摘要
信用风险缓释技术(Credit Risk Mitigation Techniques,CRMT)在新巴塞尔协议中占有相当重要地位,是新巴塞尔协议降低资本要求的主要方法。本文对新巴塞尔协议有关信用风险缓释技术的核心内容进行了梳理、归纳和概括,在此基础上探讨了当前国内商业银行加强担保抵押管理应该采取的几点措施:一是要建立严格的担保抵押管理程序和操作要求;二是要强化对担保抵押的全过程动态连续监管;三是要控制风险缓释技术本身所带来的剩余风险;四是要在风险缓释工具和借款人之间建立有效的隔离。
As a weighty part in the new Basle Accord, Credit Risk Mitigation Techniques （CRMT） is a major approach to lower capital requirement. In this paper, highlights of CRMT are first reviewed and discussed. Then measures to be taken by domestic commercial banks in strengthening management over guaranteed mortgage are provided, which include： 1）. Establish strict management procedures and operation requirements, 2）. Intensify dynamic and constant supervision over the entire process of guaranteed mortgage, 3）. Keep in control the remaining risks from CRMT itself, and 4）. Set up effective insulation between credit risk mitigation instrument and borrowers.
出处
《金融论坛》
CSSCI
北大核心
2006年第1期53-58,共6页
Finance Forum
