信用风险模型的新发展与商业银行风险管理

New Development of Credit Risk Models and Risk Management of Commercial Bank

信用风险是商业银行面临的主要风险之一,其直接影响商业银行持续经营的能力。《新巴塞尔资本协议》鼓励商业银行在进行信用风险管理时更多地使用内部模型,这意味着建立有效的信用风险模型应成为商业银行的重要任务。中国银行业要健康、稳定地发展,需要借鉴西方信用风险模型,对风险进行科学管理。

Credit risk is one of the main risks of commercial banks that will affect the banks＇ ability of sustainable operation. New Basel Accords encourages commercial banks to use more internal model to manage credit risk, which means it is crucial for the commercial banks to establish effective credit risk models. If Chinese bank want to obtain a healthy, stably development, they need use credit risk models in the western countries for reference to carry on the scientific management to the risk.