Ⅰ 摘要 随着2008年金融危机爆发国内外经济形势发生翻天覆地变化，金融改革不 断推进，金融全球化影响不断加深，传统银行盈利途径受到冲击。信贷业务仍 是银行盈利的主来源，但信贷风险一直是银行面临的最主要的风险。这对我国 商业银行信贷风险管理提出了严峻的考验，信贷风险管理水平的提高和信贷风 险防范迫在眉睫。 本文回顾、梳理了国内外商业银行信贷风险管理的文献和理论成果，总结 了商业银行信贷风险管理相关理论及研究动态，从理论上论述了商业银行信贷 风险管理的重要性，结合连云港市N国有商业银行实际情况进行分析研究，从 信贷业务的发展简介、信贷风险管理发展状况方面介绍连云港市N国有商业银 行信贷业务的整体状况，提出连云港市N国有商业银行信贷风险管理中目前存 在的问题，并提出具有针对性的解决策略，为完善商业银行信贷风险管理体系 的做好铺垫，并从中得出经验和教训，为后续研究的开展打下基础。 本文主要根据国内外商业银行信贷风险管理研究现状，结合实例，针对目 前连云港市N国有商业银行目前信贷风险管理中存在的问题提出解决策略，为 连云港市N国有商业银行信贷风险所面临的问题提供合理的政策建议，以期降 低信贷风险的发生概率，减少连云港市N国有商业银行经济损失。 关键词：连云港市N国有商业银行;信贷风险;风险管理 Abstract Ⅱ Abstract With the outbreak of the financial crisis in 2008, the domestic and international economic situation has undergone tremendous changes. With the continuous progress of financial reform and the deepening impact of financial globalization, traditional banks' access to profits has been hit. Credit loan business is still the main source of bank profits, meanwhile credit loan has been the principle risk of banks. This puts forward a severe test to the credit risk management of China's commercial banks. It is urgent to improve the level of credit risk management and prevent credit risk. This paper has reviewed and organized the literature and theoretical achievements from both domestic and foreign commercial bank credit risk management, summarized the commercial bank credit risk management theories and related research, and theoretically discussed the importance of commercial bank credit risk management. In combination with the practical situation of N state-owned commercial banks in the city of Lianyungang, this paper has introduced overall situation of the state-owned commercial banks credit business, including the profile of the development of credit business and credit risk management. Existing problems in Lianyungang state-owned commercial banks credit risk management will be raised and the targeted solving strategies will be proposed, which lays a foundation for the improvement of credit risk management system of commercial banks and draws experience and lessons from it. In this paper, both domestic and foreign commercial bank credit risk management has been studied and been used to combine with practical situation of N state-owned commercial banks in the city of Lianyungang. Existing problems and targeted solving strategies have been provided, which might be helpful to reduce the probability of occurrence of credit risk and minimize economic losses of N state-owned commercial banks in Lianyungang. Keywords: Lianyungang N state-owned commercial bank; Credit risk; Risk management 目录 Ⅴ 目录 摘要....................................................................................................................................... Ⅰ Abstract ............................................................................................................................... Ⅱ 第一章 绪论 ....................................................................................................................... 1 第一节 研究背景与研究意义 ..................................................................................... 1 一、 研究背景 ............................................................................................................ 1 二、 研究目的、意义 ................................................................................................. 2 三、 研究思路 ............................................................................................................ 3 四、 研究方法 ............................................................................................................ 4 五、 研究创新之处 ..................................................................................................... 5 第二章 国内外研究现状 ............................................................................................. 6 第一节 国外研究现状 .................................................................................................. 6 一、 商业银行信贷风险方面 ...................................................................................... 6 二、 商业银行信贷业务风险管理方面 ........................................................................ 7 第二节 国内研究现状 .................................................................................................. 7 一、 商业银行信贷业务研究 ...................................................................................... 8 二、 商业银行信贷业务风险研究 ............................................................................... 8 三、 商业银行信贷业务风险管理研究 ........................................................................ 9 四、 评述 ..................................................................................................................11 第三章 商业银行信贷风险管理相关论述 .........................................................14 第一节 商业银行风险的概念和分类 .......................................................................14 一、 商业银行风险的概念 .........................................................................................14 二、 商业银行风险分类 ............................................................................................15 目录 Ⅴ 第二节 商业银行信贷风险相关概述 .......................................................................18 第三节 商业银行信贷风险管理相关概述 ..............................................................19 一、 信贷风险管理的含义 .........................................................................................19 二、 信贷风险管理的流程 .........................................................................................20 第四章 连云港市N国有商业银行信贷风险管理概况及其问题分析 .22 第一节 连云港市N国有商业银行信贷风险管理概况 ........................................22 第二节 连云港市N国有商业银行信贷风险管理存在的问题 ...........................24 一、 信贷文化缺失 ....................................................................................................24 二、 信贷风险管理的组织架构不合理 .......................................................................25 三、 信贷业务结构不合理 .........................................................................................26 四、 贷款流程存在问题 ............................................................................................28 五、 信贷人员综合素质不高 .....................................................................................30 第五章 连云港市N国有商业银行信贷风险管理存在问题的原因分析32 第一节 重业绩忽略信贷文化建设 ...........................................................................32 第二节 信贷风险管理不重视 ....................................................................................33 第三节 信贷业务缺少统一规划 ...............................................................................34 第四节 人才招聘体系不健全 ....................................................................................35 第六章 连云港市N国有商业银行信贷风险度量的实证研究—基于 Logistic模型 ..................................................................................................................36 第一节 Logistic模型的原理 ...................................................................................36 第二节 研究对象与样本的选取 ...............................................................................37 第三节 Logistic模型自变量的选择和解释...................................