内部评级法与我国商业银行信用风险管理

IRB Approach and Credit Risk Management in China Commercial Bank

从上世纪九十年代中后期开始,我国商业银行的信用风险管理工作取得了一定的成绩。但是,还存在着很多的问题,诸如信用风险管理的技术还很不成熟、没有严格意义上的独立的风险管理部门和专职的风险经理来管理信用风险、并独立承担风险管理职责等,与内部评级法的要求存在较大的差距。为适应《巴塞尔新资本协议》中内部评级法的要求、加强信用风险管理能力,我国的商业银行应努力做好数据库的建设、信用风险模型的开发、加快金融改革,为信用衍生产品的推出创造良好的环境。

Since1990s when the Credit Risk Management of China Commercial Banks have made great achievements, there have existed many problems in this field. For instance, there is no mature risk management techniques and no independent risk management department and full time risk manager that can manage the credit risk and shoulder the responsibility of risk management independently. So the gap between China's present ability and the requirement of IRB is very big. In order to adapt the IRB requirement of BaselⅡand to improve the ability of credit risk management, China commercial banks has to manage to establish a data base, develop credit risk model, speed up financial reform and create a good environment for credit derivatives market.