由巴塞尔新资本协议看我国商业银行内部评级体系  

Reflections on the Building of the Internal Rating System of Our Commercial Banks in the Light of The New Basle Capital Accord

作　　者：申俊华[1] 赵晓英[1] 

机构地区：[1]湖南大学金融学院,湖南长沙410079

出　　处：《金融理论与实践》2005年第5期9-12,共4页Financial Theory and Practice

摘　　要：内部评级体系是一个集各种方法、过程和控制的复杂体系,它包括了数据收集、支持评估信用风险的IT系统、内部风险评级的确定、违约和损失的量化过程。我国在构建内部评级体系过程中存在着诸如借款人评级和债项评级无数据跟踪;低风险评级级别少,风险可辨性差;评级方法偏定性等问题,需要借鉴国外先进的评级方法,进一步完善我国的内部评级体系。Internal rating system is a complex system incorporating methods, procedures and controlling means. Within this system are contained data collection, IT system as the support of credit risk evaluation, determination of internal risk rating and quantification of default and loss. In view of the fact that there exist some problems in establishing our internal rating system, such as no data tracking in both borrower's credit rating and loan rating, no enough grades for low-risk rating, low discernibleness of risk, and lack of quantity rating methods, we are required to draw on the advanced rating methods from abroad so as to improve our internal rating system.

关 键 词：内部评级体系 评级方法 违约率 

分 类 号：F832.33[经济管理—金融学]