基于经理人行为决策模型的银行信贷操作风险研究  

Research on Operational Risk in Credit Loan of Banks Based on Behavior Decision Model of Managers

作　　者：张道宏[1] 滕和强[1] 胡海青[1] 黄铎[2] 

机构地区：[1]西安理工大学经济与管理学院,陕西西安710054 [2]中国人民银行西安分行营业管理部,陕西西安710002

出　　处：《西安理工大学学报》2011年第1期116-120,共5页Journal of Xi'an University of Technology

基　　金：国家自然科学基金资助项目(70972053)

摘　　要：针对银行信贷业务中的操作风险问题,通过构建银行信贷模型及银行经理人行为选择模型,分析了不同情况下,经理人的行为选择对银行信贷收益波动性的影响,利用相关银行信贷风险数据,模拟银行信贷中操作风险的测量;从理论和操作方面证明了银行经理的行为对银行风险的影响,提出了包含过程、内控、人才管理的信贷操作风险管理措施。With an aim at the operational risk in credit loan of banks,this paper analyzes the influence of decision-making of the banks＇ managers on the variations of banks in various situations through the establishment of the credit loan model and the bank managers＇ behavioral model.The risk data of the related credit loan can be used to simulate the measurement of operational risk in the credit loan,whereby proving that the bank managers＇ behavior may have an important bearing on the bank risks from two respects of theory and operation.Also,this paper suggests the risk management measures for the credit loan operation including the whole process,internal control and talented personal management,etc.

关 键 词：银行信贷 经理人 道德风险 操作风险 

分 类 号：F832.2[经济管理—金融学]