摘要
贷款信用质量低下是阻碍我国金融改革和发展的瓶颈,因此商业银行贷款信用风险的管理在我国就成为一个充满挑战意义的课题。“信用矩阵”理论的先进性在于,它根据借款者的信用等级量化预测信用风险并提出了“边际风险”的概念。“信用矩阵”模型对我国商业银行贷款风险管理具有理论和实践指导意义。
The poor quality of loan credit has hindered the reform and development of China's finance, so loan credit risk management of commercial banks has become one of the most significant topics. The theory of CreditMetrics has its advance that it forecasts credit risk according to a debtor' credit ranks and provides us a concept of Marginal Risk. The practical function of CreditMetrics is to improve credit risk management of commercial banks.
出处
《华南金融研究》
2000年第6期13-16,共4页
South China Financial Research
