貸款五級(jí)分類及其評(píng)判模型的應(yīng)用

1、 貸款五級(jí)分類及其評(píng)判模型的應(yīng)用摘 要： 為了加強(qiáng)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(yùn)行,我國(guó)政府與各級(jí)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(guó)人民銀行經(jīng)國(guó)務(wù)院同意,在全國(guó)銀行業(yè)中推行貸款五級(jí)風(fēng)險(xiǎn)分類法，下發(fā)了貸款風(fēng)險(xiǎn)分類指導(dǎo)原則，就是我國(guó)信貸管理制度的一項(xiàng)重大變革。對(duì)于銀行貸款風(fēng)險(xiǎn)控制的研究無(wú)論是在理論上還是對(duì)于我國(guó)商業(yè)銀行的管理實(shí)際都具有重要的意義。 本論文第一節(jié)介紹了貸款風(fēng)險(xiǎn)分類的基本概念及其原則，并通過縱向的與我國(guó)原有以期限為基礎(chǔ)的“一逾兩呆”貸款分類方法；橫向的與貸款風(fēng)險(xiǎn)分類的國(guó)際慣例進(jìn)行比較，論述了推行五級(jí)貸款風(fēng)險(xiǎn)分類法的現(xiàn)實(shí)意義。 由于貸款

2、風(fēng)險(xiǎn)分類方法，在我國(guó)實(shí)施較晚，中國(guó)人民銀行雖然對(duì)貸款風(fēng)險(xiǎn)分類的方法頒布了指導(dǎo)原則，但各商業(yè)銀行在實(shí)際操作中，缺少必要的工具，增加了貸款風(fēng)險(xiǎn)分類工作的難度，筆者嘗試性的在貸款風(fēng)險(xiǎn)分類工作中引入模糊數(shù)學(xué)的綜合評(píng)判數(shù)學(xué)模型。本論文第二節(jié)筆者對(duì)模糊數(shù)學(xué)的基本概念、特點(diǎn)及模糊綜合評(píng)判數(shù)學(xué)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(píng)判數(shù)學(xué)模型結(jié)合上海市某銀行的6筆貸款的實(shí)際情況加以分析。關(guān)鍵詞: 五級(jí)分類 信貸管理 數(shù)學(xué)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