内部风险评级法在我国商业银行的发展与应用——基于A银行的内部风险评级研究

Development and Application of Internal Risk Rating in Commercial Banks in China——A Study Based on Bank A's Internal Risk Rating

巴塞尔新资本协议对银行的风险管理提出更高的要求,其中突出了内部评级法的地位和作用。国内各商业银行已纷纷开始了内部评级工程的建设。通过对A银行内部风险评级的实例分析,可以看出:我国商业银行内部评级距离巴塞尔新资本协议的要求还有差距。为建立完善的内部风险评级体系,商业银行应在评级系统、基础数据、专业人才、管理体制等方面做好准备。

Basel III puts forward higher requirements as against banks＇ risk management, which highlights the sta- tus and role of the IRR. Domestic commercial banks have begun the construction of the internal risk rating system （the IRR） project. A case study of Bank A＇s internal risk rating shows that there is still a gap between China＇ s commercial banks＇ internal rating and the requirements of Basel III. In order to establish a sound internal risk rat- ing system, China＇ s commercial banks must make a good reparation in such aspects as rating system, basic data, professional talents, and management regimes.