在新巴塞尔资本协议中关于零售资产的监管资本计算

Calculating Regulatory Capital of Retail Assets in New Basel Capital Accord

应用新巴塞尔资本协议中提出的新的风险衡量方法——内部评级法,重点讨论如何确定银行零售资产的监管资本,并结合信用卡业务的特点与我国银行的实践,说明我国商业银行在信用卡业务上实施新的资本计量方法的可行性。

Focus on calculating the regulatory capital of bank＇s retail assets, applying a new risk measurement of the New Basel Capital Accord, which is called internal ratings-based （IRB）. Then we combine the character of credit card and the practice of our banks to show that it is feasible to implement this new risk measurement on the operation of credit card for our commercial banks.