Research on Bill Risk Management For Ping An Bank Business
Abstract
After 40 years of development, China's bill market has become an indispensable
market in China's money market. At the macro level, bills provide strong support for
the financing of micro, medium and small enterprises and the development of real
economy. From the micro level, it plays a role in improving the financing ability and
perfecting the asset and liability structure of China's commercial bank bills, and is
also an important means for commercial banks to increase deposits and generate
income. After a period of savage development of the bill, this non-standard model left
many hidden dangers for the whole market, followed by the emergence of The
Shanghai Stock Exchange as the only official trading place in the bill market. Under
the continuous pressure of unified management of trading venues and external
supervision, commercial banks should strengthen the risk prevention and control of
bills from the inside out, reactivate the potential of bills business, and realize the
coordinated development of risks and benefits.
Ping An Bank is one of the 12 joint-stock commercial banks. The sound and
stable operation of its bill business is related to the high-quality development of the
whole Ping An Bank in the future. Although Ping An Bank has carried out a top-down
bill integration reform since June 2020 to strengthen the risk prevention and control of
bill business, due to the short operation time, it failed to form systematic management
of credit risk, market risk, operational risk and policy risk. Under the influence of
many adverse environmental factors, such as BaoShang Bank event breaking rigid
payment and the impact of the epidemic on the real economy, the risk status of Ping
An Bank's bill business under the four dimensions of credit risk, market risk,
operational risk and policy risk is analyzed and explored in combination with the risk
causes and management studies of domestic and foreign bill business.
This paper combines the actual conditions of the author in ping an bank bills
business work experience and the existing paper business risk management status, the
fuzzy comprehensive evaluation method and analytic hierarchy process (ahp) and the
combination of quantitative and qualitative research methods, from paper specific
business operation process, the comprehensive system of ping an bank bills business
at present qualitative identification of risk, According to the identified risk factors, a
risk assessment index system is constructed to quantitatively analyze the impact of
risk factors. According to the model analysis, it is found that the bill business is most
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affected by credit risk, followed by market risk, operation risk and policy risk.
According to the research results, problems existing in the risk management of the bill
business of Ping An Bank are found and corresponding solutions and guarantee
mechanisms are put forward. Guard against credit risk through perfecting the credit
risk control system, through the financial derivatives to improve the guidance price
management to guard against market risks, by strengthening the bill business process
management to guard against operational risks, by strengthening the bill business
learning policy to prevent risks, and risk control mechanism, the paper puts forward
construction professionals safeguard mechanism, risk early warning mechanism three
safeguard mechanism. It provides reference for Ping An Bank to strengthen the risk
management of the bill business, and hopes to provide a solution to the more
standardized operation of the bill market in China.
Keywords: Bill; Commercial draft; Risk Management; Internal Control
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目录
第1章绪论................1
1.1研究背景.................1
1.2研究意义.................2
1.3国内外研究现状............2
1.3.1国外研究状况...............2
1.3.2国内研究状况...............3
1.3.3文献评述................6
1.4研究思路和研究方法...........6
1.4.1研究思路................6
1.4.2研究方法................7
1.5本文创新点与不足...............7
1.5.1创新点.............7
1.5.2不足.................8
第2章基本概念界定与相关理论基础..............9
2.1票据概念及业务............9
2.1.1票据概念界定...............9
2.1.2票据的作用及特征............10
2.1.3商业银行票据业务分类...........12
2.2票据业务风险管理理论............15
2.2.1风险管理理论.............15
2.2.2真实票据理论.............15
2.2.3票据无因性理论................16
2.3票据业务风险类型.............16
2.3.1信用风险..............16
2.3.2市场风险..............17
2.3.3操作风险..............18
2.3.4政策风险..............18
第3章平安银行票据业务风险管理现状与风险识别.........20
3.1平安银行票据业务概况............20
3.2平安银行票据业务风险管理现状..........20
3.2.1风险管理组织架构............20
3.2.2票据业务风险控制流程...........21
3.3平安银行票据业务风险管理存在的问题............22