摘要
信用风险一直是商业银行管理的热点和难点,在对国外商业银行信用风险管理的主要方法进行详细比较分析的基础上,探讨了我国商业银行信用风险管理方法,构建了相应的信用风险测度框架。以期对提高我国商业银行信用管理风险能力有所贡献。
Credit risk management of commercial banks has been a hot and difficult topic. On the basis of a detailed comparative analysis of the primary means in foreign commercial banks about credit risk management, this paper discusses commercial banks credit risk management practices in China and constructs a corresponding credit risk measurement framework. It can enhance China＇s commercial bank credit risk management capacity.
出处
《武汉理工大学学报》
CAS
CSCD
北大核心
2008年第9期165-168,共4页
Journal of Wuhan University of Technology
关键词
商业银行
信用风险
预期违约率
信用损失量度
commercial bank
credit risk
anticipatory of anticipatory breach
credit risk measurement
