我国银行间市场信用风险管理研究

现代组合管理理论在金融领域里的重要发展是收集、处理、解释数据能力的增强。随着商业银行业务发展和世界各国金融监管的演进,商业银行已经或正在开发信用风险评估模型和系统,并在信贷、交易等业务领域的不断验证中加以修正,为商业银行的业务发展和风险控制发挥着越来越重要的作用。本文归纳总结了信用评估机构在银行信用风险计量方面的相关理论依据和基本做法,并对银行间市场完善信用评估提出了具体建议。

Credit Risk Management Study on China's Interbank Market

The important development of modern combined management theory in financial field is the improvement of data collection,disposal and explanation abilities. With the development of commercial banks' business and the evolvement of worldwide financial supervision,credit risk evaluation models and systems are developed or have been finished,and are modified in credit and transaction field,and play more and more important role in business development and risk control of commercial banks. In this paper,we summari...