试论农业发展银行信贷资产风险及其防范

农业发展银行的信贷管理既要体现国家对粮食购销政策的要求,又必须符合一般银行运作的基本规律。该文联系本省实际,探讨当前农发行信贷资产存在的政策性、市场性和管理上的风险成因及其防范对策。     

信贷公证防范风险

实行信贷公证，通过国家公证机关为金融机构提供法律服务，是防范、降低……     

论非信贷资产管理及风险防范

所谓非信贷资产，根据银监会的规范提法，是指在银行资产负债表中除信贷资产以外的其余全部表内资产，这些资产一律统称为“非信贷资产”。因此，非信贷资产是商业银行总资产的有机组成部分，而非信贷资产的管理和风险防范也已成为商业银行经营管理的重要内容。去年以来，以银监会对四大国有银行非信贷资产管理的专项检查为标志，各银行纷纷加强对非信贷资产的管理，特别是为了加快股份制改革和上市步伐，相继加大对损失类非信贷资产的拨备核销力度，加快非信贷不良资产的清理处置步伐，提升非信贷资产质量。     

加强信贷档案管理 防范信贷资产风险

信贷档案是银行业务发展业绩的呈现,是出现信贷资产风险时的有力证据,加强信贷管理有利于防范信贷资产风险的作用。因此银行业务人员必须持有积极的观念、高度的责任感,必须要重视绩效考核、重视服务意识,共同提高信贷档案管理水平。     

论防范金融诈骗与降低银行业务经营风险

商业银行在经营中面临众多的风险 ,其中金融诈骗对银行正常业务经营造成的风险也不容忽视。本文简要介绍了金融诈骗的种类、分析了案件发生的原因 ,重点叙述了不法分子常用的诈骗手段和银行有效防范金融诈骗应采取的措施。     

On measuring credit risks of derivative instruments

This paper critically reviews current practices for measuring credit risks of derivative instruments. It argues that there are two major problems with the standard measurement approach. First, it uses models of the stoachstic behavior of finanacial variables while ignoring both their inherent oversimplification and the uncertainty in their parameters. Second, it ignores the correlations among exposures in derivative intruments and the probabilities of countrypartly default. This paper deomonstrates that these practices can produce large errors in the estimation of distribution of both future credit exposures and future credit losses.     

Evaluating corporate credit risks in emerging markets

Corporate leverage among emerging market firms went up considerably after the 2007–09 Global Financial Crisis (GFC). We investigate how the increased emerging market corporate leverage in the post-GFC period (2010–15) impacted the underlying credit risk, compared to the pre-GFC (2002–2006) and GFC (2007–09) periods. Using firm-level credit risk, financial, and balance sheet data for 350 firms in 23 emerging markets, we find that leverage growth leads to a significant increase in corporate credit default swap (CDS) spreads only in the post-GFC period, and the incremental effect is mainly evident among risky firms (firms with high leverage and idiosyncratic volatility). In contrast, emerging market CDS spreads during the GFC period are mainly driven by global market risk factors. The post-GFC corporate debt vulnerability is mitigated for high growth prospect firms and firms domiciled in countries with high net capital inflows and superior governance. While corporate leverage growth impacts aggregate corporate credit risk, there is no evidence that it increases sovereign credit risk. Our paper contributes to the recent literature on potential sources of default risk in emerging markets.     

论网上银行交易的风险与防范

本文从六个方面论述了商业银行网上银行在线交易的风险,分析了风险产生的原因和防范风险应该采取的对策和措施     

On the determinants of bank interest margins under credit and interest rate risks

This paper explores the determinants of optimal bank interest margins based on a simple firm-theoretical model under multiple sources of uncertainty and risk aversion. The model demonstrates how cost, regulation, credit risk and interest rate risk conditions jointly determine the optimal bank interest margin decision. We find that the bank interest margin is positively related to the bank's market power, to the operating costs, to the degree of credit risk, and to the degree of interest rate risk. An increase in the bank's equity capital has a negative effect on the spread when the bank faces little interest rate risk. The effect of rising interbank market rate on the spread is ambiguous and depends on the net position of the bank in the interbank market. Our findings provide alternative explanations for the empirical evidence concerning bank spread behavior.     

Understanding liquidity and credit risks in the financial crisis

This paper develops a structured dynamic factor model for the spreads between London Interbank Offered Rate (LIBOR) and overnight index swap (OIS) rates for a panel of banks. Our model involves latent factors which reflect liquidity and credit risk. Our empirical results show that surges in the short term LIBOR-OIS spreads during the 2007-2009 financial crisis were largely driven by liquidity risk. However, credit risk played a more significant role in the longer term (twelve-month) LIBOR-OIS spread. The liquidity risk factors are more volatile than the credit risk factor. Most of the familiar events in the financial crisis are linked more to movements in liquidity risk than credit risk.     

论无船承运人的信用风险及其规避方法

无船承运业务经营者,又名无船承运人(NVOCC),是国际货运代理经营者之一。无船承运人具有承运人和托运人双重身份,这使得其在整个操作流程中,包括合同的签订、单证的制作、费用的收付等方面都存在信用风险。明确自身的信用风险,研究规避风险的方法对规范无船承运人的操作,对降低无船承运人的经营成本具有重要意义。目前业界对无船承运人信用风险的研究还较少,本文试从无船承运人的角度来论述自身面对的信用风险及探讨其在业务流程中规避风险的方法。     

浅析信用证融资中的银行风险问题

信用证作为一种国际贸易融资和结算手段,有效地解决了国际贸易中进出口双方互不信任的问题,但同时也由于自身的缺陷对银行造成了很大的融资风险.当前银行实务和国际贸易实践中,利用信用证诈骗银行资金的案件越来越多,涉案金额也越来越大.因此,必须对信用证融资中银行风险形成的原因、类型和和防范等内容进行研究,从而为银行信用证融资业务的开展和国际贸易的顺利提供可靠保障.     

浅议事业法人客户信贷风险防范

事业法人是指以社会公益为目的 ,由国家机关举办或者其他组织利用国有资产举办的 ,依法取得法人资格的 ,从事教育、科技、文化、卫生等活动的社会服务组织。长期以来 ,事业单位的基本建设、事业发展和管理模式 ,是由各级财政投资建设并核拨运转所需经费 ,主管部门直接进行管理的模式。随着社会主义市场经济体制的逐步建立和完善 ,事业单位的内外部环境发生了很大的变化 ,事业单位逐步向与市场经济体制相适应的方向转变 ,教育、卫生、科研机构等管理体制 ,不断改革并逐步深化。国内各大商业银行在此变革中 ,根据各自的战略和资源纷纷锁定本行…     

风险调整后的资本收益率在我国商业银行信用风险管理中的应用研究

本文重点对风险调整后的资本收益率理论在我国商业银行的应用进行了研究。阐述了该理论的应用条件以及在当前我国部分商业银行已取得内部评级法阶段性研究成果但相关资本管理制度尚不健全的条件下如何从单个客户入手实现风险一收益平衡的管理模式,并论述了这一管理模式将给我国商业银行信用风险管理带来的深刻变革。