企业信用风险控制管理流程(ppt 32页)-精.pptVIP

关键信息 巴塞尔新协议的目的是风险资金的量化 这需要前瞻性的风险评估 (到目前为止)能够在内部评级法支柱一合规的国际银行并不多。这表示需要地更加完整和严格的持续验证流程 内部数据往往不够充分，中国银行可以通过中国数据联盟方式解决该问题 对风险资本资源的持续管理要求具有稳健的数据库和风险系统结构 问题？ 请联络: Gary Chen (陈公越) Ph.D. Principal, Credit Advisory Algorithmics (Hong Kong) Ltd. 28th Floor, Tower Two, Lippo Center 89 Queensway, Central, Hong Kong Tel : (852) 2263 9970 Fax : (852) 2530 3260 gary.chen@ ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * This is an iteration process. ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * ? 2007 Algorithmics Incorporated. All rights reserved. * “Broad” approach better reflects principles set forth by Basel’s Validation Group (AIGV)