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近年来,国内的信用风险问题越来越受到学术界、企业界、银行界及政府的重视,中国国有商业的信用资产管理问题更是各界关注的焦点。近期实施的债转股及不良资产的处置办法只是侧重于存量问题的解决,而如何杜绝增量的发生,还未能从信用风险管理方法和工具创新上有所突破。著名金融学家、清华大学教授宋逢明是我国金融工程的开拓者和引路人,日前他在接受本刊专访时,为解决商业银行的资产风险增量问题开出一剂良方——运用信用衍生工具隔离和分解风险。他的研究成果已经得到海外银行的关注,并付诸应用。相比之下,国内银行界对这一前沿事物的敏感度甚低。宋逢明教授呼吁,中国的银行管理层和操作层应该重视新兴衍生工具市场的建立,积极应用先进方法遏制新的资产风险发生
In recent years, more and more attention has been paid to the issue of credit risk in China by academia, enterprises, banks and the government. The issue of credit asset management in China’s state-owned commerce is the focus of attention from all walks of life. The recent implementation of the debt-for-equity swap and non-performing asset disposal methods only focus on the solution of the stock issue. However, no breakthrough has been made in how to correct the credit risk management method and tool innovation. Renowned financial scientist and professor of Tsinghua University, Song Fengming, a pioneer and guider of financial engineering in our country, recently came out with a prescription for resolving the problem of increase of assets risk of commercial banks when he accepted his exclusive interview - Tools isolate and decompose risk. His research has been the concern of overseas banks, and put into use. In contrast, the sensitivity of the domestic banking community to this frontier is very low. Professor Song Fengming appealed that China’s bank management and operations should pay attention to the establishment of emerging derivatives markets and actively apply advanced methods to curb the occurrence of new asset risks