信用风险:新世纪金融市场的重大挑战

Credit Risk: the Great Challenge to Financial Market in New Era

信用风险已经成为当代金融市场的重要风险之一 ,其主要表现为全球债务规模急剧扩张、作为信用主体的商业银行危机四伏、金融衍生品交易快速膨胀带来的巨大不确定性。此外 ,新的债务主体不断增加、新的金融交易品种不断推出等都使得整个社会的信用风险增大了。在这样的金融环境下 ,需要我们对信用风险的测度与管理重新进行定位 ,以防范信用风险 。

The credit risk has become one of the significant risks in the present financial Market; (2) It features the rapid augmentation of global deft, mainstocke of credit, the commercial banks meet with a situation of lurking risk, and the rapid swell of financial derivative market with unexpectable instability. (3) Furthermore, the increasing of debt entities and the continuously presenting of new varieties of financial transaction will effect the sense of credit risk to the society as a whole. (4) Under this financial circumstance, a new risk credit measurement and management should be taken into account so as to take strict precaution ensuring a rapid and healthy development of economy and finance.