大额授信风险管理机制研究--基于风险成因、合作博弈及路径选择的视角  

Research on Management Mechanism of Large Exposure Credit Risk——based on Risk Factors, Cooperative Game Theory, Perspective of Selection

作　　者：山东银监局课题组 解晓非 

出　　处：《金融监管研究》2015年第9期58-71,共14页Financial Regulation Research

摘　　要：大额授信客户的风险管理问题对维护商业银行资产质量和社会金融生态环境的稳定至关重要。2013年以来,山东辖内大额授信客户风险不断暴露,大额授信客户多头、过度授信、关联担保问题集中,贷款挪用、关联占用及担保圈风险突出,成为影响银行业资产质量和稳健发展的重要因素,并对"守住不发生系统性、区域性金融风险的底线"造成严重冲击。本文深入分析了大额授信风险形成的原因,结合区域监管实践,尝试性地阐释了在市场失灵前提下的联合授信管理机制,并确定了监管边界;同时,以银行与监管部门的合作博弈作为基础,借鉴国外先进经验,探索并提出了企业、银行、监管部门、政府之间相对平衡的制度安排。The management of controlling large exposure credit risk is of greatest importance for the quality of commercial bank asset and the stability of financial eco-environment. Since 2013, the large exposure credit risk constantly exposed in Shandong. Meanwhile, the phenomenon of multi-headed credit, excessive credit and associated guaranty is quite serious and the problems of loan misappropriation, associated occupancy and security risk is particularly prominent, becoming the important factors that affect the assets quality and steady operation of the Commercial Bank. This paper deeply analyzes on the formation factor of large exposure credit risk, focuses on aims at explaning the joint credit management mechanism combined with regional regulatory practice when market failure occurs, and determines the boundary of supervision. On the basis of the cooperation between the bank and the supervision, referred to advanced experience abroad, it is explored an arrangement of system which better keeps the balance between enterprises, banks, regulators and government.

关 键 词：大额授信 风险管理 市场失灵 联合授信 

分 类 号：F832.33[经济管理—金融学]