scholarly journals Comparison of Different Methods of Credit Risk Management of the Commercial Bank to Accelerate Lending Activities for SME Segment

2016 ◽  
Vol XIX (Issue 4) ◽  
pp. 17-26 ◽  
Author(s):  
Eva Cipovova ◽  
Gabriela Dlaskova
2014 ◽  
Vol 977 ◽  
pp. 435-441
Author(s):  
Neng Fu Zhang ◽  
Xiang Kang

We take advantage of the non-performing loan ratio as the main indicators of credit risk of the commercial bank, make use of the experience of domestic and foreign research, use LOGIT methodology to construct the stress testing model for the macro-economic factors’ impact of China on credit risk of commercial bank, and apply the hypothetical scenario to the test of macro stress in order to make an assessment in quantity for the impact of the macro-economic changes on the credit risk of the commercial bank system. The results show that the stress tests and applied technology can make a contribution to useful reference of credit risk management of the commercial bank of China.


Author(s):  
Ning Yida ◽  
Luo Hehua

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.


2008 ◽  
Vol 3 (3) ◽  
pp. 323-332 ◽  
Author(s):  
Evelyn Richard ◽  
Marcellina Chijoriga ◽  
Erasmus Kaijage ◽  
Christer Peterson ◽  
Hakan Bohman

2021 ◽  
Vol 14 ◽  
pp. 20-37
Author(s):  
Irina V. Berezinets ◽  
◽  
Anastasiya S. Loginova ◽  

Both the estimation of economic capital for bank's credit risk coverage, and the allocation of economic capital by sources in order to determine the contribution of individual elements to total credit risk play an important role in the area of risk management of a bank. The estimation of a bank's economic capital for credit risk coverage serves as a starting point in the management of a bank's credit risk, while the allocation of economic capital to cover credit risk among individual elements allows to answer the question of how individual elements contribute to the total credit risk of a bank, which makes it possible to take certain decisions on credit risk management based on the obtained results of allocation. Nowadays, there are various theoretical methods and approaches to solve this nontrivial issue. The authors of the article attempted to implement them in practice, to estimate economic capital for credit risk coverage of a commercial bank and to allocate it among elements. This problem was solved applying the Euler allocation method and kernel regression.


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