信贷风险综合决策模型的研究

Comprehensive decision-making models of credit risk

信贷风险事关银行业的生存和社会的稳定，已引起有关各方的广泛关注．本文分析了国内外现有信贷风险决策理论和方法的弊端；探讨了建立信贷风险决策模型的综合清偿能力原则和银行真实损益原则；提出了贷款风险补偿、风险报酬最大、综合风险衡量和单位风险溢酬最大等决策准则；建立了贷款综合清偿能力的期望值模型，风险报酬决策分析模型，贷款的综合风险分析模型和单位风险的溢酬分析模型；为银行信贷风险管理提供了科学的决策理论和方法．

Credit risk, which is of vital importance to the existence of a bank as well as the stability of society, has drawn a great attention from the financial administrative authorities and the banks of many countries. Analyzing the deficiency of credit risk decision making theories and methods in and out of China, this thesis explains the Comprehensive Liquidity Principle and the Bank's True Profit and Loss Principle on decision making models of credit risk. It puts forward the Compensation Rule of Credit Risk, the Maximum Return Rule of Risk, the Comprehensive Measurement Rule of Risk,and the Maximum Premium Rule of per Unit Risk. In addition,it sets up the expected value model of comprehensive liquidaties, the decision making analysis model of risk returns, the comprehensive analysis model of credit risk, and the premium analysis model of per unit risk.The simplicity and convenience of the models provide banks with a scientific decision making method for credit risk management.