商业银行内部评级与外部评级的比较分析

Comparison and Analysis of Commercial Banks' IRB Approach and External Rating

内部评级法是新巴塞尔协议的核心。介绍了内部评级法和外部评级,比较分析了内部评级和外部评级之间的异同,对我国商业银行完善内部评级法提出了建议。

IRB approach is the core of New Basel Capital Accord.By introducing IRB approach and external rating,the similarities and differences between them were analyzed and suggestions on how to improve commercial banks' IRB approach were put forward.