摘要
为了构建和完善信用风险量化管理体系,商业银行以及监管机构应当加强商业银行基础数据库的建设;开发适合我国实际情况的内部评级方法;研究与发展信用风险度量模型;建立健全以内部评级为核心的信用风险管理体系;促进资信评级行业健康发展。
In order to construct and improve credit risk quantitative management system,commercial banks and regulators should strengthen the construction of commercial bank foundation database,design an Internal Ratings Based approach suitable for actual situation,research and development credit risk measure model,establish the quantitative management system based on internal rating and promote the healthy development of the credit rating industry.
出处
《特区经济》
2012年第1期224-226,共3页
Special Zone Economy
基金
南京信息工程大学科研启动基金(SK20100103)资助
关键词
信用风险
量化管理
内部评级
对策建议
credit risk
quantitative management
nternal Ratings Based approach
countermeasures and suggestions
