试论我国商业银行信贷风险预警系统的建立

On Establishing a Credit Risk Pre-Warning System by Our Commercial Banks

信贷风险是商业银行所有业务风险中最主要的风险,有效防控风险的前提是进行准确的风险识别,做出合理的风险分析并及时预警。本文借鉴国内外商业银行信贷风险防范的经验与成果,针对国内商业银行经营管理模式和经营环境,提出适应本国银行发展需求的、以核心指标和辅助指标构成的信贷风险预警指标体系,拟采用层次分析法(AHP)和本征向量法(TE)作为构建风险预警模型的算法,建立适应国情并且顺应现代化银行发展趋势的新型商业银行信贷风险预警系统。通过构建商业银行信贷风险预警系统对信贷风险进行监测和分析,将有效控制和降低信贷风险。

Of all business risks faced by commercial banks, credit risk is a major one. Effective risk aversion is preconditioned on correct identification, reasonable analysis and timely warning of risks. Based on experience and results in credit risk control by domestic and overseas commercial banks, a pre-warning indicator system against credit risk that gives due consideration to the current management model and operation environment of domestic commercial banks is proposed. The system is composed of core indicators supplemented by auxiliary indicators and caters to the demand for development by domestic banks. By using AHP and TE as the calculating method in setting up a risk pre-warning model, a new-type credit risk pre-warning system of commercial banks is established, which is geared to China?蒺s conditions and in keeping with the development trend of modernized banks. Through this pre-warning system, credit risks can be supervised and analyzed and consequently be effectively controlled and reduced.