《新巴塞尔资本协议》与上海金融监管创新

《新巴塞尔资本协议》的外部信用评估是在外部信用评估机构对债券 (或债务 )信用风险等级评定的基础上对银行风险的监管。人民银行上海分行在 1 996年开始实施的外部贷款企业资信等级评估管理是对银行信用风险监管的创新 ,并取得了显著的效果 ,但是与《新巴塞尔资本协议》的要求仍然存在差距 ,需要不断地完善外部贷款企业资信等级管理办法并在全国范围内推广实施 ,逐步实现与《新巴塞尔资本协议》

According to Basel II, external credit rating process is based on credit rating agency′s bond/debt rating, which ensures bank risk management. The People′s Bank of China (PBC) Shanghai Branch′s external credit rating, initiated in 1996, is an innovative measure in bank risk management. Although it has achieved significant results, it still remains some inadequacies, and differs from Basel II requirements. Under this circumstance, we recommend that PBC improve its external credit rating management and apply it on a nationwide basis, develop bond market, reinforce regulations on credit management, strengthen credit rating agencies′ expertise, and move toward the Basel II accord.