现代商业银行信用风险转移策略研究

The credit risk transfer strategies on the modern commercial bank

信用风险是金融市场最古老的风险类型,风险转嫁、分散等转移策略一直是信用风险管理的重要手段。随着对信用风险重视程度的提高及信用风险的可计量与可交易,信用风险转移策略更加多样化,在信用风险管理中的地位也愈加显著。可按照信用风险转移和信用风险拒绝来划分信用风险管理方法,针对信用风险的范畴把转移策略分为传统的和现代的两类。目前信用风险转移中需要注意正确认识信用风险转移等问题。

Credit risk is the oldest kind of risk in the financial market.Transfer strategies such as risk transfer and decentralization have always been the important means of managing credit risk.With more importance attached to the credit risk and its calculability & exchange,transfer strategies are becoming more diversified and also more prominent in credit risk management.Different management methods can be adopted according to credit risk transfer and credit risk rejection.There are traditional and contemporary strategies of credit risk transfer based on the definition of credit risk transfer and its evolution.The specific strategies,including insurance,asset securitization and credit derivatives,are described and analyzed in detail,and some suggestions about credit risk transfer are brought forward,which will be valuable for commercial bank's credit risk management in theory and practice.