我国商业银行当前执行“IRB”方法的困难

The Difficulties in Commercial Banks' Executing IRB Approach at Present

《巴塞尔新资本协议》的颁布对我国银行业产生了巨大的影响,尤其是作为核心内容提出的“内部评级法”(IRB),对我国银行的风险管理和测量影响更为深远。与世界经济接轨,在竞争中立足,都要求我国银行业使用“IRB”方法来测量风险,但是我国目前使用“IRB”法的条件还不成熟,本文主要从新协议的“IRB”方法入手阐述了我国当前采用“IRB”方法存在的困难。

The issue of New Basel Capital Agreement has great effects on our country＇s banking operations. Especially the ＂Internal Rating-based Approach＂ （IRB） put forward as the central content has much more profound effects on risk management and evaluation of our country＇s banks. In order to be in line with international economy and to stand firmly in competition, our country＇s banks need to use ＂IRB＂ approach to evaluate risk, but the conditions of using ＂IRB＂ approach at present in our country are not appropriate. This paper mainly states the difficulties of using ＂IRB＂ Approach at present in our country.