CreditRisk+模型与中国商业银行信用风险管理

信用风险是导致银行资产质量下降的主要原因，也是中国商业银行面临的严重挑战之一.在学习和借鉴国外的先进信用风险管理经验的基础上，结合目前中国商业银行的实际，全面评介了CreditRisk+模型，并与目前中国商业银行的风险度管理模型进行了对比，指出选择CreditRisk+模型作为中国商业银行贷款信用分析的管理模型，为商业银行的风险管理提供了新的研究思路.

CreditRisk+ Model and the CreditRisk Management of Commercial Banks in China

Credit risk is the main reason for the quality decreasing of the bank assets,and one of the serious challenges for the commercial banks in our country.Based on the study and reference of the advanced creditrisk management experience in foreign countries,and combining with the practical situation of the commercial banks in China,this article gives a comprehensive review about the CreditRisk Model,and compares it with the present risk management model in the commercial banks in China.On the basis of the study,the author advances that the commercial banks in China can also apply CreditRisk Model into the credit analysis about loans,which gives a new way to research the risk management in commercial banks.