我国商业银行信贷评价预警体系的构建

近年来，强化信贷管理、加大监控力度、有效控制和降低信贷风险，已成为我国银行业面临的共同任务。控制和降低信贷风险的前提是准确的判断风险、监测风险。本文在综合分析国内商业银行现行主要统计指标的基础上，从各指标的内在联系出发，构建信贷评价预警指标体系（包括综合评价体系和风险预警体系），作为定量分析工具，为信贷决策提供支持，以期推动信贷管理的科学化和规范化，提高银行的适时、动态监测的水平，增强信贷抗风险能力和预警能力。本文的一个重要目的就是试图通过构建这样的指标体系提高挖掘利用基础数据的水平，而且指标体系的计算本身可以通过计算机很方便地实现。     

试论我国商业银行信贷风险预警系统的建立

信贷风险是商业银行所有业务风险中最主要的风险,有效防控风险的前提是进行准确的风险识别,做出合理的风险分析并及时预警.本文借鉴国内外商业银行信贷风险防范的经验与成果,针对国内商业银行经营管理模式和经营环境,提出适应本国银行发展需求的、以核心指标和辅助指标构成的信贷风险预警指标体系,拟采用层次分析法(AHP)和本征向量法(TE)作为构建风险预警模型的算法,建立适应国情并且顺应现代化银行发展趋势的新型商业银行信贷风险预警系统.通过构建商业银行信贷风险预警系统对信贷风险进行监测和分析,将有效控制和降低信贷风险.     

试论我国商业银行信贷风险预警系统的建立

信贷风险是商业银行所有业务风险中最主要的风险，有效防控风险的前提是进行准确的风险识别．做出合理的风险分析并及时预警。本文借鉴国内外商业银行信贷风险防范的经验与成果，针对国内商业银行经营管理模式和经营环境．提出适应本国银行发展需求的、以核心指标和辅助指标构成的信贷风险预警指标体系．拟采用层次分析法(AHP)和本征向量法(TE)作为构建风险预警模型的算法，建立适应国情并且顺应现代化银行发展趋势的新型商业银行信贷风险预警系统。通过构建商业银行信贷风险预警系统对信贷风险进行监测和分析．将有效控制和降低信贷风险。     

浅谈如何构建商业银行信贷风险的预警体系

风险预警在商业银行信贷风险管理中的作用不容忽视.根据大量经验表明,信贷经营过程中风险隐患发现得越早,其造成的损失率就越低.本文试图通过分析信贷风险预警的必要性,构建科学的信贷风险预警系统,建立信贷风险预警模型.     

适应宏观调控要求严防行业信贷风险

防范和控制行业信贷风险是商业银行信贷管理的一项重要内容。由于工商银行信贷总量大,市场占比高,与国家的宏观经济政策和宏观经济走势密切相关,国民经济的运行态势将直接影响其信贷资产的质量。经济运行的轨迹是不均衡的,而经济运行的任何波动都有可能引发银行信贷对某一或某些行业的过度扩张或过度收缩,正是这种周期性的交替通常成为行业性信贷风险形成的重要原因。因此对工商银行来说,建立行业信贷分析体系,制定有进有退、积极灵敏的行业信贷政策,监控和预警行业信贷风险,实施有效的行业信贷管理,对提高防范和控制信贷风险的能力,具有十…     

如何加强信贷风险管控

改进信贷管理方法，提高信贷风险管理技术水平。建立和完善信贷风险的预警监控机制。强化信贷业务的内部稽核工作，转变稽核职能。建立统一授信业务风险管理机制。客户信用等级评判应当综合考虑客户守信程度、财务风险程度和经营风险程度三个层次因素，最大限度地揭示信贷客户的财务风险程度、     

浅谈信贷担保风险点及防范

信贷担保管理是商业银行信贷风险控制的关键一环,是信贷债权安全的重要保证。本文针对担保管理中存在的具体风险点进行剖析,勾勒出主要风险架构,并对建立和完善立体有效的担保体系提出建议,希望帮助化解降低担保风险,实现信贷管理的良性可持续发展。     

试论农村信用社的信贷风险的防范

农村信用社的信贷风险较大,成因很多,当前可以从建立信贷风险控制的文化氛围,构建信贷风险评估-预警体系,完善信贷审批-监督制度,建立责任制度,实施信贷独立审批人制度等方面来进行风险防范。     

试论农村信用社的信贷风险的防范

农村信用社的信贷风险较大,成因很多,当前可以从建立信贷风险控制的文化氛围,构建信贷风险评估-预警体系,完善信贷审批-监督制度,建立责任制度,实施信贷独立审批人制度等方面来进行风险防范。     

信贷指数编制方法及应用研究——以绍兴为实例

本文研究运用统计指数的基本原理,构建了一个"信贷指教体系",以反映表内贷款和表外其他信贷品种的综合变动情况,反映银行信贷品种问替代与反替代情况,反映信贷资源在不同地区、不同行业、不同规模企业之间的配置情况及变化,并通过连续的跟踪监测,对潜在的信贷风险进行预警,进而为上级行和地方政府调整政策、优化信贷资源配置、化解信贷风险等提供参考.     

SIGNIFICANT DEVELOPMENTS IN MOTOR INSURANCE IN THAILAND

ABSTRACT: The 1990s saw rapid economic growth in Thailand. Motor insurance grew enormously, becoming the biggest income earner for total general business (both for the whole industry and for many individual companies). Cash flow underwriting seemed to be the recipe for success in a competitive market.
The agency distribution system for motor insurance in Thailand is almost wholly controlled by finance companies and banks, which expect a high rate of commission. Their delay in paying over the premiums to the insurers created bad-debt problems after the 1997 economic crash, when the government closed many of these financing companies. This also meant an end to the motor insurance boom, with a decrease in premium income and a reduction in investment returns and assets, thus threatening solvency margins.
Earlier in the decade, in 1993, there was the introduction of compulsory third-party insurance, followed by the establishment by the government of provincial bureaus to help these third-party claimants. And in 2000, just in time for the next wave of economic growth, a new rating system has been introduced to bring sophistication to the basic process of evaluating and pricing different risks, though still within a government tariff system. Liberalization is coming, in stages, and the industry is making changes so as to be in a fit state to cope with the increased competition and opportunities that this liberalization will bring.
Like all setbacks, the crash of 1997 was an opportunity for Thai motor insurers to examine the fundamentals of their business and plan to increase their professionalism. Some are already well on the way to high-quality service, meeting ISO 9002 standards, and have begun Internet trading.     

LATEST DEVELOPMENTS IN LOCAL GOVERNMENT ACCOUNTING IN SPAIN

This paper provides an analysis of the present situation concerning local government accounting in Spain following recent reforms introduced in the early nineties. It presents a picture of the main features of Spanish local finance—budgeting and accounting, the measurement focus, and the basis of accounting—and analyses the financial reporting system adopted by Spanish municipalities. This is followed by a critical review of several weak points in the reform which in the author's view will encourage further developments.     

在商海中培养,由市场中造就--建立面向市场的金融人才队伍的思考

"未来市场中的稀缺资源不再是资本,而是优秀的人才."美国企管界大师史考特·派瑞博士如是说. 金融改革除体制、机制等结构或政策性改革的重要性外,人的把这部分网点的得关注与探讨.竞争已不单单表现在金融产品、市场份额、服务质量等方面,更突出的表现在对人才资源争夺上.     

CHANGES IN POVERTY AND INEQUALITY IN DEVELOPING COUNTRIES

This paper presents new data on poverty, inequality, and growthin those developing countries of the world for which the requisitestatistics are available. Eco-nomic growth is found generallybut not always to reduce poverty. Growth, however, is foundto have very little to do with income inequality. Thus the "economiclaws" linking the rate of growth and the distribution of benefitsreceive only very tenuous empirical support here.      

REGULARITIES IN THE VARIATION OF SKEWNESS IN ASSET RETURNS

This paper documents regularities in the comparative skewness characteristics across several classes of assets and over time. We find smaller capitalized stock indices are more negatively skewed than larger stock indices. Over time, the skewness of stock indices follows a business-cycle-related variation. Skewness is more negative during economic upturns and less negative, even positive, during downturns. Three alternative methods for testing the statistical significance of skewness and for making confidence interval estimates of skewness are presented. These include a bootstrap methodology and a test that allows for nonindependent observations.     

CORRELATED BEHAVIOR IN LIMIT ORDER CANCELLATIONS,COMOVEMENT IN ASSET RETURNS,AND COMMONALITY IN LIQUIDITY

We examine whether there is common behavior in limit order cancellation activity, that is, commonality in cancellation activity, on U.S. exchanges. We then examine whether this commonality in cancellation activity is associated with increased levels of return comovement and commonality in liquidity. We document strong evidence of limit order traders exhibiting exchange, industry, marketwide, and stock-level commonality with regard to cancellation activity, which is consistent with limit order traders exhibiting correlated trading behavior. We also find that this correlated behavior in cancellation activity is associated with increased levels of return comovement and commonality in liquidity.