银保协作、风险自留与银行信用风险补偿——基于银保信贷系统的分析视角
Cooperation between Bank and Guarantee, Risk Acceptance and Compensation of Bank Credit Risk Based on Bank and Guarantee Loaning System

在分析风险自留的内生逻辑基础上，进一步分析风险自留实现银行信用风险补偿的内在机理。研究表明：银保信贷系统通过对贷款企业个体风险与事先设定的平均代偿风险的匹配性甄别，实现对银行信用风险的分级补偿功能。针对银行超预期信用风险，先行实施银行风险拨备机制对银行平均代偿风险进行补偿，然后实施超额风险自留机制对超过平均代偿风险的银行超额风险部分再次进行补偿，超额风险自留补偿基金将由银行与担保机构依据各自的风险均衡配置阈值占比共同筹集，以此来实现银行信用风险分级补偿目标。并以此为依据，设计了银保信贷系统风险自留机制。
This paper analyses the intrinsic logic of risk acceptance and further goes into the inner mechanism to risk acceptance fulfilling the compensation of bank credit risk. This paper's research result shows that bank and guarantee loaning system realizes the grading compensation function of bank credit risk by discriminating against the individual risk of loan enterprise and the preset average loan risk. According to more than expected credit risk of bank, first applying risk provision mechanism of bank to compensate the preset average loan risk of bank, and then applying the excess risk acceptance mechanism to compensate bank excess risk portion of more than the preset average loan risk again, and the excess risk acceptance compensation funds will be jointly raised by banks and guarantee institutions according to their respective risk equilibrium configuration threshold value ratios, thus realizing the grading compensation of bank credit risk target. On basis of that, it designs risk acceptance mechanism of bank and guarantees the loaning system.