scholarly journals Hybrid Monte Carlo methods in credit risk management

2014 ◽  
Vol 20 (4) ◽  
Author(s):  
Lucia Del Chicca ◽  
Gerhard Larcher
Keyword(s):  
Risk Management ◽  
Monte Carlo ◽  
Credit Risk ◽  
Monte Carlo Methods ◽  
Management System ◽  
Credit Risk Management ◽  
Hybrid Monte Carlo ◽  
Quasi Monte Carlo ◽  
Risk Management System

AbstractIn this paper we analyze and compare the use of Monte Carlo, quasi-Monte Carlo and hybrid Monte Carlo methods in the credit risk management system “Credit Metrics” by J. P. Morgan. We show that hybrid sequences, used suitably for simulations, perform better, in many relevant situations, than pure Monte Carlo and pure quasi-Monte Carlo methods, and they only rarely perform worse than these methods.

Research on credit risk management of small and medium-sized enterprise in the industrial and commercial bank of China

2021 ◽  
pp. 002072092098350
Author(s):  
Ning Yida ◽  
Luo Hehua
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Commercial Bank ◽  
Management System ◽  
Organization Structure ◽  
Practical Significance ◽  
Electronic Business ◽  
Credit Risk Management ◽  
Risk Management System ◽  
Risk Management Process

As the largest commercial bank in China, ICBC is a typical representative of the electronic business of SMEs. However, the electronic business for SMEs has credit risks and needs to continuously strengthen the credit risk management for SMEs. By analyzing the organization structure, system and process of credit risk management for SME in ICBC, this paper attempts to conclude that there are flaws on credit risk organization structure, credit risk management process and system is not sound enough, and there are omissions before, on and after the loan, in addition, risk management awareness is not strong. In view of the above problems, this paper puts forward some countermeasures and suggestions to improve the organization structure of credit risk management, perfect the credit risk management system of SME, strictly carry out risk control before, during and after loans, and strengthen the consciousness of risk management. Researching the credit risk management system for SMEs in ICBC has a great educational and practical significance, for other commercial banks establishing and improving their risk management system.

Credit risk management system of a commercial bank in Tanzania

2008 ◽  
Vol 3 (3) ◽  
pp. 323-332 ◽  
Author(s):  
Evelyn Richard ◽  
Marcellina Chijoriga ◽  
Erasmus Kaijage ◽  
Christer Peterson ◽  
Hakan Bohman
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Commercial Bank ◽  
Management System ◽  
Credit Risk Management ◽  
Risk Management System

scholarly journals Research on the Green Finance Development Model of Commercial Banks Based on FinTech

2020 ◽  
Vol 5 (4) ◽  
pp. 260
Author(s):  
Weijiang Cui
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Commercial Banks ◽  
Management System ◽  
Rapid Development ◽  
System Construction ◽  
Credit Risk Management ◽  
Risk Management System ◽  
Green Finance ◽  
Development Technology

<p>Since the 1990s, despite the rapid development of China’s economy, environmental pollution and ecological imbalances have become more and more serious. Fintech financial development technology is a financial-related concept in recent years, which has a huge effect on the research of commercial banks to realize the national green finance operation mechanism and effect evaluation. This article mainly studies how Industrial Bank can better improve the green credit risk management system in the context of Fintech, and also learns from Industrial Bank’s risk management of green credit, provides suggestions for the development of green credit risk management in the banking industry, and promotes modern green, and the development of credit risk management system construction.</p>

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