外文文獻(xiàn)翻譯--金融銀行信用風(fēng)險(xiǎn)管理與知識(shí)管理-在線(xiàn)瀏覽
2025-07-31 12:04本頁(yè)面
【正文】 ,the managers can evaluate the existing and emerging risk factors,such as they prepare credit ratings for internal firms,including Standard ＆ Poor’s,Moody’s and Fitch,are in the business of developing credit rating for use by investors or other third Ⅰ shows the credit ratings of Standard＆ Poor’s. TABLE I STANDARD＆ POOR’S CREDITT RATINGS Credit ratings Implications AAA Best credit quality,extremely reliable AA Very good credit quality,very reliable A More susceptible to economic conditions Managing credit risks and feeding back Reducing credit risks 7 BBB Lowest rating in investment grade BB Caution is necessary B Vulnerable to changes in economic conditions CCC Currently vulnerable to nonpayment CC Highly vulnerable to payment default C Close to bankrupt D Payment default has actually occurred After assessing credit risks,we can use Standardized Approach and Internal RatingBased Approach to calculate the in this article,we will analyze how Internal RatingBased Approach calculates credit risk of an uncovered loan. To calculate credit risk of an uncovered loan,firstly,we will acquire the borrower’s Probability of Default(PD),Loss Given Default(LGD),Exposure at Default(EAD)and Remaining Maturity(M).Secondly,we calculate the simple risk(SR)of the uncovered loan,using the formula as following: SR=Min{BSR(PD)*[1+b(PD)*(M3)]*LGD／ 50,LGD*} (1) Where BSR is the basic risk weight and b(PD)is the adjusting factor for remaining maturity(M). Finally,we can calculate the weighted risk(WR)of the uncovered loan,using the following formula: WR=SR*EAD (2) From(1)and(2),we can acquire the simple and weighted credit risk of an uncovered loan,and then we can take some measures to hedge the credit risk. Credit Risk After assessing and calculating credit risks,banks should make out countermeasures to reduce the measures include： (1)Completing security system of loans. The banks should require customers to use the collateral and guarantees as the security for the repayment,and at the same time,banks should foster collateral market.(2)Combining loans with may require customers to buy a specific insurance or insurance the borrower doesn’t repay the loans,banks can get the pensation from the 8 insurance pany.(3)Loans Securitization. Banks can change the loans into security portfolio,according to the different interest rate and term of the loans,and then banks can sell the security portfolio to the special organizations or trust panies. Credit Risk and Feeding back A customer may have housing loans,car loans and other loans,so the banks can acquire the customer’s credit information,credit history,credit status and economic background from assessing the risks of the customer based on the data the banks assessing and calculating the risks of the customer,banks can expect the future behavior of the customers and provides different service for different customers. Banks can provide more valueadded service to the customers who have high credit rates and restrict some business to the customers who have low credit the same time, banks should refuse to provide service to the customers who are blacklisted. Banks should set up the prewarning and management mechanism and change the traditional ways,which just rely on remedial after the risks broke order to set up the warning and feeding back mechanism,banks should score credit of the customers prehensively and then test the effectiveness and suitability of the measures,which banks use to mitigate , banks should update the data of the customers timely and keep the credit risk management system operating smoothly. In this paper,we first discuss the implications
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