I 摘要 伴随着中国经济的高速发展，中小企业的发展势如破竹，成为了带动我国经济发 展的重要经济力量。截止2017年末，我国登记注册的中小企业数量约为7000万家以 上，并且保持着快速增长的势头。中小企业的健康发展脱离不开资金的注入，纵观历 史，中小企业受制于规模较小、管理架构简单、经营风险较大等因素，一直缺乏政府 的融资支持，传统的银行授信业务也面临着融资难、成本贵的局限。在当前复杂的经 济环境下，银行业面临着大量不良资产处置的困难，这其中也包含着一批中小企业不 良资产的出现，导致现有的中小企业融资愈加艰难。但是，银行并不能因噎废食，应 利用大数据搭建授信业务模型，完善授信评审模式，强化授信后监督机制，提高授信 业务风险识别能力，只有这样，才能做到既支持中小企业发展同时做好了风险的防范， 才能更好的促进经济的发展、社会的和谐、民生的进步。 因此本文将以MS银行济宁分行为研究对象，分析MS银行济宁分行在支持中小 企业融资贷款方面的政策和条款，并针对MS银行济宁分行在中小企业信贷业务中的 风险管控进行着重分析。本文首先针对银行业的信贷风险管理的定义以及管理的意义 和必要性进行了阐述，其次结合MS银行济宁分行的实际经营效果来分析中小企业贷 款融资的风险现状，并通过深入分析，找出了中小企业银行信贷中存在的一些问题， 针对这些问题进行了系统分析，提出了MS银行关于中小企业信贷业务中风险把控的 策略和建议，同时也对我国商业银行如何在中小企业贷款业务中提升风险把控能力具 有重要的意义。 本文经过理论分析和实践研究，得出了以下的结论：首先是关于MS银行济宁分 行信贷业务中的风险管控方面，存在着信贷结构不合理，内部控制力度不够、信贷流 程混乱、管理水平有限、信贷人员素质不高等问题，这些问题严重制约着MS银行济 宁分行的信贷业务发展，同时也为MS银行济宁分行的信贷业务带来了一定的潜在风 险。其次通过Credit- Risk模型的实证分析可以看出，在2016年内MS银行济宁分行 的风险把控得到了一定程度的提升，风险控制进一步加强，同时该行扩大了对于A 类和BBB类信贷业务的审批，使得这两类贷款的风险有所增加。据此本文提出了相 应的信贷风险防治措施，主要是通过完善风险管控体制、优化信贷业务流程、增强信 贷人员素质和优化资金管理模式等方面全面提升MS银行济宁分行的风险管控水平。 关 键 词：商业银行；信贷风险； Credit-Risk模型；中小企业。 ABSTRACT III ABSTRACT In recent years, with the continuous development of China's banking, the market economy in our country are also gradually regularized, data by the end of 2017, our country has a number of small and medium-sized enterprises (Smes) is about more than 7000, and is growing fast, small and medium-sized enterprises has become the main driver of rapid economic development in our country, as the public business peoples innovation is put forward, the country's small and medium-sized enterprises for the unprecedented fast development period and is easy to start, but small and medium enterprises development have stumbled, especially in the market competition, small and medium-sized enterprises (smes) no technical advantage, no financial advantage is difficult to based on growing, for small and medium-sized enterprise financing channel has been the weakest link in a market economy in our country, the lack of effective financing way, lending to small and medium-sized enterprises in financing can only rely on individual and private microfinance, this high interest high-risk financial products, often can have a negative impact to the development of small and medium-sized enterprise itself. So this article will with MS bank of Jining branch as the research object, research in MS jining branch bank in support of small and medium-sized enterprise financing loans policy and the provision, according to MS jining branch bank in risk control of small and medium-sized enterprise credit business emphatically analyzed. At first, this paper in view of the definition of banking credit risk management and the significance and necessity of management were expounded, secondly combining the actual operation effect of MS jining branch bank to analyze the risk of small and medium-sized enterprise loan financing present situation, and through in-depth analysis, finds out some problems existing in the small and medium-sized enterprises of bank credit, the author analyzed to solve these problems, put forward the our country bank also for the small and medium-sized enterprise credit business risk control strategy and the suggestion, for China's commercial Banks how to improve the risk control in small and medium-sized enterprise loan business ability has the vital significance. After a lot of theory and practice research, this paper draws the following conclusion: the first is about MS risk control of bank credit business of jining branch, there is a credit 西安电子科技大学硕士学位论文 IV structure is unreasonable, the inadequate strength of the internal control, credit process chaos, and limited, credit management personnel quality is not high, these problems seriously restrict the MS bank credit business development of jining branch, also for MS jining branch of the bank credit business has brought certain potential risks. Secondly through the Credit - an empirical analysis of the Risk model, you can see that in 2016 MS bank of jining branch means to control the Risk of A certain level of ascension, to further strengthen Risk control, at the same time the bank expanded for class A and class BBB examination and approval of the Credit business, make the two types of loan Risk increase. In addition this paper also puts forward the corresponding prevention and control measures of credit risk, mainly through perfecting the risk control system, optimizing the credit business process, strengthen the credit personnel quality and optimize the capital management mode and improved MS jining branch bank risk control level. Keywords: Commercial Banks; Credit risk; Credit Risk model; Small and medium-sized enterprises. 插图索引 V 插图索引 图1. 1 研究技术路线 .............. 8 图3. 1 MS银行济宁分行信贷业务办理流程 ..... 18 图3. 2 MS银行济宁分行中小企业贷款行业类型 ............................ 20 图3. 3 MS银行济宁分行中小企业贷款类型 ..... 20 表格索引 VII 表格索引 表1. 1 美国次贷危机的后果[5] ............................. 1 表2. 1 我国中小企业分类标准 .......................... 13 表3. 1 MS银行济宁分行中小企业信贷业务统计（2016） ........... 19 表3. 2 2012年-2016年MS银行济宁分行信贷情况（单位：万元） .......................... 21 表3. 3 2017年MS银行济宁分行中小企业信贷行业分布情况 ..... 21 表3. 4 2017年MS银行济宁分行中小企业不良贷款客户分布情况 ............................ 22 表3. 5 2017年MS银行济宁分行中小企业信贷成本率情况 ......... 23 表3. 6 MS银行济宁分行存贷比结构情况（单位：万元） ........... 24 表3. 7 MS银行济宁分行正常中小企业信贷占比（单位：万元） .............................. 24 表3. 8 MS银行济宁分行不良贷款率（单位：万元） ................... 25 表3. 9 MS银行济宁分行不良贷款情况（单位：万元） ............... 25 表3. 10 2016年末MS银行济宁分行利息收益情况（单元：万元） .......................... 26 表3. 11 MS银行济宁分行资本充足率情况（单位：千元）.......... 26 表3. 12 2017年末MS银行济宁分行资产结构情况（单元：万元） .......................... 27 表4. 1 商业银行信贷风险评估常用模型[45-48] .. 36 表4. 2 MS银行济宁分行信贷风险评估中违约率设定值 ............... 42 表4. 3 MS银行济宁分行信贷风险评估中违约损失率设定值 ....... 43 表4. 4 MS银行济宁分行信贷风险评估中风险敞口设定值 ........... 44 表4. 5 MS银行济宁分行信贷风险值 ................ 44 表4. 6 MS银行济宁分行不同类型信贷风险贡献率 ....................... 45 目录 XIII 目录 摘要 .... I ABSTRACT ................... III 插图索引 ......................... V 表格索引 ....................... VII 符号对照表 .................... IX 缩略语对照表 ................ XI 目录 ............................. XIII 第一章 绪论 .................... 1 1.1 研究背景 ............... 1 1.2 研究目的及意义 ... 2 1.2.1 研究目的 ........ 2 1.2.2 研究意义 ........ 3 1.3 国内外研究现状 ... 3 1.3.1 银行信贷风险成因研究 ............... 4 1.3.2 银行信贷风险识别研究 ............... 4 1.3.3 银行信贷风险类型研究 ............... 5 1.3.4 国内外相关研究评述 ................... 6 1.4 研究内容、技术路线及方法 .............. 7 1.4.1 研究内容 ........ 7 1.4.2 研究思路 ........ 7 1.4.3 研究方法 ........ 8 第二章 相关概