Our banking had certain research on the credit risk adjusted performance measurement, but still had not become to form the credit risk mode taking it as the core. 我国银行业虽然对信用风险绩效度量方法有了一定的研究,但仍然没有形成以该方法为核心的信用风险管理模式。
The credit risk adjusted performance measurement is a kind of management mode to measure the return on risk adjusted capital, which was initiated by the Bankers Trust of the United States at the end of 70's in the 20th century. 风险绩效度量是由美国信孚银行(BankersTrust),于20世纪70年代末首次提出的,是衡量风险调整后收益大小的一种方法。