摘要
作为国际银行界的“游戏规则” ,巴塞尔新资本协议针对信用风险提出的标准法和内部评级法为将来商业银行进行信用风险管理指明了方向。内部评级法比标准法更能敏感地反映信用风险 ,但同时也意味着商业银行要在资产组合层面实现风险和收益的匹配 ,并相应地进行经济资本配置。在欧元时代 ,欧洲大型商业银行和中小商业银行的信用风险管理将在新协议影响下面临不同的选择路径。这种选择也将对未来若干年内我国国有商业银行信用风险管理机制的改革具有重要的借鉴意义。
As a 'rule of game' in banking industry, New Basel Capital Accord provides two options for credit risk management for commercial banks-the standardized approach and internal ratings-based approach. The internal ratings-based approach could reflect credit risk more sensitively than the standardized approach, under the condition of commercial banks have the abilities to match risks and incomes in portfolio management, and have the ability to allocate economic capital. With Euro entering the European market, New Basel Capital Accord will exert different impacts on European international banking groups and regional banks, therefore the banks have to find their own ways to face the challenge.
出处
《欧洲研究》
CSSCI
北大核心
2003年第1期36-44,共9页
Chinese Journal of European Studies
