内部风险评级法在我国商业银行的发展与应用——基于A银行的内部风险评级研究  

Development and Application of Internal Risk Rating in Commercial Banks in China——A Study Based on Bank A's Internal Risk Rating

作　　者：张微[1] 张娜[1] 

机构地区：[1]北京工商大学经济学院,北京100048

出　　处：《征信》2013年第11期71-75,共5页Credit Reference

基　　金：教育部人文社会科学研究资助项目(10YSC79088)

摘　　要：巴塞尔新资本协议对银行的风险管理提出更高的要求,其中突出了内部评级法的地位和作用。国内各商业银行已纷纷开始了内部评级工程的建设。通过对A银行内部风险评级的实例分析,可以看出:我国商业银行内部评级距离巴塞尔新资本协议的要求还有差距。为建立完善的内部风险评级体系,商业银行应在评级系统、基础数据、专业人才、管理体制等方面做好准备。Basel III puts forward higher requirements as against banks＇ risk management, which highlights the sta- tus and role of the IRR. Domestic commercial banks have begun the construction of the internal risk rating system （the IRR） project. A case study of Bank A＇s internal risk rating shows that there is still a gap between China＇ s commercial banks＇ internal rating and the requirements of Basel III. In order to establish a sound internal risk rat- ing system, China＇ s commercial banks must make a good reparation in such aspects as rating system, basic data, professional talents, and management regimes.

关 键 词：巴塞尔新资本协议 内部评级法 内部风险评级系统 商业银行 

分 类 号：F832.332[经济管理—金融学]