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The Research on Credit Portfolio Management of Chinese Commercial Banks

Author: DiShanShan
Tutor: ZhangJinSheng
School: Capital University of Economics
Course: Finance
Keywords: Modern portfolio theory Credit portfolio Credit Risk Model
CLC: F832.4
Type: Master's thesis
Year: 2009
Downloads: 276
Quote: 0
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Abstract


In 2008, the global financial turmoil has made the history of the world economy to a complete change occurred. Wall Street followed by a series of loss of confidence of all of Wall Street and financial moguls event, been compared to the \Because, one after another go down the financial institutions are already warning of global financial institutions looking exposed in this storm risk management issues, especially of the banking sector, need to actively adjust business strategy, accurate grasp of market positioning, continue to expand the market space, improve profitability and core competitiveness withstood this international financial \At the same time, the domestic commercial banks should effectively prevent and control credit risk, in particular, should continue to strengthen credit risk management and control, how to ensure that commercial banks credit risk management work well in the economic downturn adverse circumstances. The majority of our domestic commercial banks' credit risk management focuses on the measurement and control of the risk of individual borrowers, the lack of quantitative analysis and management of credit portfolio risk. View from the large number of empirical studies of the domestic and international banking business management, credit risk measurement and management of modern bank management is of great significance, while banks manage credit risk, in addition to the single borrower's credit risk measurement and management also respond to the overall loan portfolio risk measurement and management, to ensure that the overall level of risk, both within the in bank risk tolerance range, but also for banks bring maximum revenue. Extensive collection and research of existing theory and data based on credit portfolio management status Shijiazhuang Branch of Bank of Communications, for example to analyze the empirical study of credit portfolio risk measurement and management. More accurate estimates of the expected losses and unexpected losses in the current loan portfolio of commercial banks through the establishment of a combination of credit risk management model suitable for use by domestic commercial banks, conducive to accurately estimate the risk capital allocation, find the current major sources of risk at the micro level, auxiliary new lending decision-making at the management level, auxiliary develop lending guidelines, conducive to the promotion of domestic banks to enhance credit risk management, and provide a reference for other commercial banks credit risk management.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Credit
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