商业银行集团客户信贷风险管理研究

近年来,一系列集团客户先后爆发债务危机,给银行信贷资产带来重大损失和负面影响。本文针对集团客户的风险特征和我国商业银行的管理缺陷,指出集团客户信贷风险的成因。文中指出构建完善的集团客户风险管理体系主要在于:一是建立集中的信贷风险管理体制;二是建立集团客户风险管理长效机制,包括基础信贷风险管理制度、风险联动监督机制、风险信息预警提示制度、差别化的客户管理机制、有效的风险预警指标体系、双轨互动的风险管理机制、账户资金收支监测分析、内部风险评级体系建设等;三是构建社会监督机制,主要包括行际信息沟通机制、社会信息监督平台及完善银行同业协会功能等。

Credit Risk Management of Group Customers by Commercial Banks

In recent years,many group customers are beleaguered with debt crisis which inflict huge losses and influence on banking credit assets.This paper reveals the cause of credit risk of group customers by focusing on their risk characteristics and management loopholes in our domestic commercial banks.It is pointed out that a sound risk management system for group customers calls for:1)a centralized credit risk management system;2)a long-term risk management system for group customers including a basic credit risk management system,a risk-alert joint supervision mechanism,a risk information pre-warning mechanism,a differentiated customer management system,an effective risk pre-warning index system,a two-way interactive risk management system,supervision and analysis of account revenue and expenditure and an internal risk rating system and 3)a social supervision mechanism including an inter-bank information exchange system,a social information supervision platform and a self-regulating banking industry association.