《金融论坛》2009年第9期中英文目录及摘要

　　实证研究
　　供应链金融市场风险控制套期保值方法研究
　　熊熊　马佳　赵文杰　符蓉　王小琰 (5)
　　An Approach Based on Hedging to Control Market Risk in Supply Chain Finance
　　XIONG Xiong MA Jia ZHAO Wen-jie FU Rong WANG Xiao-yan (5)

　　商业银行对中小企业信用风险评价的方法探索
　　卢超　钟望舒 (13)
　　Research on Credit Risk Assessment of Small and Medium Enterprises in Commercial Banks
　　LU Chao ZHONG Wang-shu (13)

　　我国商业银行操作风险的统计特征与防控对策
　　曾沫冰 (21)
　　Statistical Characteristics and Counter-measures of Operational Risk Faced by Chinese Commercial Banks
　　ZENG Mo-bing (21)

　　业务探讨
　　转型升级与金融支持——商业银行支持江苏开放型经济转型升级路径研究
　　中国工商银行江苏省分行课题组 (26)
　　Economic Transformation and Financial Support——Research on Commercial Bank's Support for the Economic Transformation and Upgrade of Jiangsu Province
　　The Study Group of Jiangsu Branch, ICBC (26)

　　中国大型商业银行个人征信客户异议处理探析
　　曾华　郑允弢 (34)
　　Research on Personal Credit Information Dispute Settlement of Large Commercial Banks
　　ZENG Hua ZHENG Yun-tao (34)

　　商业银行同业竞争情报工作机制研究
　　冯亚萍 (40)
　　Research on Working Mechanism of Competition Intelligence of Commercial Banks
　　FENG Ya-ping (40)

　　商业银行增强投行业务核心竞争力的对策研究
　　王中　卞英丹 (45)
　　Measures to Enhance the Core Competence of Investment Banking of Commercial Banks
　　WANG Zhong BIAN Ying-dan (45)

　　我国商业银行服务营销文化战略体系的构想
　　朱明　周伯林 (52)
　　Strategic System of Service and Marketing Culture of Chinese Commercial Banks
　　ZHU Ming　ZHOU Bo-lin (52)

　　理论研究
　　中小企业融资与中小银行的发展
　　张　格 (58)
　　The Financing of Small and Medium Enterprises and the Development of Small and Medium Banks
　　ZHANG Ge (58)

　　商业银行人权政策框架研究
　　冯守尊 (64)
　　Study on Human Rights Policy Framework for Commercial Banks
　　FENG Shou-zun (64)

　　调查报告
　　汽车消费信贷发展历程及当前的策略分析——基于工商银行北京分行的调研情况
　　总行实习小组 (73)
　　The Developing Process of Auto Consumption Credit and Strategy Suggestions——Based on the Survey in Beijing Branch of ICBC
　　The Practice Group of ICBC Head Office (73)

　　供应链金融市场风险控制套期保值方法研究
　　熊熊　马佳　赵文杰　符蓉　王小琰

　　［摘要］　针对供应链金融货押业务中存在货物价值不稳定而引起的市场风险，本文提出了基于套期保值的供应链金融业务方案，即企业对货物进行套期保值，银行委托期货公司对企业保证金账户进行监管，银行提高质押率，企业因而可获得更多的贷款。文章设计了该方案的基本业务流程和风险控制，并利用套期比和套期保值效率及空头套期保值的VaR计算方法，以实例分析基于套期保值的供应链金融业务方案的可行性。本文为货押业务的进一步发展提供了新的思路，提出银行、企业和期货公司三方合作的可能模式，以期其共同促进中国信贷市场的健康有序发展。
　　［关键词］　贷款；供应链金融；风险控制；套期保值

　　［Abstract］ Centering on the market risk resulting from price volatility of goods in the warehouse receipt pledge business, the paper proposes a scheme based on hedging to further supply chain finance. Under this scheme, an enterprise hedge against goods, and a bank entrust a futures company with supervising the enterprise's margin account. As a result, the bank can improve the pledge rate and the enterprise can obtain more loans. The paper designs the basic business process and risk control methods, and uses the hedging ratio, the hedging efficiency and the short hedging VaR method to make empirical analysis on the scheme's feasibility. The paper provides a new inspiration for the development of warehouse receipt pledge business, and raises a possible cooperation pattern for banks, enterprises and futures companies to promote a healthy and orderly development of Chinese credit market.
　　［Key words］ loan; supply chain finance; risk control; hedging

　　商业银行对中小企业信用风险评价的方法探索
　　卢超　钟望舒

　　［摘要］　目前我国商业银行面向中小企业的信用评价指标体系存在定性指标过多、主观性过强、指标参照值缺乏统一标准、指标重复计分等问题。本文运用因子分析和Logistic回归建立了中小企业信用风险评价模型，将定量指标和定性指标同时作为模型的自变量。根据该模型可以判断中小企业是否存在较大的违约风险，正判率达到91%。通过模型可以计算得出各企业违约的概率，为商业银行进行信用评级提供了定量参考。为了更好地支持中小企业发展，商业银行应建设适合自身的内部评级体系，协助规范中小企业的信息披露并建立中小企业资信数据库。
　　［关键词］　中小企业；信用风险评价；因子分析；Logistic回归

　　［Abstract］ At present, the credit assessment systems suited to small and medium enterprises (SMEs) in commercial banks have many problems such as excessive qualitative indicators, strong subjectivity, a lack of uniform reference criteria and repeated scoring of indicators. The paper employs the factor analysis and Logistic regression to establish a SME credit risk assessment model. The independent variables include both quantitative indicators and qualitative indicators. According to this model, commercial banks can judge whether a target enterprise may default, and the accuracy rate is more than 91%. Moreover, the probability of default can be calculated through the model, which can provide a quantitative reference for commercial banks to make credit rating. In order to support the development of SMEs, commercial banks should build their own internal rating systems, assist to regulate the information disclosure of SMEs, and establish the credit database of SMEs.
　　［Key words］ small and medium enterprise; credit risk assessment; the factor analysis; Logistic regression

　　我国商业银行操作风险的统计特征与防控对策
　　曾沫冰

　　［摘要］　本文收集了我国商业银行在1999~2008年间的445件操作风险事件，分别从操作风险的四个影响因素，即人员、业务流程、技术和外部事件出发，以每个事件的损失金额为标准，分析了我国商业银行操作风险在此期间的波动特征。研究表明，我国商业银行操作风险近年来呈现出事件数量上升、损失金额增长和影响面扩大等特征，并且操作风险的各因素均有其各自的波动特征。据此，文章提出建立良好的公司治理结构、营造以“诚信审慎”为核心的风险防控文化、改善银行业外部监管环境、建立完善的操作风险预警机制以及推进以风险量化为核心的金融技术创新等防控对策。
　　［关键词］　商业银行；操作风险；波动特征；防控对策

　　［Abstract］ With samples of 445 operational risk incidents in Chinese commercial banks from 1999 to 2008 and according to the loss amount of each incident, the paper analyzes the fluctuation characteristics of operational risk during this period, from the angles of staff, business process, technology and external events, the four main affecting factors of operational risk. The result reveals that the operational risk in Chinese commercial banks has been soaring dramatically in recent years and the sphere of influence is continuously extending. Moreover, the four affecting factors appear different fluctuation characteristics. Then the paper puts forward several counter-measures, which include optimizing the structure of corporate governance, creating a risk precaution and control culture with the core of integrity and prudence, improving the external supervision environment of the banking, establishing a sound precaution mechanism against operational risk and furthering financial technology innovation with emphasis on quantitative analysis.
　　［Key words］ commercial bank, operational risk, fluctuation characteristics; counter-measures

　　转型升级与金融支持——商业银行支持江苏开放型经济转型升级路径研究
　　中国工商银行江苏省分行课题组

　　［摘要］　商业银行如何围绕地方经济调整结构、转型升级的大局，加大金融推动经济的力度和效度是一个热点议题。本课题运用科学发展观和经济生命周期、现代金融资源配置等理论，从开放型经济转型升级与金融支持的互动关系入手，以金融的视角分析了开放型经济大省———江苏转型升级的特点、发展趋势及金融支持的制约因素，从信贷杠杆运用、金融服务支撑、金融生态环境建设等方面，提出了商业银行应找准财政、货币、外汇等政策支持地方经济又好又快发展的结合点，加大信贷投放力度，加快金融服务创新，多层面、全方位支持江苏开放型经济转型升级的具体思路。
　　［关键词］　商业银行；开放型经济；转型升级；金融支持；江苏

　　［Abstract］ Centering on the structure adjustment and transformation of local economy, an issue is attracting more and more attention, which is how to strengthen the effect of commercial banks in furthering the development of local economy. By using Scientific Outlook on Development, Business Cycle Theory and modern financial resources allocation theory, the paper expounds the interaction relationship between the transformation towards an open economy and financial support, and analyzes the characteristics, developing trend of economic transformation of Jiangsu, a big province with open economy, and the factors restraining financial support. From the perspectives of the utilization of credit leverage, financial support and financial ecological environment, the paper puts forward that commercial banks should grasp the key point of　policy support for a healthy and rapid development of local economy, increase the credit disbursements, and accelerate innovation on financial service to provide multi-level and all-round support for the economic transformation and upgrade of Jiangsu towards open economy.
　　［Key words］ commercial bank；open economy；transformation and upgrade; financial support; Jiangsu province

　　中国大型商业银行个人征信客户异议处理探析
　　曾华　郑允弢

　　［摘要］　个人征信是我国社会信用体系建设的重要组成部分，是维持经济秩序、维护金融稳定的重要保障，也紧密关系到公民个人切身利益和征信机构声誉。作为个人信贷业务信息的主要提供者，大型商业银行应责无旁贷地做好客户服务和异议处理工作。本文从国内大型商业银行视角，分析了客户异议与人民银行、商业银行建设征信系统的因果关系；通过归纳客户异议的内涵和外延、总结客户异议处理特点，得出“大型商业银行异议处理效率必须依托健全、可持续性的外部环境和内部保障”的结论，希望为大型商业银行做好个人征信异议处理工作提供框架性思路。
　　［关键词］　商业银行；个人征信；信用报告；异议处理

　　［Abstract］ Personal credit information is a crucial component of Chinese social credit system., which do not only contribute to maintaining the economic order and financial stability, but also closely relate to citizens' immediate interests and the reputation of credit information institutions. As main providers of personal credit information, large commercial banks have responsibilities to provide customers with satisfying service, as well as properly dispose credit information disputes. From the perspective of large commercial banks in China, the paper analyzes the causality between customer's disputes and the credit information system of PBC and commercial banks. After summarizing customer dispute's connotation and denotation and the features of dispute settlement, the paper concludes that the disposal efficiency of large commercial banks on customer's disputes relies on a sound and sustainable external environment and internal safeguard system. This research may provide a reference for large commercial banks to improve dispute settlement.
　　［Key words］ commercial bank; personal credit information collection; credit report; dispute settlement

　　商业银行同业竞争情报工作机制研究
　　冯亚萍

　　［摘要］　当前，我国银行业体系架构呈现出“寡头主导，大、中、小金融机构共存”的竞争态势，大型商业银行须监测寡头竞争市场的经营环境、同业竞争对手动向以继续保持市场领先地位，中型股份制商业银行、地方性商业银行及其他类中小银行，亦须跟踪学习、跟进复制国有大型商业银行的业务创新技术及风险管理经验，从而达成银行业大、中、小机构的共赢局面。因此，国内商业银行应努力达成“知己”、“知彼”、“知环境”的同业竞争目标，构建银行同业竞争情报搜集及分析的渠道体系，确立同业竞争情报工作机制，以实现同业竞争中的先发优势，提升商业银行自身竞争水平。
　　［关键词］　商业银行；同业竞争；信息情报

　　［Abstract］ Nowadays, the competition in Chinese banking is characterized by the co-existence of small, medium and large financial institutions under the domination of oligarch banks. Large commercial banks must monitor the change of operating environment on the oligarchy market and activities of peers to maintain their leading roles. Medium-sized joint-stock commercial banks, local commercial banks and other small banks should learn from the experience of large ones in technology innovation and risk management to achieve the win-win. Therefore, to struggle for the goal of knowing yourself, knowing your rivals and knowing the environment, domestic commercial banks should construct the of intelligence collection and analysis and establish the working mechanism of competition intelligence to take advantage of the vanguard and improve their competence among peers.
　　［Key words］ commercial bank; intra-industry competition; intelligence

　　商业银行增强投行业务核心竞争力的对策研究
　　王中　卞英丹

　　［摘要］　商业银行发展投行业务不仅是防范经营风险、促进稳健经营的需要，也有利于培育核心竞争力，应对国际银行业竞争。我国商业银行投行业务近年来发展迅速，但过分依赖信贷资源，可持续发展面临较大风险。笔者认为，要实现商业银行投行业务可持续发展必须提升核心竞争力，而品牌是构成投行业务核心竞争力的核心因素，打造投行业务品牌的关键措施在于大力发展重组并购业务。商业银行开展重组并购业务具备客户、信息、资金及集成式服务等多种优势，通过重组并购业务打造卓越的投行业务品牌，有利于化解商业银行投行业务发展面临的风险，进而增强投行业务核心竞争力。
　　［关键词］　商业银行；投行业务；可持续发展；并购重组

　　［Abstract］ Developing Investment banking can satisfy the need of risk precaution and steady operation, as well as cultivate the core competence to face international competition. Although Chinese commercial banks' investment banking has been developing quickly in recent years, its sustainable development faces great uncertainty due to the over-reliance on credit resource. The paper argues that commercial banks must improve their core competence to achieve a sustainable development of investment banking. Brand is the core component of the competence of investment banking, and M&A business plays a pivotal role in forging the brand. Commercial banks possess many advantages in M&A business, such as customer information, funds and integrated service. Establishing brand reputation through M&A business will decrease commercial bank's risk in developing investment banking and enhance its core competence.
　　［Key words］ commercial banks; investment banking; sustainable development; merger and acquisition

　　我国商业银行服务营销文化战略体系的构想
　　朱　明　周伯林

　　［摘要］　我国各家银行多年来一直强调服务与营销，但鲜有将服务营销上升到文化和战略的高度来进行研究的。本文首先从西方商业银行服务营销文化的理论研究入手，揭示出未来服务营销文化的研究趋势。针对当前我国商业银行服务营销文化建设中存在的服务营销理念、市场细分和差异化营销、整体职能体系设置及关系营销、内部营销等方面问题，提出了我国商业银行应全面确立客户服务营销理念，构建差异化营销、整合营销、关系营销和内部营销等一系列服务营销文化战略体系的主要观点，从而解决我国商业银行服务中的营销文化战略缺失问题。
　　［关键词］　商业银行；服务营销；企业文化；服务营销文化

　　［Abstract］ Although Chinese commercial banks have been emphasizing service and marketing for many years, few of them approach this issue from a strategic point of view. Beginning with expounding theories about the service and marketing culture of western commercial banks, the paper points out the research trend in the future. In the course of establishing the service and marketing culture, Chinese commercial banks are facing a variety of problems, especially in the aspects of the notion of service and marketing, market segmentation, differentiated marketing, the setting of the overall function system, relationship marketing and internal marketing. Therefore, Chinese commercial banks should establish an enterprise-wide notion of customer service and marketing, and gradually set up a strategic system of service and marketing culture covering differentiated marketing, integrated marketing, relationship marketing and internal marketing.
　　［Key words］ commercial bank; service and marketing; enterprise culture; service and marketing culture

　　中小企业融资与中小银行的发展
　　张格

　　［摘要］　中小企业具有的信息模糊性会限制大银行的规模优势，凸显中小银行对中小企业的贷款优势。在发展中小银行机构及缓解中小企业融资方面，美日两国形成了不同的成功范例。日本通过成立种类繁多、宗旨各异的中小金融机构，直接满足不同类型中小企业的融资需求；美国则主要通过强化对中小银行机构的竞争激励和风险监管，有效撬动其对中小企业的贷款投入。为此，我国应建立多样化的金融机构和多层次的金融市场；在微观层面上，我国中小银行机构应努力发挥特有的信息挖掘优势，提升风险管理水平，积极探索业务创新之道。
　　［关键词］　中小企业；中小银行；贷款偏好；风险管理；产品创新

　　［Abstract］ Generally, small and medium enterprises (SMEs) are fairly opaque, and their information deficiency obstructs the scale advantage of large banks. In contrast, small and medium banks (SMBs) possess an inherent edge in loaning for SMEs. Though differing in modes, both Japan and USA have achieved a lot of successful experience in developing SMBs to facilitate the financing of SMEs. Japan has set up various small and medium financial institutions with different aims to provide financing services directly to the target SMEs. USA effectively increases loans to SMEs by enhancing both competition among SMBs and risk supervision. Learning from their experience, China should establish a financial market with multi-levels and various financial institutions. Moreover, SMBs should make full use of their information advantage to improve their risk management and actively explore more business innovation.
　　［Key words］ small and medium enterprise; small and medium bank; loan preference; risk management; product innovation

　　商业银行人权政策框架研究
　　冯守尊

　　［摘要］　国际法和国际判例业已承认，金融机构具有人权义务和责任。本文致力于为商业银行未来人权政策体系建设搭建一个切实可行的框架，为此，本文在阐明商业银行制订人权政策的必要性与可行性基础上，结合有关的国际条约和国际惯例，界定出商业银行制订人权政策的最佳国际标准，并根据银行业监察组织关于商业银行现行人权政策的调查情况，分析概括出目前人权政策并未引起商业银行的普遍重视，部分银行的政策依据不符合国际最佳标准。最后，本文提出商业银行应在遵循《商业人权规范》的前提下，结合自身特点制定人权政策，执行必要的配套措施。
　　［关键词］　人权政策；共谋行为；赤道原则；《商业人权规范》

　　［Abstract］ International law and conventions have committed that financial institutions should assume human rights and responsibilities. In order to design a practical framework for commercial bank's human rights policy, this paper clarifies the necessity and feasibility for commercial banks to draft human-rights policy. Furthermore, drawing references from the international treaties and provisions, the paper defines the best international criteria for the human rights policy. According to the survey of BankTrack on the current application of commercial banks to human rights policy, the paper points out that human rights policy has not attracted commercial banks' extensive attention, and some banks' policies fail to meet the requirement of the best international criteria. Finally, the paper proposes that commercial banks should formulate feasible human rights policies that conform to Commercial Human Rights Norms, as well as implement necessary supporting measures.
　　［Key words］ human rights policy; conspiracy; the Equator Principles; Commercial Human Rights Norms

　　汽车消费信贷发展历程及当前的策略分析——基于工商银行北京分行的调研情况
　　总行实习小组

　　［摘要］　我国汽车消费信贷业务在发展过程中大起大落，曾产生了较大比例的不良资产，这主要是征信体系和抵押登记制度不完善、第三方风险转嫁和资信调查存在问题及内部管理等多方面的因素所致。当前银行内外环境的改变为重新力推汽车消费信贷业务提供了良机，本文认为，商业银行在此过程中仍需采取细分市场，实行差异化信贷政策；整合营销渠道，树立品牌形象；将个人信用评分模型应用于客户信用评价；完善汽车贷款责任追究制度；创新产品流程以及建立汽车价格信息采集网络等多项措施以防范风险。
　　［关键词］　商业银行；汽车消费；消费贷款；个人金融业务

　　［Abstract］ Chinese auto consumption credit business once experienced sharp fluctuations, which resulted in a host of non-performing assets for commercial banks. Such consequence should be blamed to many factors, such as imperfect credit information system and collateral registration system, problems in third-party risk transfer, inadequate credit investigation and unsound internal management of banks. The changes in external and internal conditions now provide a nice opportunity for commercial banks to develop this business again, so the author proposes the following suggestions for commercial banks: (1) segmenting the market and fulfilling differentiated credit policies;　(2) integrating marketing to build the image of brand; (3) applying the personal credit assessment model to evaluate customer's credit status; (4) improving the rules on accountability investigation; (5) innovating the business process and establishing auto price information collection system to guard against risks.
　　［Key words］ commercial bank; auto consumption; consumption loan; personal banking

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