中国银行业构建现代信用风险管理模式的思考

Thinking About Construction of Chinese Banks' Modern Credit Risk Management

针对信用风险的复杂特征,按照比较完善的市场风险管理模型方法可以构建现代信用风险管理模型。同时,在信息系统和内部风险评级逐步完善、信用衍生工具广泛使用的前提下,可以引入现代资产组合管理理论的思想、方法与技术,实施信用风险管理的资产组合管理方法,进而实现现代信用风险管理。重点研究现代信用风险管理的一般模式,并在此模式下,探讨中国实际背景下银行业的战略选择问题,指出完善信息管理信息系统和内部评级体系以及进一步研究信用衍生工具等金融创新的具体思路。

Banks may construct credit risk management model according to more complete market risk management model to solve complicated character of credit risk.At the same time,banks may apply asset portfolio management of credit risk management under more and more application of credit derivatives and improvement of internal rating-based approach and information system.Furthermore,banks may achieve modern credit risk manag ement.The thesis supplies the general mode of modern credit risk management,and study strategic selection of Chinese banking industry under the practical condition.Furthermore,we take a detailed method to improve information system and internal rating-based approach,and do research about credit derivatives in China.