CAJ | 학술논문

前瞻性是现代信用风险管理区别于传统信贷管理的主要理念之一,＂违约＂是界定衡量风险管理＂前瞻性＂和＂预测力＂的基本指标,是估计风险参数的基础,也是实施巴塞尔新资本协议基石性定义。新资本协议和监管部门的实施规则仅给出了违约定义的一般原则,银行在实施过程中还需要进行细化,更为重要的是嵌入风险识别流程。中国商业银行在界定和实施违约定义过程中面临的困难和问题来自政策、流程、系统实施以及与风险分类的关系等诸多方面,应循序渐进,不可一蹴而就。
전첨성시현대신용풍험관리구별우전통신대관리적주요이념지일,＂위약＂시계정형량풍험관리＂전첨성＂화＂예측력＂적기본지표,시고계풍험삼수적기출,야시실시파새이신자본협의기석성정의。신자본협의화감관부문적실시규칙부급출료위약정의적일반원칙,은행재실시과정중환수요진행세화,경위중요적시감입풍험식별류정。중국상업은행재계정화실시위약정의과정중면림적곤난화문제래자정책、류정、계통실시이급여풍험분류적관계등제다방면,응순서점진,불가일축이취。
Foresightedness is one of the main concepts that make modern credit risk management different from the traditional practice. The process of default identification demonstrates the ＂foresightedness＂ and ＂predictive power＂ of modern credit risk management. ＂Definition of default＂ is the basis of risk parameter estimation, and the footstone of the Basel II implementation. The definition given by the Basel Accord and regulatory institutions are only the general principles, which need to be refined in the implementation process. More importantly, it has to be embedded in a bank’s risk management process. China’s commercial banks have confronted a lot of difficulties in the default definition and identification process, such as policy making, processes design, IT system and the relationship with the risk classification. Therefore, the implementation process has to be a gradual one, and couldn’t be expected to be completed overnight.