期刊文献+

我国信用风险计量方法的合理选择 被引量:3

下载PDF
导出
摘要 新巴塞尔协议中对信用风险的计量方法包括标准法和内部评级法两种。本文首先简要介绍了标准法和内部评级法,然后根据目前国内信用风险的实际情况,比较了二者的优劣,认为内部评级法应是我国商业银行信用风险计量的发展方向。最后指出了我国商业银行面对内部评级法所应采取的一些对策。
作者 李伟
机构地区 西南财经大学
出处 《商业时代》 北大核心 2004年第26期34-34,43,共2页 Commercial
  • 相关文献

参考文献7

二级参考文献13

  • 1Aggarwal,R ,Jacques, K. T. (2001), The Impact of FDICIA and Prompt Corrective Action on Bank Capital and Risk:Estimates Using a Simultaneous Equations Model. Journal of Banking & Finance 25(6), 1139-- 1160.
  • 2Akhigbe, A. , Whyte, A. W. (2001), The Impact of FDICIA on Band Returns and Risk: Evidence from the Capital Markets. Journal of Banking & Finance 25(2),393--417.
  • 3Altman,E. I. , Saunders, A. (2001), An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings. Journal of Banking & Finance 25(1), 1721--1742.
  • 4Goodhart Goodhart, C. , P. Hartmann (1998), Financial Regulation_Why, How and Where Now[ M]. Bank of England, Routledge Press.
  • 5Jackson, P. (1999), Capital Requirement and Bank Behavior:The Impact of the Basle Accord. Basle Committee On Banking Supervisionl[R]. Working Papers, no. 1.
  • 6Kupiec,P. H. (2001) ,The New Basle Capital Accord:The Devil Is in the (calibration) Details[R]. IMF working paper 2808.
  • 7Landerman, E S(1994), Wealth Effects of Bank Securities Issuance and Loan Growth under the Riskbased Capital Requirments. Federal Reserve Bank of San Francisco Economic Review, 2,24--35.
  • 8Powell,A. (2001), A Capital Accord for Emerging Economies. World Bank Policy Research Paper, no. 2808.
  • 9Rime,B. (2001), Capital Requirements and Bank Behavior: Empirical Evidence for Switzerland[J]. Journal of Banking & Finance 25(4),789--805.
  • 10The Banker,July, 1998.

共引文献31

同被引文献15

引证文献3

二级引证文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部