摘要
银行风险定量监测及评级体系研究是中央银行对商业银行监管的前沿和热点问题,对此结合国外研究成果,建立具有中国银行业特色的风险监测指标体系,并通过实证研究得出定量监测的方法,风险评级的分段区间,这对于央行对商业银行进行风险监测及评价有很强的实践价值。
Bank risk quantitative supervision and rating system are the hot issues in commercial bank supervision. In this paper, the author attempts to establishe the Risk Supervision Indexes System for the Chinese banking sector and has found the best approach to quantitative supervision through extensive empirical research. It is very valuable for the central bank to supervise the risks of commercial banks.
出处
《山东大学学报（哲学社会科学版）》
北大核心
2003年第3期136-143,共8页
Journal of Shandong University(Philosophy and Social Sciences)
关键词
银行风险
定量监测
评级体系
bank risks
quantitative supervision
rating system
