摘要
利用内部评级进行信用风险管理是当前银行风险控制的发展趋势。结合我国大型银行的新资本协议实施现状,重点阐述了我国大型银行非零售信用风险模型实际构建过程。同时针对我国实际,分析我国大型银行在模型构建及使用过程中需关注的问题,并提出相关政策建议。
The current develop trend of risk control for bank is credit risk management by internal rating. This paper described the real constructing process of non-retailing credit risk model of large banks in China which combined with the current situation of implementation of new capital accord. At the same time, the author analyzed the problems during the model construction and using process of the large banks according to the reality in China and gave some policy suggestions at last.
出处
《金融理论与实践》
CSSCI
北大核心
2013年第4期68-71,共4页
Financial Theory and Practice
关键词
新资本协议
内部评级
非零售
new capital accord
internal rating
non-retailing
