摘要
本文从介绍新巴塞尔资本协议的基本立足点和信用卡业务的实质入手,阐述了该协议视角下的信用卡业务经营与风险特性,对信用卡业务率先推行新巴塞尔资本协议风险计量方法进行了分析,指出只要按照集约化经营要求,实现信用卡风险的集中处理和全过程控制,在大数法则的前提下将风险作为一种经营资源加以运用,实现收益对风险损失的覆盖,就完全有可能让信用卡业务先行一步,为我国商业银行全面推行新的风险管理体系提供经验、打好基础。
This paper expatiates the credit card business operation and risk peculiarity from the perspective of BASEL II Accord, and by introducing the basic standpoint of BASEL II Accord and the nature of credit card business, it analyzes the risk computation method of BASEL II Accord. Moreover, the paper points out if we meet the requirements of intensified operation, implement the centralized managing and whole course control of the credit card risk, and use the risk as an operational resource with the premise of Law of Large Numbers to cover the risk losses by the profits, we will be certain to get the credit card business started off before the others, and to lay solid foundation and provide experience for our country's commercial bank to comprehensively pursue the new risk management system.
出处
《金融研究》
CSSCI
北大核心
2005年第7期176-181,共6页
Journal of Financial Research
