金融工程对我国国有银行信用风险管理的启示

Enlightenment of Financial Engineering on Credit Risk Management of Chinese State-owned Banks

多年来信用风险都是各国银行所面临的主要风险 ,由于历史的原因我国国有银行的信用风险管理问题显得更为突出。针对国有银行信用风险管理现状 ,引入最新的金融工程的方法和理念 。

This paper analyzes the credit risk management problems that state-owned banks has faced, then focuses on the introduction of financial engineering methods and thearies. Finally several plans of settling problems by applying financial engineering are proposed for discussion.