商业银行信贷集中对信贷风险的影响研究

论文总字数：22197字

目 录

第1章 绪论.......................................................3

1.1研究背景及意义 ..........................................................3

1.2国内外研究现状 ..........................................................3

1.2.1国外研究现状.........................................................3

1.2.2国内研究现状.........................................................4

1.3研究内容及框架...........................................................5

1.3.1研究内容.............................................................5

1.3.2研究方法.............................................................5

第2章 信贷集中信贷风险基本知识................................5

2.1信贷集中基本知识.........................................................5

2.1.1信贷集中含义.........................................................5

2.1.2信贷集中的种类.......................................................5

2.1.3信贷集中的原因.......................................................7

2.1.4信贷集中的危害.......................................................8

2.2信贷风险基本知识 ........................................................9

2.2.1信贷风险含义.........................................................9

2.2.2信贷风险的种类.......................................................9

第3章 信贷集中与信贷分险的实证模型分析......................10

3.1构建数据指标.............................................................10

3.2构建实证模型.............................................................11

3.3 实证分析....................................... .........................11

3.3.1国有商业银行实证分析.................................................11

3.3.1.1相关性分析.......................................................11

3.3.1.2走势对比分析.....................................................12

3.3.1.3 White检验........................................................13

3.3.1.4回归分析..................................... ...................13

3.3.2股份制商业银行实证分析........................ ......................13

3.3.2.1相关性分析................................ ......................14

3.3.2.2走势对比分析.............................. ......................14

3.3.2.3 White检验................................ ......................15

3.3.2.4回归分析..................................... ...................16

3.3.3 城市商业银行实证分析................................................16

3.3.3.1相关性分析................................ ......................16

3.3.3.2走势对比分析....................................................17

3.3.3.3 White检验......................................................18

3.3.3.4回归分析........................................................18

3.4 结论................................................ ...................19

3.5对策与建议......................................... .............19

第4章 总结与不足......................................................20

4.1总结..................................... ...............................20

4.2不足`..................................... ..............................20

参考文献.........................................................20

致谢..................................... ..................................22

商业银行信贷集中对信贷风险的影响研究

陆静

, China

Abstract：Due to the economy and commercial banks developing and its for-profit nature, the credit of commercial banks is increasing yearly. Commercial bank loans are too concentrated in one industry, one region or one period of time, which caused the higher credit concentration of commercial banks. However, this centralized allocation of credit efficiency become lower and lower and the credit risk is more and more serious. In this paper, author analyzed a group of banks’ data in CCD index, ICD index and NPL index. By studying on their relationship, correlation analysis, trend analysis and White test, the establishment of multiple regression model, getting a result that the commercial bank credit concentration will influence the credit risk. At last, this paper put forward some opinions and suggestions to deal with this risk in order to improve the management level of China's commercial banks in credit risk management and improve the internal control system, management system and operating mechanism to a certain degree of help and guidance.

Key words: Commercial bank, Customer concentration, Industry concentration, Credit risk

第1章 绪论

1.1研究背景及意义

随着金融业的不断发展、金融改革的深化、市场化进程的不断推进，商业银行为了追求更高的利润效益，出现了将信贷资源集中的投放到单一的对象、行业与地区。从短期看，这种将信贷资源集中的投入能给银行带来较大的利润，但是从长远看，则会引起相应的信贷分险，这个风险的严重程度也是不容小觑的。而信贷集中风险便是我国商业银行要面对的风险之一，信贷集中风险包括了很多，例如操作风险，担保风险等等，具有的特点也是很鲜明的，像累积性，毁灭性，同时还有瞬时性，系统性的特征。常言道“不要把鸡蛋放在同一个篮子里”，而信贷集中就是将信贷资源集中投放到某一行业某一客户的现象，从而导致银行单一信贷比例的增大，其中带来的风险也是值得深入分析研究的。通过本文的研究、将总结商业银行信贷集中带来的信贷风险，这个研究是非常有利于商业用银行的，不管是在管理上还是在控制风险上，使商业银行能及时的控制信贷集中风险，从而取得更大的发展。

1.2国内外研究现状

剩余内容已隐藏，请支付后下载全文，论文总字数：22197字

相关图片展示：