吉贝克预期信用损失管理系统

系统面向原银保监2022年10号文《商业银行预期信用损失法实施管理办法》，在IFRS9减值计量基础上，强化了风险管理功能，包括监管强调的风险分组、阶段划分、阶段上迁控制、前瞻性模型管理、管理层叠加、流程控制等附加要求，不仅能满足外部监管要求，也支持银行内部流程改造的推动，加强减值计提的全面性、准确性和进一步的精细化，并通过跨期分析、阶段迁徙预测、减值计提预测等内部管理报表的实现，加强信用风险管理。

This system is developed for the Administrative Measures for the Implementation of the Expected Credit Loss Method of Commercial Banks (Document No.10, 2022) issued by the former China Banking and Insurance Regulatory Commission (CBIRC). Based on the impairment measurement framework under International Financial Reporting Standard 9 (IFRS 9), it enhances risk management functions by incorporating additional regulatory-emphasized requirements including risk grouping, stage classification, stage upward migration control, forward-looking model management, management overlay, and process control. It not only meets external regulatory compliance requirements, but also supports the promotion of internal process transformation for commercial banks, improving the comprehensiveness, accuracy and further refinement of impairment provisioning. Furthermore, through the generation of internal management reports such as inter-period analysis, stage migration prediction and impairment provision prediction, it strengthens overall credit risk management.

搜集汇总

背景与挑战

背景概述

吉贝克预期信用损失管理系统是一个面向商业银行的风险管理系统，旨在满足监管要求并支持银行内部流程改造，加强信用风险管理。该系统基于IFRS9减值计量，强化了风险管理功能，包括风险分组、阶段划分、前瞻性模型管理等。