新资本协议框架下的内部评级法与信用风险管理  

IRB and Credit Risk Management under the New Capital Accord Frame

作　　者：林欣[1] 

机构地区：[1]广东技术师范学院经济与贸易学院,广州广东510262

出　　处：《广东技术师范学院学报》2008年第5期54-57,共4页Journal of Guangdong Polytechnic Normal University

摘　　要：本文对巴塞尔新协议中信用风险条款以及信用风险的度量方法作了介绍,尤其对其中的内部评级法进行分析,并就我国银行业应用存在的问题提出对策,最后指出新协议对我国商业银行信用风险管理的启示。The article begins with bank credit risk management and introduces the terms and measurement of credit risk in the new capital protocol. Also, it analyzes the IRB approach and presents some countermeasures against the problems which our commercial banks apply it. In the end, it points out some revelations the new protocol to the credit risk management of our commercial banks.

关 键 词：新资本协议 信用风险 风险管理 

分 类 号：F831[经济管理—金融学]