Capital Market Operations Series--- Commercial Bank Credit Risk Management - Also Discussing the Basel New Capital Agreement: Also Discussing the Basel New Capital Agreement

Author: Zhang Zhang
Publisher:
Publish Date: 2002-11-01
Features: This book is guided by the concept of credit risk management under the 2001 Basel New Capital Accord, aims at the credit risk management system of internationally active banks (ideas, architecture, methods), and is rooted in the actual situation of the Chinese banking industry. It elaborates on the institutional and technical aspects of credit risk management. On one hand, it introduces the construction of credit risk management systems, including unified credit and due diligence, corporate governance mechanisms, etc. On the other hand, it focuses on introducing popular asset portfolio management tools and models used by internationally active banks, as well as practices such as performance appraisal, economic capital allocation, and loan pricing centered around asset portfolio management. The book strives to showcase scientific credit risk management methods while highlighting the gaps between domestic banks and their international counterparts in the field of credit risk management, and also clarifies the direction in which the domestic banking industry should strive in this field in the coming years.