贷款五级分类及其评判模型的应用

摘 要：为了加强信贷资产管理、提高中央银行监管水平,保障金融安全运行,我国政府与各级金融监管部门一直在努力，制定并采取了很多有效的措施。1997年中国人民银行经国务院同意,在全国银行业中推行贷款五级风险分类法，下发了《贷款风险分类指导原则》，就是我国信贷管理制度的一项重大变革。对于银行贷款风险控制的研究无论是在理论上还是对于我国商业银行的管理实际都具有重要的意义。

本论文第一节介绍了贷款风险分类的基本概念及其原则，并通过纵向的与我国原有以期限为基础的“一逾两呆”贷款分类方法；横向的与贷款风险分类的国际惯例（美国模式、大洋洲模式、欧洲模式）进行比较，论述了推行五级贷款风险分类法的现实意义。

由于贷款风险分类方法，在我国实施较晚，中国人民银行虽然对贷款风险分类的方法颁布了指导原则，但各商业银行在实际操作中，缺少必要的工具，增加了贷款风险分类工作的难度，笔者尝试性的在贷款风险分类工作中引入模糊数学的综合评判数学模型。本论文第二节笔者对模糊数学的基本概念、特点及模糊综合评判数学模型的基本原理加以介绍，在第三节中笔者着重将模糊综合评判数学模型结合上海市某银行的6笔贷款的实际情况加以分析。

关键词: 五级分类 信贷管理 数学模型

Abstract: In order to strengthen the management of credit asset, to improve the supervise of the central bank, to safeguard the function of the finance system, the government of China and all levels of finance supervising institutions are keeping working hard to establish and take a good many of effective measures. Under the authorize of State Department, the People’s Bank of China implemented the 5 loan risks classification over all the banks in the country and issued <The rudder of loan risk classification> in 1997. This is an important transform of the country’s credit management system and it is significant the study of loan risk control management, not only on the aspect of theory but also on the aspect of the management of the commercial banks of China.

In the first part, the article introduces the basic concept and the fundamental of the loan risk classification, after the compare to the lately “yiyuliangdai” risk classification and the and the compare to the risk classification under international rules (American model, Oceania model, European model), the article also discusses the real meaning of the 5 loan risks classification’s implement.

Since we have just implemented the risk classification, although the rudder had been issued the PBOC, the necessary instruments for commercial banks to work with are still lack, the enhance of the difficulty of the classification is subsequent. The author tries to use the integrate analyze mathematic of fuzzy mathematics for the risk classification. In the second part, the author introduces the basic idea, specification of the fuzzy mathematic and the key theory of the integrate analyze mathematic. In the third part, a case study of 6 loans of a Shanghai’s bank in the way of the integrate analyze mathematic is introduced.

Keyword： Five level series, Credit regulation, Mathematics model