商业银行作为我国金融机构的重要组成部分，由于其高风险、高杠杆的商业 特性，具有一定的脆弱性。如果在风险管理上出现任何疏忽，都极有可能给银行 带来巨大的损失，从而对整个金融体系都造成严重的影响。信贷业务作为银行日 常业务中的最基础部分，是当前我国商业银行获取利润的最主要来源。贷前风险 管理作为银行信贷风险管理中的第一道防线，科学有效管理方法能够从源头上将 信贷风险控制在较低水平，从而为推动我国商业银行的稳健发展奠定坚实基础。 本文叙述了商业银行通过优化银行贷前管理中的贷前调查工作，从而提高信 贷风险管理水平。前部分通过文献叙述、基础理论的归纳整理，对信贷风险管理、 贷前管理知识进行学习。后部分以我国商业银行的信贷风险管理现状入手，从银 行贷前、贷中、贷后三个内部流程出发对现状中出现问题的原因进行分析。并针 对贷前调查管理方面，以向 NB 银行成功贷款的上市企业 Y 公司为例，从 NB 银 行视角对原有分析方法进行优化升级。利用 KMV 模型导入每日股票信息预测期 望违约概率，与传统分析方法的结论相比较，验证发放贷款的可行性，结合各项 分析结果从银行角度为 NB 银行授信工作提出有价值的参考意见。 本文提出信贷风险管理的建议，（1）及时关注贷款人的欧亿·体育（中国）有限公司动态；（2）准确 掌握借款人的财务状况；（3）在银行内部推行实施内部评级法；（4）采用 KMV 模型对上市企业的期望违约概率进行计量。最后综合全文，对我国商业银行信贷 风险管理尤其是贷前调查工作的提高进行归纳总结。 关 键 词，商业银行，信贷风险管理，贷前管理，模型分析 论文类型，案例分析浙江工业大学硕士学位论文 我国商业银行信贷风险管理研究 II RESEARCH ON CREDIT RISK MANAGEMENT OF COMMERCIAL BANKS IN CHINA -- A CASE STUDY OF Y COMPANY'S PRE-LOAN INVESTIGATION IN THE PERSPECTIVE OF NB BANK ABSTRACT As an important part of Chinese financial institutions, commercial banks are vulnerable due to their high risk and high leverage. If there are any negligences in risk management, it is considerably possible to bring huge losses to the bank, and it will have a serious impact on the entire financial system. Credit business, as the most basic part of the daily business of banks, is the main source of commercial banks to make profit in China. Pre-loan risk management is the first line of defense in bank credit risk management. Scientific and effective management methods can control the credit risk of commercial banks at a low level from the source, thus it builds a stable foundation for safe development of Chinese commercial banks. The article describes that commercial banks improve the credit risk management level by optimizing the pre-loan survey of the bank pre-loan management. It studies the credit risk management and pre-loan management through summarizing and sorting out the literature and basic theories in the foregoing part of article. Based on the current situation of credit risk management of Chinese commercial Banks, this paper analyzes the causes of problems in the current situation from before, during and after the loan. It takes Y Company, a marketing enterprises successfully borrow the money from NB Bank, as an example to optimize and upgrade the original analysis method in the perspective of NB Bank. The KMV model is used to predict the expected default probability by inputting daily stock information, and compared with the traditional analysis method to verify the possible of loan. It proposes the following suggestions to improve credit risk management: (1) Pay attention to the trends of the lender's industry in time; (2) Accurately realize the leader's financial situation；(3) Implement internal rating based approach in the internal of bank；浙江工业大学硕士学位论文 我国商业银行信贷风险管理研究 III (4) Use KMV model to measure the expected default probability of marketing enterprises. At last, the article summarizes the improvement of credit risk management and especially the pre-loan investigation of Chinese commercial banks. KEY WORDS: Commercial banks；Credit risk management；Pre-loan management； Model analysis THESIS: Case Study浙江工业大学硕士学位论文 我国商业银行信贷风险管理研究 IV 目 录 1 绪论....................................................1 1.1 研究背景及意义 ...............................................1 1.1.1 研究背景 ...............................................1 1.1.2 研究意义 ...............................................1 1.2 国内外文献综述 ...............................................2 1.2.1 国外文献综述 ...........................................2 1.2.2 国内文献综述 ...........................................4 1.3 研究计划 .....................................................5 1.3.1 主要研究内容 ...........................................5 1.3.2 基本思路 ...............................................6 1.3.3 研究方法 ...............................................7 1.4 主要创新点与难点 .............................................8 1.4.1 创新之处 ...............................................8 1.4.2 重点难处 ...............................................8 2 银行信贷风险管理基本理论................................9 2.1 商业银行风险管理的发展阶段 ...................................9 2.1.1 资产风险管理模式阶段 ...................................9 2.1.2 负债风险管理模式阶段 ...................................9 2.1.3 资产负债风险管理模式阶段................................9 2.1.4 全面风险管理模式阶段...................................10 2.2 商业银行信贷风险类型 ........................................10 2.2.1 信用风险 ..............................................10 2.2.2 市场风险 ..............................................11 2.2.3 操作风险 ..............................................11 2.2.4 流动性风险 ............................................12 2.2.5 战略风险 ..............................................12 2.3 商业银行信贷管理原则 ........................................13 2.3.1 全流程管理原则 ........................................13 2.3.2 诚信申贷原则 ..........................................13 2.3.3 协议承诺原则 ..........................................13 2.3.4 贷放分控原则 ..........................................14 2.3.5 实贷实付原则 ..........................................14 2.3.6 贷后管理原则 ..........................................14 2.4 商业银行贷前风险管理的内涵与意义 ............................15浙江工业大学硕士学位论文 我国商业银行信贷风险管理研究 V 2.4.1 商业银行贷前风险管理的内涵 ............................15 2.4.2 商业银行贷前风险管理的意义 ............................16 3 我国商业银行信贷风险管理现状分析.......................17 3.1 我国商业银行信贷风险管理的现状 ..............................17 3.1.1 不良贷款比例总体偏高 ..................................17 3.1.2 贷款业务在资产结构中占比重 ............................18 3.1.3 早期盈利欧亿·体育（中国）有限公司出现产能过剩 ..............................19 3.2 我国商业银行信贷风险成因....................................20 3.2.1 贷前调查评估模式单一 ..................................20 3.2.2 贷中审查管理制度不健全 ................................21 3.2.3 贷后管理力度不足 ......................................21 4 以 NB 银行视角对 Y 公司进行贷前调查研究..................22 4.1 案例基本情况 ................................................22 4.2 借款人经营状况 ..............................................22 4.2.1 借款人经营范围 ........................................22 4.2.2 借款人注册资本情况 ....................................23 4.2.3 借款人核心竞争力分析 ..................................23 4.2.4 借款人欧亿·体育（中国）有限公司分析 ........................................23 4.2.5 借款人主营业务分析 ....................................24 4.3 借款人财务分析 ..............................................25 4.3.1 借款人基本财务数据 ....................................25 4.3.2 借款人资产状况 ........................................26 4.3.3 借款人负债状况 ........................................27 4.3.4 借款人所有者权益 ......................................28 4.3.5 借款人偿债能力分析 ....................................29 4.3.6 借款人盈利能力分析 ....................................29 4.3.7 借款人营运能力分析 ....................................30 4.3.8 借款人现金流量分析 ....................................30 4.4 KMV 模型计量信贷风险..................................