近年来国务院联合多部委加大了对中小微企业的扶持，出台了一系列减税降 准政策，各大国有和商业银行纷纷布局进入市场，但是由于中小微企业自身经营 稳定性差、抵押物不足、信息不透明，风险明显高于大企业，使得银行面对巨大 利益的同时又不得不承担较高风险，增信基金这一创新金融产品有效平衡了收益 与风险，打破信息不对称，实现了企业、政府和银行的三方共赢，在缓解中小微 企业融资，推动融资担保体系建立，具有较强的实践指导意义。 本文基于以上研究背景，以银行的视角，梳理了商业银行信贷风险管理和增 信基金贷款风险管理，研究分析了增信基金的模式、流程和客群特征以及苏州地 区商业银行发展增信基金现状和存在的问题，从实际出发，结合民生银行苏州分 行自身风险偏好，分析总结发展增信基金贷款存在的问题，提出风险管理对策建 议，通过提升风险识别能力、构建信用风险计量新模型、完善贷后风险监测、优 化风险管控、规范风险事后管理，并设置保障措施，从而使民生银行苏州分行更 好地运行增信基金贷款项目。 最后，总结民生银行苏州分行对于增信基金贷款的风险管理并展望引进社会 资本和专业机构，壮大增信基金，从而丰富融资渠道，对缓解中小微企业融资， 调整产业结构，推动融资担保体系建立起到积极作用。 关键词：民生银行，风险管理，增信基金，中小微企业 II RESEARCH ON RISK MANAGEMENT OF CREDIT ENHANCEMENT FUND LOAN OF MINSHENG BANK SUZHOU BRANCH Abstract In recent years, the State Council has jointly increased support for small, medium, and micro enterprises with a series of tax reduction and reduction policies. Major state- owned and commercial banks have entered the market in succession. However, due to the poor management stability and insufficient collateral of small and medium enterprises, The information is opaque, and the risks are significantly higher than those of large enterprises. As a result, banks have to bear high risks while facing huge benefits. The innovative financial product of Credit Enhancement Fund effectively balances returns and risks, breaks information asymmetry, and realizes the enterprise. The win- win situation among the government, the government, and the bank is of great practical significance in alleviating the financing of small and medium-sized enterprises and promoting the establishment of a financing guarantee system. Based on the research background, this paper reviews the credit risk management of commercial banks and the credit risk management of credit enhancement funds from the perspective of banks. It analyzes the model, process, and customer characteristics of credit enhancement funds, and the status of credit enhancement funds for commercial banks in Suzhou. And existing problems, based on the actual situation, combined with Minsheng Bank's own risk appetite, analyze and summarize the problems existing in the development of credit enhancement fund loans, propose risk management countermeasures, and improve risk identification capabilities, build new models for risk measurement, optimize post-loan risk monitoring, optimize risk management Standardize ex post risk management and set up safeguard measures to enable Minsheng Bank to better run credit enhancement fund loan projects. Finally, it summarizes the risk management of Minsheng Bank's credit enhancement fund loan and looks forward to the introduction of social capital and professional institutions to strengthen the credit enhancement fund, thereby enriching financing channels, alleviating the financing of small and medium-sized enterprises, III adjusting the industrial structure, and promoting the establishment of a financing guarantee system positive effects. Key words: Minsheng Bank, Risk Management Optimization, Increased credit Fund, Small and medium-sized enterprises IV 目 录 中文摘要 ................................................. I ABSTRACT ................................................ II 第一章 绪论 .............................................. 1 1.1 研究背景 .................................................... 1 1.2 研究意义 .................................................... 2 1.3 研究内容与方法 .............................................. 2 1.3.1 研究方法................................................ 2 1.3.2 研究内容框架............................................ 3 1.4 可能存在的创新之处 .......................................... 5 第二章 文献综述和相关理论 ................................ 6 2.1 文献综述 .................................................... 6 2.1.1 商业银行信贷风险管理研究................................ 6 2.1.2 增信基金的信贷风险管理研究.............................. 8 2.2 相关理论 .................................................... 8 2.2.1 信用风险管理理论........................................ 8 2.2.2 信息不对称理论.......................................... 9 2.2.3 市场失灵理论............................................ 9 2.2.4 信贷配给理论........................................... 10 第三章 民生银行苏州分行增信基金贷款发展现状及风险管理问题 11 3.1 民生银行苏州分行中小微企业贷款情况 ......................... 11 3.1.1 民生银行及苏州分行简介................................. 11 3.1.2 民生银行苏州分欧亿·体育（中国）有限公司务概况............................... 12 3.1.3 民生银行苏州分行中小微企业贷款分析..................... 13 3.1.4 民生银行苏州分行中小微企业贷款产品..................... 14 3.2 增信基金贷款业务发展情况 ................................... 16 V 3.2.1 发展增信基金贷款业务背景............................... 16 3.2.2 苏州市吴中区增信基金贷款业务模式....................... 17 3.2.3 商业银行增信基金贷款审批流程........................... 19 3.2.4 商业银行增信基金贷款发展现状........................... 21 3.2.5 商业银行发展增信基金贷款业务的风险..................... 21 3.3 民生银行苏州分行增信基金贷款业务发展现状 ................... 23 3.3.1 民生银行苏州分行信贷业务发展思路....................... 23 3.3.2 民生银行苏州分行增信基金贷款业务现状................... 24 3.3.3 民生银行苏州分行增信基金贷款风险管理现状............... 25 3.4 民生银行苏州分行增信基金贷款风险管理存在的问题 ............. 26 3.4.1 风险识别能力有待加强................................... 28 3.4.2 信用风险计量模型指标落后............................... 29 3.4.3 贷后风险监测流于形式................................... 31 3.4.4 风险管控方案不够完善................................... 32 3.4.5 风险事后管理缺少规范................................... 33 第四章 民生银行苏州分行增信基金贷款风险管理对策建议 ..... 34 4.1 提升风险识别能力 ........................................... 34 4.1.1 提升资金挪用风险识别能力............................... 34 4.1.2 提升担保风险识别能力................................... 35 4.1.3 提升政府风险识别能力................................... 36 4.2 构建信用风险计量新模型 ..................................... 37 4.2.1 重新设定评级指标....................................... 37 4.2.2 模型重要参数分析....................................... 41 4.2.3 新模型检验............................................. 43 4.3 完善贷后风险监测 ........................................... 44 4.3.1 丰富贷后监测信息数据................................... 45 4.3.2 贷后分类管理........................................... 45 4.3.3 贷后检查多样化......................................... 46 4.3.4 标识化设置风险预警指标................................. 46 4.3.5 改善贷后风险预警决策................................... 48 VI 4.4 优化风险管控 ............................................... 49 4.4.1 风险分散优化........................................... 49 4.4.2 风险转移优化........................................... 49 4.4.3 风险补偿优化........................................... 50 4.5 规范风险事后管理 ........................................... 51 4.5.1 规范信贷档案管理....................................... 51 4.5.2 落实后督和审计问题整改................................. 51 4.5.3 完善问责奖惩制度....................................... 52 第五章 民生银行苏州分行增信基金贷款保障措施 ............. 53 5.1 加强专业化人才建设 ......................................... 53 5.2 强化培训提升职业技能 ....................................... 53 5.3 建立银政沟通交流机制 ....................................... 54 第六章 结论与展望 ..................