0000囊i00傍甩羼I肇_管理j中的贷款jiji0--i0囊j警羹萋；分．类自目离度与。遗鼍I电率j，??Inthetightenedmonetaryenvironment，creditrisk在从紧的货币环境下，银行业在高速增长过accumulatedinthehigh—speedgrowthofthebankingindustry程中所积累的信贷风险将加速暴露，不良贷款反w’‘‘。m。唱。m。“ac。。J。rat。dw。yandthereboundingpre。。“reof弹压力增大。特别是中国银行业对近年经济高速NPk-wi¨increase·Panicu’砌y，‘hequali‘y0f’。ansgran‘edby增长时期。所投。放的‘。贷。’款‘质。。量…尚。没有。’经过一。一个’。完’ChinaSbankingindustryduringtherecenthighspeedeconomicgmwthyearshasnotbeentestedbyacomplet考验，银行不良贷款可能因经济波eeconomiccycl整的经济周期e。henceNPLsmayreboundduet0economicfluctuations动而有所反弹。．Inordertomonitorandanalyzethechangeineachbank’S为了监测和分析贷款组合的结构变化，掌握creditqualityandportfoliostructure，wewillnotonlyfocusonthe贷款质量的变化趋势，我们不仅要考核不良贷款amountandratiooftheNPLs，butalsocloselyfollowtheloan余额和比率，还要密切跟踪“贷款分类偏离度，，和c‘ass’‘’ca‘’0ndeV’at。onandloanm’grat’on‘t·贷款迁徙率”。betweenthebookclassifcati度：指贷款的账面分类与真实。nandactualclassi6cati贷款分类偏离。n。fl。ans．whichservesasanindicatorthatmeasurestheaccuracv0fbank，s分类之间的偏差程度，是衡量银行贷款分类准确loanqualityclassifcation．Therearetwobasicindicatorsfor10an性的指标。贷款分类偏离度的基本指标有两个，deviations，namely，relativedeviationrateandabsolutedeviation即相对偏离度和绝对偏离度，常用指标是绝对偏rateofNPLs，thelatterbeingthemorefrequentlyusedindicator．离度。贷款分类偏离度检查通常采用抽样调查或Loanclassificationdeviationisusuallycheckedthroughpilot主题调查方式，可视贷款组合中出现的失误或偏j。。mmat’70rth。mat’。。。砌matmn‘‘h。sc。p。0t。。。mm。‘。。“’。离情况而．确定调查范围。LoanMigrationAnal迁徙率：是反映银行特定贷款组合在一ysis：Thisreferstothech贷款ange0rmigrationoffive—category10anclassification0faspecific10an定时期内五级分类结果变化情况的指标，按迁portfoliooveraperiodoftime．whichcanbegroupedasupward徙方向，可分为向下迁徙率和向上迁徙率。贷款migrationanddownwardmigration．Downwardmigrationofcredit向下迁徙率是指贷款中，期末分类结果较期初qualityreferstothepercentageofimprovementinloan分类结果改善部分所占的比例；贷款向上迁徙classifcationoverthatPeri。d·UPwar(1migrati。nofcreditquality率是指贷款中，期末分类结果较期初分类结果referstothepementageofinereaseordeteriorationinloanclassi6cati。n。：erasp二i6cperiod．111el。anmjgrati。nrateand恶化部分所占的比例。贷款迁徙率和贷款迁徙10anmovementmatrixwillbetterreflectthechaJlgejncredit矩阵能够更准确地反映一个银行的信贷质量和qualityandcreditriskprofileinabank信用风险状况c．：囊囊蘸≥一纂i蘸蒸滋鬻鬻粪豢攀鹾黉蓥鋈辫交溱藜蒿蘸囊豢藤j麓蕊黼攀辫0乳据此推断；
