商业银行信用风险量化管理体系研究

信用风险量化管理体系以内部评级法为核心,充分考虑影响信用风险的各种因素,利用风险分析平台提供的分析度量服务在各业务子系统中进行风险识别和控制。我国商业银行应从自身实际情况出发,建立与本行客户、业务和战略相适应的信用风险量化模型,并随着环境的变化和经验的积累调整风险评价模型。信用风险量化管理体系的实施需要银行健全风险控制的组织架构,培育良好的信用文化,构建有效的风险报告流程和信贷组合管理,落实权责制度和激励约束机制,完善内部控制制度。

Research on Quantitative Management Systems for Credit Risk in Commercial Banks

Quantitative management systems for credit risk with Internal Rating-Based Approach as its core content. It includes various factors which influence the credit risk, use analysis measurement service which provided by risk analysis platform to identify and control risk in each business sub-system. Our commercial banks should according to actual circumstance, establish credit risk quantitative model adapt to their clients, business and strategy, and adjust the model along with the changing environment and increasing experience. Implement of quantitative management systems for credit risk need commercial banks improve the framework of risk-control, cultivate well credit culture, construct effective risk report flow and credit portfolio management, carry out power-duty system and inspirit-restrict mechanism, improve internal control system.