貸款五級分類及其評判模型的應用

1、 貸款五級分類及其評判模型的應用摘 要： 為了加強信貸資產(chǎn)管理、提高中央銀行監(jiān)管水平,保障金融安全運行,我國政府與各級金融監(jiān)管部門一直在努力，制定并采取了很多有效的措施。1997年中國人民銀行經(jīng)國務院同意,在全國銀行業(yè)中推行貸款五級風險分類法，下發(fā)了貸款風險分類指導原則，就是我國信貸管理制度的一項重大變革。對于銀行貸款風險控制的研究無論是在理論上還是對于我國商業(yè)銀行的管理實際都具有重要的意義。 本論文第一節(jié)介紹了貸款風險分類的基本概念及其原則，并通過縱向的與我國原有以期限為基礎的“一逾兩呆”貸款分類方法；橫向的與貸款風險分類的國際慣例進行比較，論述了推行五級貸款風險分類法的現(xiàn)實意義。 由于貸款

2、風險分類方法，在我國實施較晚，中國人民銀行雖然對貸款風險分類的方法頒布了指導原則，但各商業(yè)銀行在實際操作中，缺少必要的工具，增加了貸款風險分類工作的難度，筆者嘗試性的在貸款風險分類工作中引入模糊數(shù)學的綜合評判數(shù)學模型。本論文第二節(jié)筆者對模糊數(shù)學的基本概念、特點及模糊綜合評判數(shù)學模型的基本原理加以介紹，在第三節(jié)中筆者著重將模糊綜合評判數(shù)學模型結合上海市某銀行的6筆貸款的實際情況加以分析。關鍵詞: 五級分類 信貸管理 數(shù)學模型 abstract: in order to strengthen the management of credit asset, to improve the superv

3、ise of the central bank, to safeguard the function of the finance system, the government of china and all levels of finance supervising institutions are keeping working hard to establish and take a good many of effective measures. under the authorize of state department, the peoples bank of china im

4、plemented the 5 loan risks classification over all the banks in the country and issued in 1997. this is an important transform of the countrys credit management system and it is significant the study of loan risk control management, not only on the aspect of theory but also on the aspect of the mana

5、gement of the commercial banks of china. in the first part, the article introduces the basic concept and the fundamental of the loan risk classification, after the compare to the lately “yiyuliangdai” risk classification and the and the compare to the risk classification under international rules (a

6、merican model, oceania model, european model), the article also discusses the real meaning of the 5 loan risks classifications implement.since we have just implemented therisk classification, although the rudder had been issued the pboc, the necessary instruments for commercial banks to work with ar

7、e still lack, the enhance of the difficulty of the classification is subsequent. the author tries to use the integrate analyze mathematic of fuzzy mathematics for the risk classification. in the second part, the author introduces the basic idea, specification of the fuzzy mathematic and the key theory of the integrate analyze mathematic. in the third part, a case study of 6 loans of a shanghais bank in the wa