新巴塞尔协议与商业银行风险衡量

New Basel Capital Accord and Risk Evaluation in Commercial Banks

论述了新巴塞尔资本协议中对信用风险、市场风险和操作风险衡量的方法及实施相应方法的一些必要的条件。根据新巴塞尔协议对我国商业银行风险管理提出了相应要求:大力发展评级机构;主动地寻求风险平衡,实现全面风险管理;风险管理方法的深入,积极开发风险控制工具;信用风险衡量方法从简单向复杂的转变。

This paper deals with the risk evaluating methods in New Basel Capital Accord for credit risk, market risk and operation risk, and the necessary conditions for the implementation of the corresponding methods. Based on New Basel Capital Accord, it puts forwards requirements for the risk management of China commercial hanks： advocating the development of all-level evaluating organizations; seeking risk balance actively to realized comprehensive risk management; deepening risk management methods and develop actively risk-control tools; and changing risk evaluating methods from simple to complex.