摘要
自巴赛尔协议规定用于确定风险的资本充足度内部模型必须是以VaR为基础的模型以来,VaR已成为目前最为流行的风险管理模型,此模型的引进和应用对改进我国商业银行信用管理有借鉴意义。
Since the Basaille Treaty has made it a rule that the interior model of assets adequacy ratio of risks must be a model based on VAIi.VAR ahs turned out to be the most fashionable risk managing model.The introduction and application of such a model offer a good lesson for the improvement of credit management of Chinese commercial banks.
出处
《华南金融研究》
2002年第5期33-36,共4页
South China Financial Research
