銀行風(fēng)險監(jiān)管能力的工具-文庫吧
2025-04-22 15:28 本頁面
【正文】 sure the aggregate risk of their loan portfolios improving risk management. 提高風(fēng)險管理能力，衡量貸款組合的總體風(fēng)險 ? Market Access and Risk Management are in fact two faces of the same coin. ?市場準(zhǔn)入和風(fēng)險管理是一枚硬幣的正反兩面。 CR amp。 Credit Risk Management 信用登記與信用風(fēng)險管理 ? World Bank research shows that risk can decrease substantially, at any level of lending, when banks supplement their own information with that provided by Credit Registers (Majnoni et al. 2021). 世行研究表明，若銀行將已有信息同信用登記所提供的信息結(jié)合起來，在任意給定的信貸水平上，風(fēng)險可以大幅降低。 (Majnoni et al. 2021) 。 ? Evidence from Argentina and Brazil shows that a banks who on average accepts 60% of its loan applicants can decrease its default risk by 30% by using CR data in addition to his own information. 阿根廷和巴西的經(jīng)驗證明，一家平均放貸率為 60%的銀行，若在對信用可靠度進(jìn)行評估時添加信用登記提供的數(shù)據(jù)，可以減少 30%的違約風(fēng)險。 CR amp。 Credit Risk Management 信用登記與信用風(fēng)險管理 Empirical evidence shows that the design of CRs affects the contribution that CR data may offer to risk management. Notably: 經(jīng)驗證據(jù)表明，信用登記的設(shè)計會影響到信用登記數(shù)據(jù)對風(fēng)險管理的貢獻(xiàn)程度。主要表現(xiàn)在： ? the presence of positive information about borrowers increases precision of default estimates reducing the amount of risk for any lending level (to what extent banks may be willing to share positive information, though, is an open issue). 借款人的正面信息提高了違約估計的準(zhǔn)確性，也減少了任一借貸水平上的風(fēng)險（但銀行愿意在何種程度上分享正面信息的問題仍未得到解決） ? appropriate historical length of credit records should be achieved. 應(yīng)有足夠長的信貸歷史記錄。 From Risk Management to Risk Based Supervision 從風(fēng)險管理到風(fēng)險性監(jiān)管 What proves useful for Banks’ risk assessment is also useful for Supervisors’ control of banks’ risk exposures. Supervisors have used CR data for: 被證明對銀行風(fēng)險評估有用的資料同樣對監(jiān)管者控制銀行風(fēng)險敞口有用。監(jiān)管者已經(jīng)在如下方面采用了信用登記的數(shù)據(jù)： ? onsite supervision (53 countries out of the 57 countries reviewed by the World Bank)。 現(xiàn)場監(jiān)測（世行 review的 57個國家中的 53個國家采用）； ? offsite supervision (49 countries out of 57)。 非現(xiàn)場監(jiān)測 (57個國家中的 49個采用）； ? control credit risk concentration. 控制信貸風(fēng)險的集中。 In addition, CRs favor petition and may help preventing the establishment of dominant positions in the banking market and in that of credit information. 此外，信用登記鼓勵競爭并將有助于防止銀行市場和信貸信息上支配力量的形成。 CR amp。 Risk Based Supervision 信用登記與風(fēng)險性監(jiān)管 ? The international trend toward a risk based bank supervision (. an approach less based on administrative
高考資料相關(guān)推薦
鄂ICP備17016276號-1