stations, government suppliers, hospitals, real estate investors, professional real estate developers, housing developers, lay pavilion, food sales, bar dry cleaners, auto repair tools, used car dealers, car dealers, entertainment, sports venues, amusement park, bowling alley, cinema), etc.American commercial Banks also stipulates the lending industry is prohibited.
3 American commercial Banks credit risk management measures
American legal principle limit creditors by controlling the enterprise to realize its own interests, creditors can only be acquired according to various enterprises credit loan decision-making, management and financial information beforehand and monitoring, and after the event when an enterprise is difficult to timely payments to resort to legal solution. Therefore, the fact relations more based on short-term trading. Because it could not according to the relationship with the enterprise long-term for more information, Banks have more power through the analysis of the borrowing enterprise deals of default information (with all the Banks' trading), the condition of market value data and financial risk. By means of perfect social credit system and the developed capital market, the commercial Banks can use more accurate and timely customer credit information and market data for risk analysis, so as to avoid the traditional rely on qualitative analysis methods of risk analysis. Large American commercial Banks usually establish the credit risk management system, and use modern risk measurement method to calculate the degree of risk. On the basis of calculating various kinds of risk assets, the United States commercial Banks emphasize on portfolio risk assessment and measurement. Credit risk measurement of single focus is to ensure that each loan risk can be effectively controlled, and the focus of the portfolio risk management is to ensure that the portfolio risk and return matches the optimal scheme. Loan portfolio management is the core of through quota management, avoid loan risk concentration, efforts in the region, products, industry, industry and individual credit scale to achieve diversification, prevent excessive inputs of a field. Not only that, the commercial bank assets in recent years also reflects the diversity of obvious characteristics, credit bank credit assets proportion to drop, rising proportion of money market and capital market other products.
Market-based assets also increased the market risk of commercial Banks with the increase of the exposure, the analysis of the market risk also need more use econometric analysis method. American commercial Banks by including external data sources such as Reuters system real-time information gain market price fluctuations, measuring the degree of market risk in a timely manner. So the slow-release method is valued asset portfolio.
4 U.S. commercial bank credit risk management performance evaluation
Modern risk management emphasis according to the bank's overall portfolio risk to bear ability to determine risk, within the scope of the risk control in the established on the basis of the pursuit of profit maximization.Therefore, commercial bank risk management gradually regarded as a kind of new strategic business management means, and on this basis to link business strategy and business risk.American commercial Banks emphasize the risk adjusted return on capital (RAROC) comprehensive evaluation of bank profitability and risk management capabilities, rather than absolute level of the earnings as the foundation, to guide the bank risk in bow to find an appropriate balance between benefits, on the premise of prudent business to expand, increasing the benefit.
Banks use RAROC measure whether the portfolio risks and benefits of the match, in a timely manner to the RAROC indicators have adverse trends to adjust the asset portfolio, make room for other more ideal business. In a single business level, RAROC is the basis of business decisions, which can be used to measure the risk of a business matching bow income by, determined to do and do not do this business, and business pricing. Using RAROC, therefore, can restrain Banks tend to be more risky trading, also different for different business units of risk to catch for a male a platform for the comparison, on how to use the capital sent a clear signal. 译文
美国商业银行信贷风险管理
Ayeni R K, Oke M O
摘要
商业银行是金融部门的重要组成部分，不仅经营存贷款业务，承担着融资功能，而且负担着支付清算等多项功能。商业银行在经营与信贷生活中因受多种因素的影响存在损失发生的可能性或不确定性，这就是商业银行风险。
根据风险产生的原因进行分析，一般认为商业银行风险有信贷风险、利率风险、汇率风险、流动性风险、运营风险或操作风险、法律风险、国家风险等多种。其中，信贷风险是商业银行面临的主要风险。广义的信贷风险是指因各客户违约引发的风险；狭义的信贷风险是指银行不能如期收回贷款本金和利息的不确定性，也即，银行在信贷生活中预期收益不能实现的可能性。美国商业银行由于历史原因和体制原因，不良贷款率普遍偏高，资产质量问题非常严重，因此，信贷风险也是越南商业银行面临的最大的风险。 关键词：商业银行；信贷风险；风险管理 1 文献综述
商业银行风险管理经历的从传统的主管分析、财务比率分析、统计的方法应用到现在的风险量化管理模型已经走过了 300多年的漫长历程，在信贷风险综合管理、风险识别与分析、抵御风险的策略、风险监控与预警等方面形成了一整套趋于完整的方法。目前比较科学、系统、完善的信贷风险预警机风险评级系统都集中在西方发达国家，在这些国家的银行风险管理的实践经验基础上总结和提炼出来的《巴塞尔新资本协议》已经成为各国银行进行监管的参照准则。
20世纪50年代发展起来的现代金融理论是商业银行信贷风险管理的理论基础。主要包括：马克威茨的资产组合管理理论、布莱克和舒尔茨创立的期权定价理论、斯蒂格里茨等提出的信息不对称理论，以及顺应20世纪70年代金融衍生工具的产生和发展而提出的Vary(风险价值）理论等。
20世纪70年代以前，信贷风险的度量主要依靠各种财务报表提供的静态的数据以及宏观经济的各项指标对信贷风向进行相对的主管的或定性的分析。如经典的“5C法”。
20世纪80年代以后，由于全球债务危机的影响，国际银行业普遍开始注重信用风险的防范和管理。1988年的《巴塞尔协议》，提出了信用风险的权属管理方式，在此基础上，银行业形成了传统的信贷风险管理量化分析方法。主要包括：信用评分方法和神经网络分析方法。
20世纪90年代以来，由于商业银行贷款利润持续下降和表外业务风险不断加大，促使银行采用更经济的方法度量和控制信贷风险，而现代金融理论的发展的信用工具的创新，给开展新的信贷风险计量模型提供了可能。与传统的信贷风险管理方法相比，现代信贷风险量化模型建立在现代金融理论对风险的分析和定价的基础之上，引入数理统计、系统丁程，甚至是物理学等科学的研究方法，对银行所面临的各种风险进行识别、计量、调节、监测的一系列方法程序。这些模型和方法已经成为当今银行机构在风险兒杂、竞争激烈的市场上生存和发展的重要保护手段。
目前，世界上最为流行的四种现代信贷风险度量模型分别为，J.P摩根银行开发的基于借款企业登记转移的Credit Metrics模型，穆迪公司开发的基于借款企业权益变动的KMV模型，瑞士信贷银行金融产品部开发的棊于保险精算学原理的Credit Risk+模型，以及麦肯锡公司开发的基于宏观经济变量对企业违约概率影响的 Credit Portfolio View 模型。 2美国商业银行信贷客户政策选择
选择信贷客户是一个非常严谨的过程。美国商业银行很重视行业分析，一是设立独立团队研究产业和行业，他们可以全面跟踪各行业的基本面，根据整体经济发展趋势和这些行业内主要企业的表现判断优劣，以此决定进入或退出，并进行持续性的跟踪研究；二是对研究工作在业务经营过程中进行制度性安排。美国商业银行在资产管理过程中有三个层次的制约，即投资政策委员会、研究团队和组合经理。资产管理部门研究上市公司的研究人员负责推荐有投资价值的77家公司，与交易人员协商后提交专门委员会再挑选50种左右的股票去买卖。这安排也适合贷款管理。银行拥有一批CFA,从事产业行业分析和资本市场分析，帮助提高科学决策和风险防范水平。
投资业务的产业研究团队与信贷业务的产业研究团队相互独立，自主判断；三是细化研究领域和研究内容。美国商业银行把公司客户群按产业分类，每类客户又细分为重点客户、发展中客户和保持型客户。FANNIE MAE专门设有一个房屋价格研究部门，负责研究不同邮政编码区内房地产在未来的价格走向。银行一般还建立了产业、行业和客户信息系统，确保有准确、可靠和连续的研究信息；四是有一套成熟的研究方法。（完整译文请到百度文库）美国商业银行资产管理
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