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山西财经大学硕士学位论文我国城市商业银行中小企业信贷风险管理研究姓名：张彦申请学位级别：硕士专业：金融学指导教师：杨有振2011-03-151SWOT2AbstractSinceincorporated,thecitycommercialbanksinChinahavesetsmallandmedium-sizedenterprises(SME)theirtargetcustomers.CurrenttheSMEs’creditfinancingdemandissohuge,andthere’salsoconsiderableriskoftheSMEsbehindit.SotheSMEs'creditriskpointinwhere?Unlikestate-ownedcommercialbanksandnationaljoint-stockbanks,forthecitycommercialbanksinChinawithoutenoughsolidstrength,howtostrengthentheSMEs'creditriskmanagement?ThispaperusestheSWOTmethodtoanalyzesthereasonofSMEs'creditriskofcitycommercialbanksinChina,andanalyzesSMEs'creditriskmanagementofcitycommercialbanksinChinawithitsstrengthsweaknessesopportunitiesandthreats,andusesanalysesascaseanalysisandcomparativeanalysis.Onthisbasis,thepaperwillgiveadviceonhowtoimprovethecreditriskmanagementlevelofcitycommercialbanks:Fromshort-termspeaking,thecitycommercialbanksshouldintensifycleaningupnon-performingloans,clearingbanknon-performingloansaccumulation;AndsetuptheevaluationindexsystemSpecializinginsmallandmedium-sizedenterpriseloanbusiness,andcontinuethisriskassessmentthroughouttheloanbusinessofearly,middleandlate,somuchsothatthecitycommercialbankcanadheretothemarketpositioning-smallandmedium-sizedenterprises.Inthelongrun,thecitycommercialBanksshouldgraduallyfosterbankcreditculture,makingthebankstaffparticipateactivelyintheactivemanagementofriskbandwagonOptimizecorporategovernancestructure,promotethecitycommercialbank'scorporategovernancestructurebyactualsimilarinshapetospiritlikeness,allthedepartmentsactivelyshouldplayarole,toimprovethemanagementlevelofcreditrisk.KeyWordsCityCommercialBanksCreditRiskRiskManagementSmallandMedium-sizedEnterprise(SME)12120111499020082947WTO219751988719979200111988208050%50%19928%(4%)19881198819931..2003.6.P16-203200120046261988208020071200621..2007.8.P106-1072..2006.4.P38-43420091200722008320064SWOT1..2009.6.P71-722..2007.5.P533..2008.8.P111-P1134..2006.4.P137-13851-11.2.3.SWOTSWOT6SWOT4.5.72-1811..2009.6.P164-16691101101200300500222200431..2004.6.P152.=/(-)100%17b18199581852816.773.21998621280016651993199728341998621210a199219935552619971928b19955910.609.2086.71%.20SWOT200830%3.2%2010325.651.30.91%0.43-121%2006654.74.782007511.53.042008484.82.332009376.91.302010325.60.9120063-13-22223a30%34.42%20098.151.55120100.9%0.7%b200926.64%2200912009..2010.1022009..2010.102426.64%13.09%11.17%8.94%33.78%167.04%20099341.42%26.65%50%90%20094.79%5.98%0.682.6220096.90%0.932009200826.61%33.78%26.62%37.41%40.89%44.42%7.1710.793.5310%50%20103-2%2008200920102008200920103.234.794.0324.5433.7828.213.365.9826.6237.417.836.905.5340.8944.4242.686.774.343.6044.7736.4930.4912009..2010.102520082009201020052023.7%76.3%24.2%13.35%28.94%17.59%112009..2010.102619981998199827819991999379272005200620082008199528abc200829d2008200895%74.7%3-330SWOSOWOTSTWT311930207080-9020%1032a3b11...2006.6.P126-12833(IRB)(RAROC)c20014110334119961121420092914341..,2006.12.P60-61350.08%1.30%80%102a1.[M].:,2003.6.2.[M].:,2004.5.3.[M].:,2004.6.4.[M]..:,2007.8.5,.[M].:,1998.6.6.[M].:,2006.7.7.[M].,2001.6.8.[M].:,2005.8.9.[M].,2004.9.10,,.:,[M].:,2003.8.11.[M].,2004.3.12.[M].:,2003.6.13.[M].:,2009.5.14.[M].:,2001.2.15.[M].:,2006.5.16[M].:,2004.1.17.[M].:,2005.4.18.[M].:,2005.3.19.[M].2009.6.20L.,B.,.[M]..:,2001.4.21.[J].,2007.2.22.[J].,2006.6.23,.[J].,2007.8.24.[J].,2006.12.4525,.[J].,2010.2.26.[J].,2007.10.27,.:[J].,2001.3.28[J]..,2005.4.29.[J].WTO2010.5.30.[J].,2007.5.31,.[J].,2008.8.32.[J].,2007.4.33..,2009.2.34.[J].,2009.6.35,,.[J].,2006.4.36.2008[J].,2008.12.37.[D].,2006.4.38.[D].,2006.4.39.[D].,2007.4.40.99%[N]..2010.10.41Altman,E.I.andA.C.Eberhart.DoSeniorityProvisionsProtectBondholder’sInvestments?[J].JournalofPortfolioManagement,1994.42Altman,E.I.andV.M.Kishore.AlmostEverythingYouWantedtoKnowaboutRecoveriesonDefaultedBonds[J].FinancialAnalystsJournal,1996.11.43BasleCommitteeonBankingSupervision,InternationalConvergenceofCapitalMeasurementandCapitalStandards[S].Basle,Switzland:BankforInternationalSettlements.1988.7.44BasleCommitteeonBankingSupervision,CreditRiskModeling:CurrentPracticeandApplications[S].Basel,Switzland:BankforInternationalSettlements.1999.445