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Credit Risk Management of Financial Derivative in Chinese Merchant Banks

Author: XuJianMing
Tutor: WangXinJun
School: Shandong University
Course: Industrial Engineering
Keywords: Merchant Banks Financial Deriviate Credit Risk Credit Risk Management
CLC: F832.33
Type: Master's thesis
Year: 2013
Downloads: 330
Quote: 0
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Abstract


Positive development of financial derivatives is China’s commercial Banks to increase profits and the important way to financial risk management, but the development of commercial Banks in financial derivatives would bring risk, which is the commercial bank credit risk derivatives trading risk in the risk of the most important and most difficult to regulation. This article takes our country commercial bank credit risk management of financial derivatives as the research object, has very important theoretical and practical significance.This paper first to domestic and foreign commercial bank credit risk management of financial derivatives to do the review of literature, and then the financial derivatives. Credit risk and credit risk in our country commercial bank financial derivatives is reviewed, and then separately to our country commercial bank credit risk management of financial derivatives of the internal control technology, external supervision methods, as well as the method of quantitative models have introduced, in the process of performing above external methods, and put forward at the same time, must pay attention to "people" factor of financial derivatives in the commercial bank credit risk management in the process of role.This paper concluded that financial derivatives in the commercial bank credit risk management at home and abroad research literature rarely, one of the few articles or special credit risk for financial derivatives:counterparty credit risk research. In this paper, the commercial bank credit risk management of financial derivatives to make a detailed summary and the commercial bank credit risk management methods and status quo of financial derivatives to make analysis has important theoretical and practical significance.Our country commercial bank credit risk management of financial derivatives are mainly internal control technology, the external supervision method and complex method to estimate the number of model. Both internal control and supervision in our country, there are various defects, and the number of models, the Credit Metrics method is suitable for introducing our country commercial bank Credit risk management of financial derivatives. Now financial derivatives in the commercial bank credit risk management research has entered a myth:focus on the process, such as internal control, system and law such as external regulation, and the number of complex models, and ignores the role of people. We believe that if you want to do a good job in commercial bank credit risk management of financial derivatives, should not only pay attention to the above process, law, system and model, and should pay attention to the role of "human" factor.Finally, we summarized in this paper, the research conclusion, and aims at our country commercial bank Credit risk management of financial derivatives problems existing in the methods and techniques, and applicability problems put forward our Suggestions:strengthen the internal control, strengthening the external supervision, the Credit Metrics method is introduced into our country commercial bank risk management of financial derivatives, and actively optimize "human" factor.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial organizations, banks > Commercial banks ( specialized banks )
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