摘要
巴塞尔新资本协议鼓励世界各国的商业银行采用先进的内部评级法管理信用风险。本文立足于我国商业银行信用风险管理的现状,结合我国商业银行改革的实践与方向,建立了基于内部评级法的我国商业银行信用风险管理体系。
According to The New Basel Capital Accord, commercial banks are encouraged to adopt Internal-Rating-Based approach, known as IRB, to improve credit risk management. Based on the analysis of commercial banks＇ credit risk profile in China, this thesis provides an IRB-based credit risk management system.
出处
《科技和产业》
2006年第12期44-46,共3页
Science Technology and Industry
关键词
商业银行
信用风险管理
内部评级法
Commercial bank
Credit risk management
Internal-Rating-Based approach（IRB）
