Research on Management of Credit Risk in the Bank and Application in China
Yan Li-rui
Abstract
Yan Li-rui
Abstract
The credit risk is one of the basic risks that the banking faces.How effectively measure and manage the credit risk is important for a bank.This text introduce traditional credit risk measure method and model,and put forward to management method based on new Basel agreement and credit derivatives.Much suggestion for China bank is expected.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
The credit risk is one of the basic risks that the banking faces.How effectively measure and manage the credit risk is important for a bank.This text introduce traditional credit risk measure method and model,and put forward to management method based on new Basel agreement and credit derivatives.Much suggestion for China bank is expected.
Key concepts: Credit risk, Credit history, China, Credit reference, Business, Risk management, Credit valuation adjustment, Credit card interest