銀行風(fēng)險監(jiān)管能力的工具-資料下載頁
2025-05-12 15:28本頁面
【正文】 本金監(jiān)管 Parameters from the distribution of credit losses from Mexico, Argentina, and Brazil CRs follows. 以下是墨西哥、阿根廷和巴西信用登記中的信用損失分布的參數(shù)。 Resampling UL and Basel UL (Year 2021) 重復(fù)抽樣 UL和巴塞爾 UL（ 2021年） C ountr y C r e di t losse s: si m ul at ion r e sul t s PD EL U L = 95% U L = 99% U L = 99 .9 % Base l U L ( Ja n 04) M e xic o 2. 70 % 1. 35 % 4. 44 % 16 .5 8% 31 .6 4% 9. 68 % A r ge ntina 9. 60 % 4. 80 % 7. 30 % 14 .8 0% 21 .8 0% 14 .9 3% Br az il 8. 32 % 4. 16 % 3. 51 % 6. 07 % 10 .4 6% 14 .1 5% CR: Open Challenges 信用登記：充滿未知的挑戰(zhàn) CRs may continue to contribute to support risk based regulation and supervision but face important challenges. CRs need to consider: 信用登記能夠持續(xù)支持風(fēng)險監(jiān)管，但是面臨重大的挑戰(zhàn)。信用登記需要考慮： ? borrowers consolidated positions。 ?借款人合并頭寸； ? exposures with foreign lenders。 ?外國貸款人的敞口； ? information of loans after default (such as data on losses given defaults)。 ?違約后的貸款信息（如既定違約下的損失數(shù)據(jù)）； ? integration with private Credit Bureaus。 ?與私人征信局相結(jié)合； ? loan classifications coherent with Basel regulatory schemes. ?貸款分級與巴塞爾規(guī)則一致。 CR: Open Challenges 信用登記：充滿未知的挑戰(zhàn) ? I have highlighted with specific examples and figures how CR can offer a significant contribution, not only to widen the access to credit market, but also to improve risk monitoring by banks, bank regulators and supervisors. ?我用詳細的實例和圖表著重指出了信用登記如何對銀行監(jiān)管者在拓寬信用市場的準(zhǔn)入和改善銀行風(fēng)險監(jiān)控方面的重要貢獻。 ? More to the point, I have illustrated how “wider market access” and “more effective risk monitoring” can be seen largely as different aspects of the same problem. ?需要強調(diào)的是，我舉例說明的“更寬泛的市場準(zhǔn)入”和“更有效的風(fēng)險監(jiān)控”能夠在很大程度上被看作是同一問題的不同方面。 CR: Open Challenges 信用登記：充滿未知的挑戰(zhàn) ? This perspective opens new important challenges a) for the development of new application of CR data and b) for the design of CR information databases. ?這一觀點對于信用登記數(shù)據(jù)新應(yīng)用的發(fā)展和信用登記信息數(shù)據(jù)庫的設(shè)計是全新的重大的挑戰(zhàn)。 ? These perspectives add new and fascinating dimensions to the work that the World Bank, jointly with the national authorities, market practitioners, and academics, has undertaken to strengthen and develop credit information institutions. ?世界銀行與各國當(dāng)局、市場參與者和學(xué)術(shù)機構(gòu)共同開展了發(fā)展信用信息機構(gòu)的工作，而這些觀點則為此項工作增添了全新而具有吸引力的因素。 Thank You! 謝謝
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