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1、論文摘要(由于特定的歷史與現(xiàn)實(shí)原因,我國(guó)國(guó)有商業(yè)銀行信貸資產(chǎn)的質(zhì)量\普遍不高,而現(xiàn)行多年的“一逾兩呆”信貸管理方法已不再適應(yīng)信貸管理發(fā)展的需求。新近人民銀行在商業(yè)銀行中推行的“貸款五級(jí)分類管理辦法”盡管在操作管理上具有明顯的優(yōu)越性,但仍對(duì)信貸風(fēng)險(xiǎn)的早期預(yù)警問題關(guān)注較少。而這一問題在某種程度上又影響了、信貸管理的效果。』本文在闡述我國(guó)商業(yè)銀行的現(xiàn)狀以及信貸風(fēng)險(xiǎn)的成因、趨勢(shì)、現(xiàn)行的管理方法后,運(yùn)用定量分析與定性分析相結(jié)合、理論分析與實(shí)證研究相結(jié)合的方法,創(chuàng)建了一個(gè)能夠綜合信貸企業(yè)r各方面的狀況且簡(jiǎn)單易行的風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系。(通過分層隨機(jī)抽取的信貸企業(yè)的信貸資料,代入
2、設(shè)定的評(píng)價(jià)指標(biāo)體系,計(jì)算出各自的風(fēng)險(xiǎn)參數(shù)指標(biāo)值,經(jīng)過對(duì)各參數(shù)值的觀察、比較后,尋找正常信貸企業(yè)自貸款發(fā)放至歸還時(shí)期內(nèi),風(fēng)險(xiǎn)參數(shù)指標(biāo)值反映出的規(guī)律,并對(duì)這一規(guī)律的運(yùn)行區(qū)間進(jìn)行大致的估計(jì),以求尋到虛擬存在的預(yù)警區(qū)間與預(yù)警趨勢(shì)線。最后再通過隨機(jī)抽取的幾筆信貸企業(yè)的信貸資料來檢驗(yàn)預(yù)警趨勢(shì)線的可行性,以達(dá)到對(duì)信貸風(fēng)險(xiǎn)實(shí)行早期預(yù)警的八目標(biāo),實(shí)現(xiàn)對(duì)El常信貸管理提供輔助分析工具的目的。>關(guān)鍵詞:商業(yè)銀行信貸風(fēng)險(xiǎn)預(yù)警研究AbstractQualityofcreditassetsofstate—ownedcommercebankisgenerallybadnessduetospe
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