Commercial Bank Credit Risk Management: Models, Methods, and Suggestions

Author: Zhang Miao
Publisher:
Publish Date: 2005-03-01
Features: This book first defines credit risk and credit risk management, and introduces and studies the measurement methods of credit risk. Then, based on an analysis and comparison of advanced foreign credit risk quantification management models, it focuses on researching and conducting empirical analysis on the credit risk management methods for corporate loans of Chinese banks, as well as studying the analysis and prevention methods for personal consumer loans of Chinese banks. Finally, it explores the credit risk management methods for off-balance sheet items and innovative banking businesses such as credit derivatives. In the process of analyzing and conducting empirical research on each business's credit risk, it follows the method of first qualitative analysis, then quantitative measurement, and quantitative analysis, proposing credit risk management methods and specific measures based on this foundation. This book draws on the latest theories of credit risk management from domestic and international scholars and strives for innovation in theory, methods, and application. The greatest challenge encountered during the writing process was the difficulty in obtaining data, which is related to multiple factors such as the underdeveloped social credit system and personal credit information system in China, the lagging development of banking informatization, the preliminary stage of banks' credit risk management work, and the confidentiality of bank data. As a result, this book has some shortcomings, which is also one of the challenges to be overcome and addressed in the future.