科技银行信贷动态决策与风险管理研究——以上海浦东科技银行为例

Research on the Dynamic Decision in Credit Appraisal and Risk Management of Sci-tech Bank——Take Sci-tech Bank of Shanghai Pudong as an Example

文章从科技银行角度出发,建立了基于实物期权理论的科技银行信贷动态决策模型。此模型真实、客观、全面的评价了高新技术项目的价值并动态指导了科技银行进行正确的信贷决策。文章对模型中的参数给出了确定方法并分析了各参数对信贷决策的影响,结合案例验证了此模型在科技银行信贷决策问题上的分析结果,并提出了有助于改进科技银行信贷决策评价方法以及进行有效信贷风险管理的政策建议。

Based on real option theory, this article establishes a dynamic decision model of credit appraisal and risk managemen from the perspective of sci-tech bank. This model evaluates the hi-tech project objectively and supervises the credit appraisal dynamically. Then, the parameters＇value of the model is provided and the influences of all parameters are analyzed. Besides, empirical studies are provided, for proving that the decision model which is put forward in this paper is effective, and verifying the validity of the model , Finally, some policy suggestions are given, which can improve the sci - tech banking credit appraisal and lower banking credit risks.