摘要
信贷项目风险评估已逐渐成为商业银行信贷管理的一项核心内容,对商业银行业务发展与风险控制的平衡具有重要作用。本文指出了巴塞尔预期损失模型在国内商业银行运用中存在的问题以及传统商业银行信贷项目风险评估风险集的缺陷,设计了可用于商业银行信贷项目风险评估的风险矩阵,探讨了国内商业银行运用风险矩阵方法进行信贷项目风险评估的关键方法体系,给出了国内商业银行基于风险矩阵的信贷项目风险评估流程。
The loaning program risk assessment is becoming one of the key processes in the bank credit risk management system, which plays an important role in the balance of the business development and risk control of commercial banks. The paper points out the problem of applying the Bassell anticipating loss model in the commercial banks in China and the default of the traditional risk mass of the risk assessment of loaning program in commercial banks. The paper designs the risk matrix to be applied in loaning program risk assessment field, exploring the key way of the commercial banks in China to apply the risk matrix to assess the risks of loaning program. Then the paper offers the new procedure of risk matrix-based risk assessment of loaning program by commercial banks in China.
出处
《财经研究》
CSSCI
北大核心
2004年第2期34-40,共7页
Journal of Finance and Economics
基金
国家自然科学基金重大课题项目(59990470 4)
国家自然科学基金海外杰出基金B类资助项目(70028102)
关键词
预期损失模型
风险矩阵
银行信贷
风险评估
anticipating loss model
risk matrix
bank loaning
risk assessment
