基于CSFB信用風(fēng)險(xiǎn)附加模型的商業(yè)銀行信貸風(fēng)險(xiǎn)控制研究.pdf

1、中國(guó)海洋大學(xué)碩士學(xué)位論文基于CSFB信用風(fēng)險(xiǎn)附加模型的商業(yè)銀行信貸風(fēng)險(xiǎn)控制研究姓名：宋文君申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：@指導(dǎo)教師：張勤生2011基于 CSFB 信用風(fēng)險(xiǎn)附加模型的商業(yè)銀行信貸風(fēng)險(xiǎn)控制研究 IIIResearch on Commercial Bank Credit Risk Control Based on CSFB Credit Risk Plus ModelAbstract The growing trend of eco

2、nomic globalization, the growing integration of international financial markets, financial innovation continue to emerge, financial institutions, the trend of mixing business, credit risk management of commercial banking

3、 for both a major challenge facing the future. These developments and changes have made banks risk measurement and management of many new areas of quantitative methods and econometric models. In this thesis, additional

4、models based on CSFB's credit risk based on the measurement and analysis of Qilu bank credit risk, summed up the risks of Qilu banks are too concentrated, high concentration of loans, deposit and loan structure, and

5、several other areas than low risk. Qilu the choice of bank credit market there are some risks, credit control management thinking there is a deviation, the credit process flawed business processes, credit risk management

6、 lags behind risk management and the lack of high-quality personnel is the cause of the problem. To achieve an effective credit risk of banks control, the thesis added in the CSFB credit risk model based on the design a

7、nd development of the overall data warehouse system, and the core of the design process of local processes. Through this system of commercial bank lending measure the actual data, the distribution of credit losses obtain

8、ed results. This thesis analyzes how to use the data warehouse system to measure the credit risk of commercial banks and commercial banks in the credit management process, the introduction of data warehouse technology to

9、 measure credit risk, credit risk of commercial banks to optimize the management process was further thought. Finally, in view of commercial bank credit risk management problems, given the following recommendations: to e