浅议IRB法下我国商业银行信用风险内部评级体系的构建  

Research on Establishment of Internal Rating System of Domestic Commercial Banks Based on the IRB Approach

作　　者：单俊[1] 

机构地区：[1]浙江财经学院金融学院,浙江杭州310018

出　　处：《生态经济》2010年第6期52-55,共4页Ecological Economy

摘　　要：巴塞尔新资本协议的提出,对全球金融业风险管理产生了巨大影响,我们应充分认识新协议核心的IRB法对我国商业银行的重要意义,在深入研究IRB法的基础上,加快国内商业银行内部评级体系的建立,实现与世界的接轨。The New Basel Capital Accord has produced a tremendous impact on the risk management of the global financial industry. The IRB Approach is the core of the New Basel Capital Accord, which we should fully understand. We should speed up the establishment of internal rating system of domestic commercial hanks, based on in-depth study of the IRB Approach, to achieve integration with the world.

关 键 词：巴塞尔新资本协议 IRB法 商业银行 内部评级体系 

分 类 号：F224[经济管理—国民经济]