摘要
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予以调整。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。
The credit risk quantitative management affecting the credit risk into full account, making system is centered with internal rating method. It takes the factors use of measurement service provided by credit risk analysis interface to identify and control the risk in each business sub - systems. It＇s compulsory for commercial banks in China to establish credit risk quantitative models adaptable to their customers, business and strategy, and make necesseny adjustment along with the environmental variety and experience accumulated. It＇s necessary for the banks in enacting credit risk quantitative management system to perfect organizational structure of risk control, to foster good credit culture, to set up an efficient risk report procedure and credit loan portfolio management, putting accrual system and incentive mechanism into effect, perfecting internal control system.
出处
《河南金融管理干部学院学报》
2007年第1期76-80,共5页
Journal of Henan College of Financial Management Cadres
关键词
商业银行
信用风险
量化管理体系
commercial bank
credit risk
quantitative management system
