改革开发以来，中国经济呈现腾飞式发展，人民消费水平不断提升，作为 银行经营的三大核心：零售业务、对公业务、金融市场，曾经作为银行主要收 入来源的公司业务，由于受到金融脱媒、利差收窄和不良率攀升等不利因素的 影响，零售业务逐渐成为银行收入的重要引擎，国内领先银行已意识到转型的 迫切性，逐步提高零售业务的占比。 作为国有银行之一的中国农业银行股份有限公司（以下简称农业银行）甘 肃省分行也抢抓市场机遇，在零售改革的道路上探索，自 2013 年以来个人信贷 业务以前所未有的速度发展，与此同时个人信贷不良率的不断上升让农业银行 甘肃省分行对个贷业务如何发展陷入了沉思。因此，如何在业务扩张中控风险， 更重要的是如何在新的业务领域中拓业务，寻找新的利润增长点将是该行在将 来亟待解决的问题。 本文基于上述研究背景，对个人信贷管理的相关概念及理论进行回顾，借 鉴国内外学者及先进银行在个人信贷风险管理中的成功举措，以农业银行甘肃 省分行为研究对象，对其个人信贷业务管理中存在的问题及原因进行分析；最 后运用相关理论与模型，通过风险量化、风险分散、风险控制等思路确定个人 信贷风险管理改进方案的具体内容，改进方案不仅对农业银行甘肃省分行有重 要的实践意义，也对同业金融机构具有一定的借鉴意义。 关键词：农业银行，个人信贷，风险管理MBA 学位论文作者：吴亚昊 农业银行甘肃省分行个人信贷风险管理改进方案研究 IV Study on the improvement scheme of personal loan risk management of Agricultural Bank of China Gansu Branch Abstract Since the reform and development, China's economy has taken off, and the level of people's consumption has been rising. As the three cores of bank operation: retail business, corporate business and financial market, the corporate business that used to be the main source of bank revenue, retail business has gradually become the revenue generating business of banks due to adverse factors such as financial disintermediation, narrowing of interest margin and rising of non-performing rate As an important engine, leading domestic banks have realized the urgency of transformation and gradually increased the proportion of retail business. As one of the state-owned banks, the Agricultural Bank of China Limited (hereinafter referred to as the Agricultural Bank of China) Gansu Branch also seizes the market opportunity and explores on the road of retail reform. Since 2013, the personal credit business has developed at an unprecedented speed. At the same time, the rising of the personal credit non-performing rate makes the Agricultural Bank of China Gansu branch fall into how to develop the personal loan business Meditate. Therefore, how to control risks in business expansion, more importantly how to expand business in new business areas and find new profit growth points will be an urgent problem to be solved in the future. Based on the above research background, this paper reviews the related concepts and theories of personal loan management, draws lessons from the successful measures of domestic and foreign scholars and advanced banks in personal loan risk management, and analyzes the problems and causes in the personal loan business management of Agricultural Bank of China Gansu Province Based on the behavioral research objects; finally, by using the relevant theories and models, through the risk volume The specific content of the improvement plan of personal loan risk management is determined by the ideas of diversification, risk dispersion and risk control. The improvement plan not only has important practical significance to Gansu Branch of Agricultural Bank of China, but also has certain reference significance to interbank financial institutions Key words:The Agricultural Bank of China, personal loan，risk managementMBA 学位论文作者：吴亚昊 农业银行甘肃省分行个人信贷风险管理改进方案研究 V 目 录 中文摘要...............................................III Abstract ....................................................................................................IV 第一章 绪论 ..............................................1 1.1 研究背景及研究意义 ......................................... 1 1.1.1 研究背景 ................................................1 1.1.2 研究意义 ................................................5 1.2 研究内容与研究方法 ......................................... 8 1.2.1 研究内容 ................................................8 1.2.2 研究方法 ................................................9 1.3 研究思路与论文结构 ........................................ 10 1.3.1 研究思路 ...............................................10 1.3.2 论文结构 ...............................................12 第二章 个人信贷风险管理相关理论概述 .....................13 2.1 个人信贷风险管理业务概述及相关理论 ........................ 13 2.1.1 个人信贷风险管理概述 ...................................13 2.1.2 个人信贷风险管理相关理论 ...............................15 2.2 个人信贷风险管理国内外发展现状 ............................ 17 2.2.1 国内发展现状 ...........................................17 2.2.2 国外发展现状 ...........................................18 2.3 个人信贷风险国内外研究情况 ................................ 21 2.3.1 国外研究情况 ...........................................21 2.3.2 国内研究情况 ...........................................22 2.3.3 文献评述 ...............................................23 第三章 农业银行甘肃省分行个人信贷风险管理现状 ...........24MBA 学位论文作者：吴亚昊 农业银行甘肃省分行个人信贷风险管理改进方案研究 VI 3.1 农业银行甘肃省分行概况 .................................... 24 3.1.1 基本情况 ...............................................24 3.1.2 业务情况 ...............................................24 3.1.3 财务情况 ...............................................28 3.1.4 员工情况 ...............................................28 3.2 农业银行甘肃省分行个人信贷风险管理现状 .................... 29 3.2.1 个贷风险管理架构 .......................................29 3.2.2 个贷风险管理状况 .......................................30 3.2.3 个贷风险管控措施 .......................................32 3.3 农业银行甘肃省分行个人信贷风险管理存在的问题 .............. 33 3.3.1 个贷结构不合理集中度风险高 .............................33 3.3.2 同业市场竞争力弱 .......................................37 3.3.3 农户贷款评级不合理 .....................................39 3.3.4 风险管理工具不先进 .....................................39 3.3.5 风险机制不健全 .........................................40 3.4 农业银行甘肃省分行个人信贷风险管理存在问题的原因分析 ...... 41 3.4.1 缺乏导向性管理战略且管理手段单一 .......................41 3.4.2 系统不完善且风险指标不量化 .............................42 3.4.3 缺乏业务创新意识与举措 .................................42 3.4.4 产品制度不完善且奖惩追责不科学 .........................43 3.4.5 人员结构不合理 .........................................43 第四章 农业银行甘肃省分行信贷风险管理改进方案 ...........44 4.1 农业银行甘肃省分行信贷风险管理的目标 ...................... 44 4.1.1 建立严密的风险防控体系 .................................44 4.1.2 严守风险底线压不良 .....................................44 4.1.3 业务创新调整个贷结构 ...................................44 4.1.4 科学量化考核指标与权重 .................................45 4.2 农业银行甘肃省分行信贷风险管理的原则 ...................... 45 4.2.1 全流程管理原则 .........................................45 4.2.2 分类管理原则 ...........................................45 4.2.3 优化结构原则 ...........................................46MBA 学位论文作者：吴亚昊 农业银行甘肃省分行个人信贷风险管理改进方案研究 VII 4.2.4 风险控制原则 ...........................................46 4.3 农业银行甘肃省分行信贷风险管理改进方案内容 ................ 46 4.3.1 改进经济资本管理调整产品结构 ...........................46 4.3.2 区分定价管理提升市场竞争力 .............................50 4.3.3 改进农户评分卡的评价体系 ...............................52 4.3.4 业务创新分散集中度风险 .................................59 4.3.5 完善系统优化风险监测 ...................................60 4.3.6 构建科学有效的长效治理机制 .............................61 第五章 改进方案的评价与实施保障 .........................63 5.1 优化前后风险管理