中国国有商业银行贷款信用风险研究.pdf

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1、华中科技大学博士学位论文中国国有商业银行贷款信用风险研究姓名：杨志明申请学位级别：博士专业：西方经济学指导教师：徐长生20051104 AbstractCreditbusinessistheuppermostoneofthestate-ownedcommercialbanks(SCB)inChina.ThereforecreditriskbecomestheleadingriskofSCB.InordertoreplytochallengeofforeigncommercialbanksactivelyafterChinajoinedW

2、TOandstrengthenanti-riskabilityandcompetitivepower,SCBneedtoperfectcreditriskmanagementurgently.AccordingtothesituationoftheriskmanagementofChina’sSCB，thisdissertationselectscreditriskwhichinfluenceseconomygreatlyasthesubjectofstudy.Basedontheanalysisofthecausesofcreditr

3、iskofSCBsynthetically,thisdissertationsuggestsseveralcountermeasures.Thesecountermeasuresare:strengtheningtheriskmanagementandinternalcontrolaccordingtotherequestsoftheBaselAgreement,settingupwithperfectcreditriskearly-warningsystemetc.Creditriskmeanstheuncertaintythatth

4、ebanklosesmoney,whichiscausedbytheloaneethatcan'torwouldnotliketorepaytheprincipalandinterestofloan.Themostprimaryanddirectfactorsdeterminingcreditriskareabilityandwillofloaneetorepaytheloan，Factorsaffectingabilityandwillofloaneetorepaytheloanincludemorality,marketandman

5、agement.Loanisanillusivecapital.Illusivecapitalraisingcontinuouslywiththeexpansionwillresultincreditrisk.Cyclicalfluctuationsofeconomycausescrisisandresultsincreditrisk.Creditriskwillprobablyleadtofinancialcrisis.Thispaperdissertates“financialfragility”applyingfinanciali

6、nstabilityhypothesis,theoryofasymmetricalinformationandtheoryofmarginsofsafety.Theinteriorimpulseofthefinancialinstitutionsforover-borrowing,andtheinborndefectsoftheoperationalmechanismofthefinancialinstitutions,aremajorelementsfortheinteriorfragilitywithinthefinancialsy

7、stem,whichistheimportantinternalfactorresultingincreditrisk.Financialmoralhazardcomesfromhumanselfishappetenceandrestrictedsense,asymmetricalandincompleteinformation,etc.Financialmoralhazardincreasescostofpreventingrisk，causescreditrisk,andaffectsstabilityoffinancialsyst

8、em.Ourcountryisnowinthecourseoftransitionfromplannedeconomytomarket-orientedeconomy.Thecausesofcreditri