中国商业银行国别风险与管理研究

A Study of Country Risk and Risk Management of China’s Commercial Banks

随着我国商业银行跨国经营的开展,越来越多的业务受到国别风险的影响。国别风险与商业银行从事国内业务时遇到的一般风险有显著区别,表现形式更加复杂与多样,它将降低跨国投资的预期收益,并且沿着债务链迅速传导到世界其他国家。国别风险的出现对商业银行的风险管理提出了更高的要求,商业银行必须有效识别、准确评估国别风险,设定国别风险限额,维护敞口计量模型和评级模型,根据国别风险的变化及时调整模型,对客户给予风险提示和预警,依据客户所在国家、客户类型、所属行业、信用等级、客户规模等因素制定不同类型客户的准入标准。

As China＇s commercial banks gradually carry out cross-border operations, more and more business is subject to country risk.Country risk is obviously different from the risk of commercial bank＇s domestic business and its forms are more complex and diverse. It will reduce the expected return of cross-border investment and transmit to the rest of the world along the chain of debt. The emergence of country risk calls for higher requirements for risk management of commercial banks. Commer- cial banks must effectively identify and accurately assess country risk, set country risk limit, maintain exposure measurement model and rating model, adjust the models according to the change of country risk in time, remind customers about the risk, set access standards for different types of customers according to country, customer type, industry, credit grade, customer size and other factors.