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论文作者:www.51lunwen.org论文属性:硕士毕业论文 dissertation登出时间:2015-05-07编辑:felicia点击率:28929
论文字数:10624论文编号:org201505042248369237语种:英语 English地区:澳大利亚价格:免费论文
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摘要:经济的不断发展,推动了投资理财行业的快速腾飞,本文简要阐述了信贷管理的重要性,旨在提供大家对风险投资的正确认知。
The FPCB has the same issue, the obligator defaulted, and the reason for that is, they did not investigated the borrowers thoroughly, to see whether he is worthy or reliable and for that they did not have any tool or model to measure or see all these issues.
Theory has developed models that can address the credit risk issues in Personal Borrowings and Corporative Loans. There are certain models and techniques developed by banks themselves or using the models developed by International Organizations like Bank for International Settlement, European Commission etc., and each country has the Risk management department in Central Banks.
6.1.A) Basel Accords
Basel Committee is a committee of central banks or representatives from central banks of group 10 countries in 1974. Committee meets every three months at Basel (Switzerland), where the main office of the Bank for International Settlements is located. Basel Accords are the product of this bank aimed at providing and promoting sound business and supervisory practices, by focusing on risk management.
First accord was known as Basel-I which was designed in 1988 and implemented in 1992. Its main focus in this accord was only on credit risk along with minimum capital requirement to support the value of risk weighted assets of the bank. After a lot of improvements in Basel-I a new accord named Basel-II was published in June 2004. Basel -II is still going under serious changes because of Global Financial Crises. It covers the areas of all the major risks that are faced by financial institutions. It addresses Credit Risk, Market Risk and Operational Risk along with updated Capital Requirement Ratio.
Basel-II formulated two basic approaches to calculate credit risk or to mitigate it.
Standardized approach for Credit Risk: it mostly resembles with Basel-I, but is more risk-sensitive. Under this approach the banks are required to use ratings from External Credit Rating Agencies to quantify required capital for credit risk.
Internal-Ratings-Based (IRB) Approach for Credit Risk: It allows bank to use their own internal estimates to determine Capital requirements, subject to the approval of Central Banks.
6.1.B) Value at Risk (VAR)
It is a major tool for modern risk management. It was originally developed for managing market and liquidity risk but now it is also used to confront credit risk. While computing VAR three variables are used i.e. Mean value of data, Standard Deviation and a Normal Distribution Curve to predict expected losses.
Its Formula is VAR = za x SDp
Where,
Za; the critical z-value based on the normal distribution and the selected a% probability.
SDp; is the standard deviation of the Portfolio.
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