial banks, to improve the HR bank credit risk concentrated vertical management system, and presents the experiences with the development direction of risk management the. And then promote the HR bank to establish and improve the credit risk management mechanism suitable for the current situation of our country's economic development. The purpose of this paper is to help HR bank improve its ability to prevent and mitigate risks in its operation process. Through systematic research, it improves and updates the theory of credit risk management applicable to China's national conditions, and promotes our country's economy to achieve long-term and stable development.