信用集中风险研究新进展

历史经验显示,信用集中风险是造成银行危机的一个主要原因,因此,在目前我国信贷快速膨胀、信用集中风险显著加剧的背景下,急需加强对我国商业银行信用集中风险的研究.然而,目前国内研究仍停留于定性分析阶段.鉴于此,本文从信用集中风险的监管要求,信用集中风险测量的理论分析和实证研究三方面对国外信用集中风险及经济资本测度模型的研究进行了述评,以期为提高我国商业银行信用集中风险的测量水平,构建与BasPl Ⅱ一致条件下的经济资本测度模型,从而为提高我国商业银行的信用风险管理能力提供一定的参考.

New Progress of the Study in Credit Concentration Risk

Historical experience shows that the credit concentration risk has been one of the major reasons causing bank crisis.We should strengthen the research of the credit concentration risk in Chinese commercial banks urgently on the background of now rapid credit expanding and notable credit concentration risk aggravating.However,the research of credit concentration risk in China still stays on qualitative analysis stage.This paper offers a review for foreign study of credit concentration risk and model for meas...