国际评级机构的银行信用评级原理、方法及其局限

Principles and Methods of International Rating Agencies in Rating Bank Credits and Their Limitations

近年来 ,基于国际金融风险程度的不断加深 ,IMF、BIS和许多国家的金融监管当局都不同程度地运用信用评级的方法来加强金融监管 ,商业银行也开始注重利用信用评级机构的评级结论来改善银行的经营管理 ,信用评级的服务范围开始扩展到金融监管领域。目前 ,中国人民银行也开始着手将信用评级制度引入对商业银行的审慎监管过程 ,以完善我国的金融监管制度 ,提高监管效率。基于这一背景 ,我们对国际信用评级机构关于银行信用评级 (包括个体评级、支持评级和债务评级 )的原理和方法进行全面的总结 ,并对其局限性进行分析和评论。

In recent years IMB,BIS and financial supervision authorities of many countries have used the method of credit rating to strengthen financial supervision and commercial banks also have used the rating conclusions reached by rating agencies to improve their management control based on bigger and bigger risks of international finance.Now services of credit rating are expanding to financial fields.The People's Bank of China starts introducing the system of credit rating to the cautious supervision over commercial banks so as to perfect our financial supervision systems and to improve the supervision effciency.In view of the above-mentioned background we have made an all-round summary of the principles and methods of how international rating agencies rate bank credits(including individual rating,support rating and debt rating)and made an analysis of and a comment on their limitations.