我国村镇银行信用风险管理模式研究

华侨大学硕士学位论文我国村镇银行信用风险管理模式研究姓名：陈淑花申请学位级别：硕士专业：企业管理指导教师：陈金龙20090601II20061222III+++IVAbstractOnDec.22,2006,ChinaBankingRegulatoryCommission,CBRC,decidedtosetupruralbanksbyissuingthedocument,“OnDeregulatingtheMarketAccessofBankstoRuralAreatoSupporttheConstructionofSocialistNewCountryside”.Asakindoflocalmediumandsmallbanksjustservicingforruralarea,ruralbanksfacemanyriskfrommarket,customersanditsownorganizationalstructure.Theriskmanagementisveryimportantforruralbankstosurviveanddevelop.Thisthesisresearchesonthecreditriskmanagementofruralbankstorevealthecharacteristicsoftheircreditrisksandcountermeasuresandthecurrentproblemsandexploreacreditriskmanagementmodelsuitableforthecharacteristicsofruralbanks.Firstly,thisthesisanalyzesthesourcesofthecreditrisksofruralbanks.Accordingtothedataoftheinvestigation,itdiscoversthatthemaincustomersofruralbanksareruralresidentsandenterpriseslackofloancollaterals,whoseneedsforcapitalaresmallanddispersing.Basedonthelocalsources,therelatedindustriesarefacinghighnaturalrisks,marketvolatilityrisksandoperatingrisks.Secondly,takingthedevelopmentexperiencesofforeignmediumandsmallbanksascases,thethesisstudiesonthefeasibilitiesandoperationsofsomegovernmentbehaviors,suchasthemarketaccess,depositinsurance,taxpreference,thederegulationofinterestandsoon,inconnectionwiththecreditrisksandthecharacteristicsofthetargetmarketofruralbanks.Lastly,basedonthecomparisonofthemanagementbetweenruralbanksandnormalcommercialbanks,thisthesisexploresthenewcreditrisksmanagementmodelofruralbanksfromtheviewofthecollectionandemploymentofcreditinformationofruralenterprisesandresidents,thedecisionsystemofloanandtheriskcontroltechniques.Basedonthestudy,thethesisputsforwardsthatruralbanksshouldtakeakindofcreditinformationcollectionsystemwiththeaidofthethirdorforthpartytoavoidrisksfrommarket,environmentandtheirown,accordingtothedifferencesoftargetcustomers.TheycansetuploancollectororbusinessmancommunicationcollateralsVsystemssuchasresidentswarranty,“enterprise+resident”or“enterprise+association+resident”.Furthermore,customermanagementandmarketingmodelestablishedinruralareasisalsoaeffectivewaytomanagethecreditrisksofruralbanks.Ruralbanksshouldtrytoconnectwithsomepositiveconditionsofruralareastoformadistinctiveinformationcollectionmodel.Theyshouldsetupakindofloanmodelinconcertwithpositivefiscalpoliciesofgovernmenttoassistthedevelopmentofruralareas,innovatecreditevaluationsystem,constructstandardpricemechanismandmanagementmodelofcreditrisksandexplorethemodelofpropertymortgages.Keywords:RuralBanks;CreditRisks;ManagementModelI111.11.1.12004[1]2005[2]1994(1)2006[3]20042.199220768.140510.20200423381.73(1)122003[4]2003[5]70%45%2007[6]45.3%48.4%Bodie&Merton1995[7]2003[8]2007[9]200060%2003620042005131.1.220061222()200933197141.2(2001)[10]2005[11](2005)[12](2001)[13]2007[14]2005[15]2003[16]2006[17]2003[18]2005[19](1999)(2003)[20]2005[21]52008[22]200612002002[23]2007[24]2007[25]2007[26]2007[27]2007[28]Becker(1991)[29]Ghattak(1999)[30]BRIBergerMillerPeterson[31]Stein2002[32]2006[33]161.31.3.11200623471.3.2(1)(2)2822.12.1.1[34]1120%10%5%9[35]2.1.220%10%10%[36]1015000()300()1002007351212442834817113210194854731029142988771899212696760[37]90%3.39%51211264%16%6%99%13%19983.12006333022.22006720082006699611696062008817788177604363381621213632742.2.181.1%15.2%7.1%6.4%54.7%66.2%20.9%91.3%37.7%29%2-12-220037400820030%[38]20052004200455045035015%25%2004141/320059500GDP6.96%5.92%[39]2128.1%47.6%10.5%2-22-12-22.2.22006[40]2-323.39%52.41%24.2%71.8%55.10%7.20%29.00%34.80%2.90%5.80%54.7%8.1%47.6%10.5%1352.41%14.45%20.41%1.72%2.98%5.85%2.18%0.00%10.00%20.00%30.00%40.00%50.00%60.00%80.2%2-3200821434.8%84.2%7.2%19%37.7%59.4%33.3%33.3%3%66.7%68284666.7%30%2007562815[41]0.50.5-11-33-55-10102007551372841778423200725.26%60.66%14.08%2-11683542424107255335581130872152094303219169221152262355335515310150130118000100001000050000500002-17605462161000019216887.5%168.3%93.75%500016850003000051.79%100005000046135476.79%9225.99%30000500005000014819300005000012.84%50000107242187.5%19500002.2.311714.2%40.9%28%16.9%1998200250%55%[42]2200522218(2007)19781661509.64%199512375566054.27%2004481341912360.27%2-22001647.19089.9138145.33-44.0879.951482002776.63107126.1162173.94-40.1286.89160.932003857.53117141.7170167.96-40.12105.15195.842004990.63117178.5191169.81-45.65137.74242.2320051191.82152224198203.77-53.37184.51282.914463.71583760.2859860.81-223.45594.241029.91()35020%60%2-32-3%20%8829.7%20%40%6321.3%40%60%7625.7%60%4013.5%()419200628322252464.9%54.1%34.7%71.9%21.6%16.2%12.7%2-434.7%10.1%64.9%54.1%5.9%8.9%4.8%2-45220692.32006;212232224[43]80%37%43%10%10%2333.13.1.115019“”“”3-1324[44]3-1251961[45]3.1.2119472[46]3[47]419471923326194319731981[48]53.1.320901199031.23199233.445.547.1%[49]227341990353.1.41WTO3282345293.22007[50]2007[51]2001[52]2002[53]2003[54]2005[55]3.2.1.200733019981994-1997200411200620041120063%200250%1.89%1[56]123.2.2313.2.2.190199017200247176%199010002002270021511233.2.2.21929---19331200313322122192433319711.51996750193480---90700332002533443.2.2.31352