目錄
1.緒論·····················································································································……1
1.1研究的背景及意義······················，·······························································……1
1.2相關(guān)研究文獻綜述······················································································……6
1.3本文的研究思路和主要內(nèi)容······································································……9
2.基本概念和理論準備········································，···，·······，·····，··········，，，·········一”.”11
2.1信用風險的定義及成因············································································……11
.22信用風險特征····························································································……16
2.3信用風險預警理論····················································································……17
3.商業(yè)銀行信用風險預警技術(shù)系統(tǒng)構(gòu)建···························································……22
3.1商業(yè)銀行信用風險預警系統(tǒng)的功能分析················································……22
3.2設(shè)計思路及構(gòu)建原則················································································……23
3.3指標體系設(shè)計····························································································……23
3.4模糊BP神經(jīng)網(wǎng)絡預警模型·····································································……27
4.實證分析·····················，······················，······························································……29
4.1基于主成分分析法的信用風險識別························································……29
.42模糊BP神經(jīng)網(wǎng)絡模型的信用風險測定·················································……犯
4.3結(jié)論············································································································……37
5.完善商業(yè)銀行信用風險預警系統(tǒng)的構(gòu)想·······················································……39
5.1完善信用風險預警的組織管理體系························································……39
建設(shè)信貸風險監(jiān)測網(wǎng)絡系統(tǒng)····································································……41
培養(yǎng)從事風險預警工作的高素質(zhì)人才隊伍············································一42
摘要
信用風險又稱信譽風險或保證風險，是指借款人、債券發(fā)行人或金融交易一
方由于各種原因不能履約致使金融機構(gòu)、投資人或交易對方遭受損失的可能性。
狹義的信用風險，是指借款人到期不能或不愿履行還本付息協(xié)議，而使銀行金融
機構(gòu)遭受損失的可能性，實際上指得是一種違約風險。
隨著金融的全球化趨勢及金融市場的波動性加劇，各國銀行受到了前所未有
的信用風險的挑戰(zhàn)。世界銀行對全球銀行業(yè)危機的研究表明，導致銀行破產(chǎn)的主
要原因就是信用風險。在我國加入世界貿(mào)易組織后，銀行業(yè)競爭的加劇、巴塞爾
新資本協(xié)議對風險管理要求的提高以及政府監(jiān)管力度的加強，對國內(nèi)商業(yè)銀行的
信用風險預警管理提出了更高的要求。
建立商業(yè)銀行信用風險預警系統(tǒng)是防范銀行信用風險，避免發(fā)生銀行信用危
機爆發(fā)的重要環(huán)節(jié)。研究如何完善商業(yè)銀行信用風險預警管理，并找到適合我國
國情的商業(yè)銀行信用風險預警系統(tǒng)，對推進和深化我國銀行信用風險的理論研究，
增強我國商業(yè)銀行抵御風險的能力，具有重要意義。
以內(nèi)部信用評級為前提的信用風險預警方法是防范和化解信貸風險的基礎(chǔ)。
目前我國商業(yè)銀行都采用這一方式管理信貸風險。但是我國商業(yè)銀行現(xiàn)行的內(nèi)部
信用評級體系無論從評級指標、評級方法還是評級結(jié)果檢驗上都存在許多的問題
和不足。本文在對我國商業(yè)銀..