The Research On Credit Portfolio Management Of Chinese Commercial Banks

In 2008, the financial storm had rewritten the history of the world economy. To "Black September" dizzying series of major events marked the complete collapse of Wall Street's confidence. Therefore, at the depth of the spread of international financial crisis, a group of international financial institutions have collapsed the moment, our country's banking industry need to actively adjust business strategy, an accurate grasp of market position, expand market space, enhance profitability and core competitiveness to resist live in this international financial "cold." At the same time, domestic commercial banks should be the effective prevention and control of credit risk, in particular should continue to strengthen credit risk management and control to ensure that the commercial banks at the adverse economic circumstances downlink good credit risk management.At present, the majority of China's commercial banks, credit risk management primarily focused on a single borrower risk measurement, lack of quantitative credit portfolio risk analysis and management. From domestic and international banking operations and management of a large number of empirical studies, the credit risk measurement and management of modern bank management is of great significance, while banks in the management of credit risk, in addition to an individual borrower's credit risk measurement and management , but also to deal with the overall loan portfolio risk measurement and management, to ensure that both the overall level of risk tolerance for risk in the banking sphere of competence, but also for banks Maximum earnings.This article collection and research in a wide range of existing theory and data at home and abroad based on the Shijiazhuang Branch of Bank of Communications credit portfolio management as an example to analyze the status quo of credit portfolio risk measurement and management of research. Fit through the establishment of domestic commercial banks to use a combination of credit risk management model, the more accurately measured the current commercial bank loan portfolio expected losses and unexpected losses, there is conducive to an accurate estimate of the risk capital allocation, the main risk at present looking for the source at the micro level auxiliary decision-making new loans, at management levels, aids the development of guidelines for loan delivery and so on, there is conducive to the promotion of domestic bank credit risk management to enhance the job, and for other commercial banks to provide credit risk management job reference.