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 in accordance with Document No.10 2022 "Administrative Measures for the Implementation of the Expected Credit Loss Method for Commercial Banks" issued by the former China Banking and Insurance Regulatory Commission (CBIRC). Based on the impairment measurement framework of IFRS 9, it enhances risk management capabilities, and covers additional regulatory-required 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 requirements, but also supports the advancement of internal process transformation for commercial banks, improving the comprehensiveness, accuracy and further refinement of impairment provision. Furthermore, it strengthens credit risk management by generating internal management reports such as cross-period analysis, stage migration forecasting and impairment provision forecasting.

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金融行业的信用风险管理数据应用，旨在帮助商业银行遵循原银保监2022年10号文的监管要求，基于IFRS9减值计量框架，强化风险分组、阶段划分和前瞻性模型管理等功能。该系统不仅支持外部合规，还推动银行内部流程优化，通过跨期分析和预测报表提升减值计提的准确性和精细化水平，从而加强整体信用风险管理能力。