| 利用内部评级法管理我国商业银行信用风险 |
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| 引用本文： | 吴遵新.利用内部评级法管理我国商业银行信用风险[J].科技创业月刊,2007,20(7):34-35. |
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| 作者姓名： | 吴遵新 |
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| 作者单位： | 中南民族大学经济学院,湖北,武汉,430074 |
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| 摘 要： | 新巴塞尔协议鼓励商业银行采用内部评级法度量和管理信用风险。内部评级法有自己独特的风险度量方法,并要求具备一定的条件。我国商业银行应该克服目前面临的困难,采取有效对策,创造条件以实现利用内部评级法度量和管理信用风险。
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| 关 键 词： | 商业银行 内部评级法 信用风险 巴塞尔协议 |
| 修稿时间： | 2007-03-17 |
Utilize IRB to Manage Credit Risk of China Commercial Banks |
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| Wu Zunxin.Utilize IRB to Manage Credit Risk of China Commercial Banks[J].Pioneering With Science & Technology Monthly,2007,20(7):34-35. |
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| Authors: | Wu Zunxin |
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| Abstract: | The new Basel capital accord encourages commercial bank to measure and manage credit risk by the Internal Rating-Based Approach.Internal Rating-Based Approach has unique way to measure risk,and certain conditions are demanded for it.Our commercial banks should overcome difficulties,create favorable conditions in order to measure and manage credit risk by the Internal Rating-Based Approach. |
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| Keywords: | commercial bank IRB credit risk Basel Capital Accord |
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