文档介绍：山西财经大学
硕士学位论文
我国商业银行中间业务信用风险管理研究
姓名:范阳
申请学位级别:硕士
专业:金融学
指导教师:杨有振
2011-06-14
我国商业银行中间业务信用风险管理研究

摘要
随着我国金融业的全面开放和金融体制改革的逐步深入,我国商业银行面临着竞争越来
越激烈。我国商业银行一直以来只注重发展资产业务、负债业务等传统核业务。面对这种情
况,发展中间业务成为我国商业银行业务结构调整、提高竞争力必然要求,也为我国商业银
行利润增长创造了新途径。然而,中间业务并不是毫无风险的,它在带来丰厚利润的同时也
带来了一定的风险。尤其是随着金融创新的不断发展,衍生金融工具交易越来越频繁,其中
就包括信用风险。这使得对于商业银行中间业务的信用风险管理研究变得十分迫切。基于这
种现状,本文从商业银行中间业务及信用风险的相关理论入手,结合我国中间业务发展和信
用风险管理的现实情况,通过详细的数据,图表结合的方式,对我国商业银行中间业务如何
进行信用风险控制进行研究。并以举例的方式进行了实证分析,将风险量化工具具体运用到
中间业务的风险管理中。建议主要从风险管理体制和管理技术两方面对中间业务的信用风险
防范加以完善。

【关键词】中间业务信用风险金融监管风险管理
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我国商业银行中间业务信用风险管理研究

ABSTRACT
With China's financial industry's all-round opening-up and financial reform deepens, our
country's financial petition is ing increasingly fierce. Our mercial
bank has long only paying attention to the development of assets and liabilities such traditional
business business core business ideas were hit hard. In the background of economic globalization,
the development of the intermediate services e our mercial bank business
structure adjustment, participate in petition, also the inevitable requirement for our
mercial bank profit growth has created a new path. However, the intermediate services
was not without risk, it brings lucrative but also to mercial bank of safety management
brings hidden trouble. Especially along with the continuous development of financial innovation,
intermediary business already became involved in financial derivatives trading risk degree higher
intermediary business, these intermediary business hidden risks greatly, here include credit risk,
once these risks es out, will give a bank brings great loss. This makes for the
intermediary business credit risk management's research gets pelling. Based on the
present situation, this article from mercial bank middle service and credit risks related
theory, analyzes intermediary business development and the credit risk management of the reality of
the s