巴塞尔新资本协议内部评级法法则及其实施建议

The Internal Ratings-Based Approach and Suggestions on Its Implementation

内部评级法是巴塞尔新资本协议的核心。本文主要对内部评级法的框架思想、风险要素以及信用风险衡量步骤进行了全面剖析,并且提出了我国国内商业银行实施内部评级法应该分三阶段逐步推进的建议。

Internal Ratings-Based （IRB） approach is the core of the New Basel Accord. This paper mainly exposes its framework, risk components and credit risks measurement steps, and suggests 3 steps in its implementation in domestic commercial banks of China.