译文
商业银行信贷风险管理研究
在我国商业银行的业务中，资产通常包括贷款、证券投资、现金存款以及其他四种类型的资产，比如贸易，在这些资产中，信用贷款业务是一种业务，是我国商业银行的主要的业务种类，在商业银行的所有业务中，信用贷款占据了信用资产中很大一部分比例。在西方商业银行中，信用资产通常占据40%到50%，而在我们国家，商业银行的这一比例要更高一些，大约在50%到50%。信用风险是银行的主要的操作风险之一，也是银行管理过程中最主要的一个挑战，因此，银行对于信用风险的管理，通过设立特殊的机构去处理，采取多种手段来解决，但是，因为银行贷款业务中的大部分信用风险是多种多样的贷款业务，是最主要的资产，所以在信用管理方面，商业银行的贷款业务是相当宽松的，而且，其他的管理也是不平衡的，这是由于贷款企业无形资产的过度集中增加了银行的信用风险。因此，加强信用资产的风险管理对于商业银行的发展也是非常重要的。
首先，对当前商业银行的信贷风险环境进行分析。 （1）过时的信贷风险识别和度量技术
我们国家的商业银行的发展历程更短一些，数据样本相对较小，不能够有效提取信息和原因，潜在的数据库需要长期的积累才会更加完善，在短期内不能形成一个完全的客户信息系统。而且，我国商业银行大体上并没有对建立信用数据库产生足够的重视，再加上一系列管理的的方法口径不一致，以及数据库的不一致。在一些已经建立的信用数据库中，一些数据的真实性和完整性值得怀疑，这些问题直接影响商业银行的信贷风险的客观和公正的评价。与此同时，我国商业银行的信贷风险管理的方法和技术仍不完善，国外已经采用许多先进的信贷风险管理工具，尤其是信贷风险评估和信贷风险防范技术等等。
（2）信贷风险处理手段较少
信贷风险管理是指将信贷风险降低到最小的一个过程，信贷风险是客观存在的，这意味着银行是一定会承担一定的信用风险的。在我国，信贷风险控制和处理机制是相当弱的，方法手段很单一，仅仅抵押贷款有着第三方的保证，而且信贷资产的证券化和其他信贷风险的控制方法并没有被有效的使用，信贷资产的全面管理没有真正的落实。在中国，商业银行的信贷业务的操作也有着很大的惯性，信贷扩张机制容易形成，这就造成了很多金融腐败行为和权力寻租行为的发生，最直接的表现就是大量的贷款和金钱的腐败行为。与此同时，它也造成了债权股额被银行的体制所限制，贷款增量很难按照效率原则进行最优配置；贷款担保机制是不完美的，贷款的安全性得不到保证，即使是在强制执行的情况下，仍然有很多企业不能正常处理。最终导致了银行更多的不履约贷款的产生，使得商业银行的贷款风险最大化。
（3）内部管理机制不健全
大多数商业银行对于内部工作规定的实施是比较松散的，需要加强信贷风险体系的管理，内部监管体系也是不健全的，商业银行需要重新定义每个部门的责任。信贷管理体系中存在漏洞，忽视了管理者的管理，主管法律的人是不充分的，一些贷款失去了法律保护。信贷的每个环节都需要加强水平制衡和垂直限制，一些基层水平的主管有着太多的权力，管理目标评估方法不科学，监管和限制机制没有真正发挥作用，再加上主管对企业业务规划准备的不充分，导致了一些基层主管人员任意发放贷款、投资和担保。销售信贷的过程也同样需要完善和加强，中国的商业银行需要走向世界，变为世界性的银行，因此特别要积极地适应现代银行业的迅速发展。
第二，形成我国商业银行在信贷风险管理过程中的对策 （1）提高信贷风险预警和预防技术的效率
要提高商业银行的风险管理水平，引进国际上先进的风险管理技术和方法。使用计量经济学模型能够显著地提高商业银行信贷决策的效率，该模型可通过以下步骤来实施：
首先，在一段期间内测量企业贷款的预期违约概率。 其次，计算银行贷款的损失率标准差。
第三，在预期违约概率和一定期间内贷款数量的基础上，计算个人贷款业务的流失率和标准差，从而计算出个人银行贷款的预期损失和意外损失。
（2）完善审批分离制度
首先，建立特别的组织，对贷款信用审核委员会负责，而贷款信用审批委员会负责信用风险评估。
其次，减少审批委员会的人数，加强信贷决策支持系统。 第三，设立审批人员，并提供信息由第三方调查机构评估借款人，对贷款材料进行验证，确认提交。 （3）加强商业银行的内部管理机制
首先，在操作风险控制方面，商业银行首先应该建立操作风险分类和评分标准，统一银行的评价和测量标准。梳理控制风险，开展银行卡，电子银行渠道，在一些领域如风险评估领域采用信息科学技术，使用风险识别技术，采用操作风险控制的自我评估技术、数据分析方法和工具，如定性定量判断风险和风险损失，并建立整改验收机制。
第二，注意引入信贷风险信息管理系统，信贷管理信息系统对于银行的信贷决策和信贷风险管理有着举足轻重的作用。而且，对于风险测量和监管来说，信息系统要依靠电脑，能够有效提高管理的效率。
结论
因为银行的坏账和坏账的持续增加，银行的信贷风险管理已经变成了一个很重要的问题，我国商业银行的信贷风险预防和控制是最紧要的问题，必须引起足够的重视，并且采取有效的措施及早预防。尽管在目前，大多数银行都把谨慎、分离、分立的行业编制体系作为信贷政策审批的基础，但贷款项目个性化突出，差异很大。项目预算，还款来源不确定等高风险的因素的存在。因此，中国的商业银行需要加强信贷风险的研究，完善相关管理机制。
英文原文
Commercial bank credit risk management research
U wei-quan Zhao Aets of the busine of commercial banks in our country, generally including loans, securities investment, cash deposit and four types of aets, such as trade, among them, the credit loans busine is busine, is the main busine types of commercial banks in china, in all the busine of commercial bank, a large proportion of credit aets.In western commercial banks, credit aets generally around 40% to 50%, the proportion of commercial banks in our country , this ratio is higher, at 50% to 50%.Credit risk is to point to a bank in one of the main risk of operation, is also the main challenges facing the bank management in the proce of, therefore, the management of credit risk on bank, through set up specialized agencies to deal with, taking various measures to deal with, but because most of the credit risk of bank’s loan busine, is a variety of bank loan busine, the main aets, so in terms of credit risk management, the loan busine of commercial bank is relatively loose, and other management is not balanced, this is due to the exceive concentration of loan busine enterprise intangible aets to increase the bank’s credit risk.Therefore, to strengthen the risk management of credit busine is also very important for the development of commercial banks.
First, the current situation of commercial bank credit risk analysis
(1)The credit risk identification and measurement of outdated technology Our country commercial bank development time is shorter, the relatively small data samples, and cannot effectively extract the information of reason, the underlying database need long-term accumulation will be more perfect, in a short period of time can’t form a complete system of customer data.And our country’s commercial banks generally do not attach importance to establish credit database, coupled with the commercial bank also has a variety of management of the medium caliber inconsistent, inconsistent data, and in some credit database has been established, data doubt the authenticity and integrity of the system, these problems directly cause the bank credit risk objectively and fair evaluation.At the same time, our country commercial bank credit risk management is still very poor means and technology, many foreign advanced credit risk management tools have been used, especially the credit risk evaluation and the credit risk prevention technology, etc.
(2) The lack of credit risk treatment means Credit risk management is the need to will be down to the lower management proce of credit risk, credit risk is objective existence, which means that the bank will take a certain amount of credit risk.In our country, credit risk control and proceing mechanism is relatively weak, means and methods are very single, only mortgage loan guarantees with a third party, and the securitization of credit aets and other control methods of credit risk is not effective use, the overall management of credit aets are truly carried out.Because in the operation of the credit busine of commercial banks in china has a system of inertia, and credit expansion mechanism is relatively easy to form, this creates a lot of financial corruption and rent-seeking behavior occurs, the most direct performance is maive loans, lending and money corruption violations; at the same time it also caused the loan stock is restricted by the structure of the bank, loan increment is difficult to optimize configuration in accordance with the principle of efficient, the safety of the loans not guaranteed, even in the existence of enforcement of a large number of enterprise cannot cope with, and finally caused the formation of more banks non-performing loans, the maximum loan risk of commercial banks.
(3) Of the internal management is not sound Most of the commercial banks to lax enforcement of the regulations for the internal work, need to improve the credit risk system, internal supervision mechanism is not sound, commercial banks need to redefine the responsibilities of each department, loopholes in the credit management system, ignore the management of the managers, the person in charge of legal knowledge is insufficient, some loans loan lo of legal protection.Credit on each link of the need to strengthen horizontal checks and balances, vertical restrictions, some president too much power at the gra-roots level, the governor of the management goal aement method is not scientific, supervision and restraint mechanism is not really play a role, add to the governor on busine planning is not enough, cause some gra-roots governors indiscriminate batch of loan, investment, guarantee.Selling credit proce also need to improve, especially to actively adapt to the rapid development of modern banking, for commercial banks in china to the world, become a bank in the world.
Second, consummates our country the development of commercial banks in credit risk management countermeasures
(1) Improve the efficiency of credit risk warning and prevention technology To strengthen the commercial bank risk management level, the introduction of the international advanced risk management techniques and methods, using the econometric model can greatly improve the efficiency of the bank’s credit decisions.The model can be through the following steps to set up: First of all, within a certain period of time measurement of the expected default probability of loan enterprise; Secondly, calculate the bank loans, the lo ratio of standard deviation, Third, attrition rate and standard deviation of personal loan busine on the basis of the expected default probability and loans within a certain time, counting from the individual bank loans expected lo and unexpected lo.(2) Perfect the system of separation of approving First of all, set up special organizations, responsible for the performance loan credit audit committee is responsible for credit risk aement.Second, reduce the number of the members of the committee for examination and approval, to strengthen the credit decision support system.Three , designed for examination and approval by staff, and provide information by a third party survey to evaluate borrowers, lending material for validation, and verify the submitted.(3) Improve the internal management system of commercial banks First of all, in terms of operational risk control, commercial banks should first develop operational risk claification and grading standard, unified risk aement and measurement standard of the bank.Carding control risks, to carry out the bank card, electronic banking channels, information science and technology in areas such as risk aement, using risk identification, operation risk and control self-aement, lo of data analysis methods and tools such as qualitative quantitative judgment risks and risk level, and establish the mechanism of rectification acceptance.
Second, pay attention to the introduction of information management system of credit risk.Credit management information system (CMSI) to bank credit decision-making and bank credit risk management has the vital significance, and information systems rely on computer for risk measurement and supervision, can greatly improve the efficiency of management.Conclusion Because the bank bad debt and bad debt continues to increase, the bank’s credit management has become a very important problem, our country commercial bank credit risk prevention and control is the most preing problem, must cause enough attention and take effective measures to prevent early.Although at present, most banks have done careful, separation, divisions compiling system of industry as the basis for examination and approval of the credit policy.But loan project personalized prominent, difference is very big, project budget, source of repayment uncertainty of higher risk factors.Therefore, china’s commercial banks is neceary to strengthen the research of the credit risk, perfecting its corresponding management mechanism.
