Loan default is the main reason that bank ' s get into trouble and it is for this reason that many banks have dedicated credit risk management departments 貸款拖欠是銀行陷入困境的主要原因,而且正是由于這個原因,許多銀行才有了專門的信貸風險管理部門。
This paper is aimed at two central problems which exist in the credit risk management of the portfolio : first , if the loan defaults , how much loss there will be ; second , how much reserve that the bank must prepare for the loss caused by risk , and do a deeply research on the related question and have a calculation in detail 本文針對商業(yè)銀行貸款組合信用風險管理中存在的兩個基本問題:一、如果貸款發(fā)生違約時,具體損失有多少;二、銀行要準備多少資本金才能應付風險造成的損失,就相關內容做了詳細的數(shù)值計算和深入探討。