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ID:454585
大小:48.50 KB
页数:7页
时间:2017-08-04
《分析集中风险【外文翻译】》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、外文翻译原文AnalyzingConcentrationRiskMaterialSource:AlgorithmicJanuary2009Author:DianeReynoldsConcentrationrisks,particularlyconcentrationsincreditrisk,haveplayedakeyroleinthefinancialinstabilityofthebankingsectorin2008.Thispaperexaminesdifferentobjectivesinmanagingcreditconcentrationrisk.
2、Thesuitabilityofdifferentmeasuresandpresentationtechniquesisdiscussedandillustratedinthecontextofacasestudy.Wealsolookdeeperinto“measures”,examiningthecontributionsandinteractionsofmigration,nameandsectorconcentrationriskontheportfolio.Thehistoricexperienceindicatedthattheloanconcentr
3、ationdegreeriskcausesoneofbankcrisis'sprimarycauses.Loanconcentrationdegreeriskbothwithsinglepenlargequantitycreditexpositionrelated,andiscloselyrelatedwiththeCommercialbankeachkindofloan'sbetweenrelevance,willhavetheimportantinfluencetothebankcreditriskaswellastheeconomicalcapital.Be
4、causetheloanisthebankmostimportantproperty,usuallyinthesituationloanstheconcentrationdegreeriskisthebiggestriskwhichthebankfacesiscentralized,theloanconcentrationdegreeriskmainlystemsfromthreeaspectreasons:First,largequantitysoleriskexposition(customercentralism);Second,tooconcentrate
5、s(professioncentralism)tothespecificprofession;Third,betweentheborrowerthedirectcommerciallinkorindirectlythelatentlossinterdependencewhichcausesthroughthecreditrisksslowrelease.Dealswiththeloanconcentrationdegreerisk.Althoughcreditconcentrationdegreerisk'sdestructivenesshasbeenwidely
6、approvedbythefield,butbecausetheloanconcentrationdegreerisk'sMeasurementTechniqueisnotverymature,thereforethenewcapitalagreementhasnotsettheexplicitcapitalrequestandthegaugingdevicetotheloanconcentrationdegreerisk.Underfirstpropframe,creditriskscapitalrequestgaugingdeviceincludingstan
7、dardsactandinternalratinglaw(IRB).IftheCommercialbankusesthestandardsact,thesingleloan'scapitalrequestisdecidedbyborrower'sexteriorrating,theloancombinationcapitalrequestwasequaltothatallloancapitalrequestthesimplefooting,hasnotrelatedwiththiscombination'sconstitutionandthecharacteris
8、tic.I
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