Credit risk management for commercial banks:an empirical analysis from the small and medium enterprises point of view

目录
第一章 绪论
第一节 我国商业银行对中小企业不良授信案例分析
第二节 本书研究的意义
第二章 风险管理的发展与现状
第一节 金融风险管理的历史教训
第二节 风险管理
第三节 风险管理主要理论
第四节 主要国家和地区当前风险管理发展简况
第五节 《巴塞尔资本协议》及演变
第六节 风险管理发展方向的争论
第三章 商业银行信用风险度量理论与方法
第一节 西方商业银行信用风险控制思想和技术的演进
第二节 现代商业银行信用分析技术简介
第四章 中国中小企业信用及融资问题研究
第一节 中国中小企业概述
第二节 中国中小企业融资环境
第三节 中国中小企业信用现状及对策
第五章 商业银行对中小企业授信业务风险分析
第一节 商业银行授信业务概述
第二节 商业银行对中小企业授信业务的风险管理
第三节 商业银行对中小企业授信业务的风险评估
第四节 商业银行对中小企业授信业务风险管理的传统方法
第六章 商业银行内部信用评级系统的经济计量模型实证检验
第一节 某银行客户信用评级系统简介
第二节 排序多元离散选择模型简介
第三节 利用排序模型检验客户信用评级系统
第四节 排序模型的预测
第七章 授信风险限额的经济计量模型检验
第一节 授信额度概述
第二节 授信额度的经济计量模型检验
第八章 授信风险限额的人工神经网络模型检验
第一节 人工神经网络简介
第二节 授信风险限额的模型检验
第三节 经济计量模型检验和人工神经网络模型检验给出的启示
第九章 总结与展望
第一节 主要研究工作总结
第二节 与授信业务紧密相关的几个问题
第三节 研究工作前瞻
附录
附表一 授信风险限额的全部样本的相对误差
附表二 经归一处理后的5变量人工神经网络数据
附表三 经归一处理后10变量人工神经网络中增加的5个变量数据
参考文献
后记
Chapter 1 Introduction
1.1 Case Study of SMEs Loans That Went Bad in Chinese Commercial Banks
1.2 Summary of Key Conclusions from This Research
Chapter 2 Development and Status Quo of Risk Management
2.1 What Can We Learn from the History of Financial Risk Management?
2.2 Introduction to Risk Management
2.3 A Brief Overview in Risk Management Theories
2.4 A Brief Introduction to the Development of Risk Management in Selected Countries and Areas
2.5 The Basel Capital Protocol and Its Evolving Procedures
2.6 Controversy over the Direction of the Development in Risk Management
Chapter 3 Theories and Methods of Measuring Credit Risks of Commercial Banks
3.1 Evolution of the Theories and Techniques about Credit Risk Control in Western Commercial Banks
3.2 A Brief Introduction to the Modern Credit Analysis Techniques in Commercial Banks
Chapter 4 Researches in Credit and Financing of SMEs in China
4.1 A General Overview of SMEs in China
4.2 Financing Circumstances of SMEs in China
4.3 Credit Status Quo and Countermeasure of SMEs in China
Chapter 5 Risk Analysis of Credit-awarding to SMEs by Commercial Banks
5.1 An Overview of Credit Loans in Commercial Banks
5.2 Management of Credit Loans to SMEs by Commercial Banks
5.3 Risk Appraisal of SMEs Credit Loans in Commercial Banks
5.4 Traditional Methods of SMEs Credit Loan Risk Management in Commercial Banks
Chapter 6 Empirical Test of Internal Credit Grading System in Commercial Banks using Econometric Models
6.1 A Brief Introduction to the Client Credit Rating System in BANK of CHINA
6.2 A Brief Overview of Ordered Multivariate Discrete Choice Model
6.3 Using Ordered Multivariate Model to Test Client Credit Grading System
6.4 Forecast Using Ordered Multivariate Discrete Choice Model
Chapter 7 Econometric Test of Credit-awarding Risk Quota
7.1 Introduction of Credit Loan Risk Quota
7.2 Econometric Test of Credit Loan Risk Quota
Chapter 8 Testing Credit Loan Risk Quota Using ANN Model
8.1 A Brief Introduction of ANN(Artificial Neural Network)
8.2 Model Test of the Credit-awarding Risk Quota
8.3 Reveals from ANN Model Test and Econometric Model Test
Chapter 9 Conclusions and Prospects
9.1 Conclusions of the Main Research
9.2 Several Problems Closely Related to the Credit-awarding Operation
9.3 Prospects of Research
Appendix 1 Relative Error in the Whole Sample of Credit-awarding Quota in Chapter 7
Appendix 2 Five-variable ANN Data after the Standardization
Appendix 3 Five-variable Data Appended in the Ten-variable ANN Data after the Standardization
Reference
Postscript