基于贷款交易业务模式创新的信贷资产组合管理研究

Credit Portfolio Management Based on Mechanism Innovation of Loan Trade Business

信贷资产组合管理机制的发展可有效地转移和降低银行传统经营模式下所独自承受的信用风险,通过信用产品交易拓展银行的经营领域,增加银行的整体竞争力和收益,成为促进银行发展的重要因素。德意志银行的经验表明,国际领先商业银行信贷资产组合管理机制创新提高了其风险防范和管理能力。中国商业银行在信贷资产组合管理机制创新方面已有初步的探索和研究,但还需要借鉴国际经验和工具,以贷款交易为基础逐步形成信贷资产组合管理机制,其具体模式可以从基础的交易产品开始,包括贷款参与、贷款更新与贷款转让。

The development of credit portfolio management can effectively transfer and decrease the credit risk, which has to be shouldered solely by commercial bank under the traditional operating pattern. By expanding bank＇s operating domain and improving the competitiveness and income, credit product trade becomes the essential factor to further bank＇s development. The experience of Deutsche Bank shows that the mechanism innovation of credit portfolio management in international leading commercial banks could enhance their risk precaution and management capability. Chinese commercial banks have made preliminary explore on the mechanism innovation of credit portfolio management, but they still need to learn from international experience and tools to establish themselves credit portfolio management mechanism on the basis of loan trade. The exact pattern can begin with the basic tradable products and gradually cover loan participation, loan update and loan assignmeat.