从“信贷悖论”谈商业银行信贷资产的信用风险管理  

On Credit Risk Management of Commercial Bank Credit Assets from the Perspective of "Credit Paradox"

作　　者：殷林森[1] 马欣[1] 

机构地区：[1]上海金融学院国际金融学院,上海201209

出　　处：《征信》2013年第5期31-34,共4页Credit Reference

基　　金：上海市自然科学基金项目(11ZR1424300);上海市教委科研创新项目(11YS236);上海市教委重点学科建设项目(J51601)

摘　　要：从商业银行信用风险管理过程中引发的"信贷悖论"出发,基于信用风险抑制论和信用风险转移论的视角,比较、分析信用风险管理的方法与工具,阐述信贷资产转让交易、信贷资产证券化和信用衍生品三种交易模式,并从信用风险转移视角,说明我国商业银行信用风险管理发展情况并提出有关建议。Starting with the ＂credit paradox＂ theory triggered in the process of commercial bank＇s credit risk man- agement, and viewing from the credit risk rejection and credit risk transfer theory, the paper compared and analyzed the methods and tools of credit risk management, and elaborated the trading patterns of credit assets transfer transac- tions, credit asset securitization and credit derivatives. Then it discussed the development of China＇s commercial banks credit risk management and made recommendations from the perspective of credit risk transfer.

关 键 词：信用 信贷悖论 信用风险管理 信用风险转移 

分 类 号：F832.4[经济管理—金融学]