商业银行表外业务信用风险管理研究

Research of Credit Risk Management of Commercial Bank Off -Balance Sheet Activities

对商业银行表内业务信用风险的管理,目前国际上有许多成熟的成果。但最近,商业银行表外业务占据了越来越重要的地位,其风险管理也引起了关注。本文论述了表外业务具有高杠杆性等特点,当今国外表外业务迅猛发展势头及我国的表外业务现状,说明加强对表外业务信用风险管理的必要性。文章引介了两种度量表外业务信用风险度量的方法:BIS模型和信用风险度量术,最后对这两种方法进行了实例分析。

There are lots of mature fruit about balance sheet of commercial bank credit risk management, recently the business of off-balance sheet has played a more and more important role .In this article the high-level feature of off-balance sheet and trend of its development is described, which indicates the necessity of risk management. The two-risk metric of off-balance sheet activities is introduced. I.e. BIS rule and risk metrics .In the end we explain these methods by two examples.