目錄
1.緒論·····················································································································……1
1.1研究的背景及意義······················，·······························································……1
1.2相關(guān)研究文獻(xiàn)綜述······················································································……6
1.3本文的研究思路和主要內(nèi)容······································································……9
2.基本概念和理論準(zhǔn)備········································，···，·······，·····，··········，，，·········一”.”11
2.1信用風(fēng)險的定義及成因············································································……11
.22信用風(fēng)險特征····························································································……16
2.3信用風(fēng)險預(yù)警理論····················································································……17
3.商業(yè)銀行信用風(fēng)險預(yù)警技術(shù)系統(tǒng)構(gòu)建···························································……22
3.1商業(yè)銀行信用風(fēng)險預(yù)警系統(tǒng)的功能分析················································……22
3.2設(shè)計(jì)思路及構(gòu)建原則················································································……23
3.3指標(biāo)體系設(shè)計(jì)····························································································……23
3.4模糊BP神經(jīng)網(wǎng)絡(luò)預(yù)警模型·····································································……27
4.實(shí)證分析·····················，······················，······························································……29
4.1基于主成分分析法的信用風(fēng)險識別························································……29
.42模糊BP神經(jīng)網(wǎng)絡(luò)模型的信用風(fēng)險測定·················································……犯
4.3結(jié)論············································································································……37
5.完善商業(yè)銀行信用風(fēng)險預(yù)警系統(tǒng)的構(gòu)想·······················································……39
5.1完善信用風(fēng)險預(yù)警的組織管理體系························································……39
建設(shè)信貸風(fēng)險監(jiān)測網(wǎng)絡(luò)系統(tǒng)····································································……41
培養(yǎng)從事風(fēng)險預(yù)警工作的高素質(zhì)人才隊(duì)伍············································一42
摘要
信用風(fēng)險又稱信譽(yù)風(fēng)險或保證風(fēng)險，是指借款人、債券發(fā)行人或金融交易一
方由于各種原因不能履約致使金融機(jī)構(gòu)、投資人或交易對方遭受損失的可能性。
狹義的信用風(fēng)險，是指借款人到期不能或不愿履行還本付息協(xié)議，而使銀行金融
機(jī)構(gòu)遭受損失的可能性，實(shí)際上指得是一種違約風(fēng)險。
隨著金融的全球化趨勢及金融市場的波動性加劇，各國銀行受到了前所未有
的信用風(fēng)險的挑戰(zhàn)。世界銀行對全球銀行業(yè)危機(jī)的研究表明，導(dǎo)致銀行破產(chǎn)的主
要原因就是信用風(fēng)險。在我國加入世界貿(mào)易組織后，銀行業(yè)競爭的加劇、巴塞爾
新資本協(xié)議對風(fēng)險管理要求的提高以及政府監(jiān)管力度的加強(qiáng)，對國內(nèi)商業(yè)銀行的
信用風(fēng)險預(yù)警管理提出了更高的要求。
建立商業(yè)銀行信用風(fēng)險預(yù)警系統(tǒng)是防范銀行信用風(fēng)險，避免發(fā)生銀行信用危
機(jī)爆發(fā)的重要環(huán)節(jié)。研究如何完善商業(yè)銀行信用風(fēng)險預(yù)警管理，并找到適合我國
國情的商業(yè)銀行信用風(fēng)險預(yù)警系統(tǒng)，對推進(jìn)和深化我國銀行信用風(fēng)險的理論研究，
增強(qiáng)我國商業(yè)銀行抵御風(fēng)險的能力，具有重要意義。
以內(nèi)部信用評級為前提的信用風(fēng)險預(yù)警方法是防范和化解信貸風(fēng)險的基礎(chǔ)。
目前我國商業(yè)銀行都采用這一方式管理信貸風(fēng)險。但是我國商業(yè)銀行現(xiàn)行的內(nèi)部
信用評級體系無論從評級指標(biāo)、評級方法還是評級結(jié)果檢驗(yàn)上都存在許多的問題
和不足。本文在對我國商業(yè)銀..