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The Problems and Countermeasures of Large-scale Bank Credit Risk Management

Author: FengFan
Tutor: MengWeiDong
School: Chongqing University
Course: Business Administration
Keywords: Large banks Credit Risk Management VaR CFaR
CLC: F832.2
Type: Master's thesis
Year: 2008
Downloads: 185
Quote: 0
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Abstract


At present , in the face of competition from inside and outside , at this stage of large banks are in less abroad period , of which credit risk is still large banks in China face the greatest risk . Therefore , how to effectively prevent the credit risk is a major issue at this stage of large banks face . Based on this, this paper surveys , comparative analysis and case study of a combination of research methods , large banks face credit risk : First, the combination of the latest theory of financial risk management , VaR method based on proposed the CFaR measurements method. In addition, the variance-covariance method and Monte Carlo simulation of the measurement method of CFaR comparative analysis on the advantages and disadvantages of each . Secondly , discusses the development of credit risk management in the United States , Japan , and the formation of respective management model background , characteristics and development experience . Credit risk management model , and the two countries were summarized and compared , summed up the typical credit risk management model , summed up the experience of which most reference value . On the credit risk profile of the present stage of China 's big banks , analyzing the major factor in the formation of large banks credit risk : banks factors , institutional factors , industrial structure adjustment factors , government factors , and discuss the current large banks credit risk management problems. For the deficiencies in our bank credit risk management , put forward recommendations to improve China 's large banks credit risk management : on the one hand , to strengthen the internal management of China 's large banks ; the other hand, improved credit risk management of large banks external environment. Finally , the Chongqing branch of a large bank loan case , the existing problems in the credit risk management of large banks specific analysis and put forward constructive proposals .

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Banking system and business
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