信用风险与国有商业银行稳定

Credit Risk and the Stability of Commercial Bank State-owned

信用风险是国有商业银行面临的重要风险,在我国,它与不良贷款的形成有着密切的联系。因而,信用风险管理成为风险管理中关键性的因素之一,其有效与否直接关系到国有商业银行的稳定与发展。我国国有商业银行信用风险的形成有着独特的体制性的根源,本文运用预算软约束理论对其信用风险成因进行分析。鉴于我国国有商业银行在信用风险管理方面的缺陷,本文又提出了一些政策建议。

Credit risk is an important risk that state-owned commercial banks face. In china, there is a close relationship between credit risk and bad loans. Therefore, the management of credit risk becomes one of the crucial factors of risk management, which will affect the stabilization and the development of state-owned commercial banks. In china, the formation of the credit risk has unique regime reasons. In this paper, we analyze the reasons of credit risk by the theory of Soft Budget Constraints. We also give some advises to make up the shortage of the management of credit risk.