內(nèi)部評級法在我國商業(yè)銀行.pdf

1、山西財經(jīng)大學碩士學位論文內(nèi)部評級法在我國商業(yè)銀行姓名：王媛媛申請學位級別：碩士專業(yè)：金融學指導教師：楊有振2007-09-30內(nèi)部評級法在我國商業(yè)銀行信用風險管理中的應用 4 Abstract After a long period, credit risk is still the primary risk which our commercial banks will face. The New B

2、asel Capital Accord provides new credit risk measuring methods— Standardized Approach and Internal Ratings Based Approach(IRB). IRB permit commercial banks, which have high risk management level, use int

3、ernal rating results to certify risk weight and draw capital, then the capital adequate rate and credit risk will connect closely. America, EU and other countries, Singapore, Australia, South Af

4、rica, etc. execute The New Capital Accord on time. With the development of finance globalization, our commercial banks need to connect with international banks and execute IRB according to The New

5、Capital Accord to improve the competitive power. Recent years, our commercial banks, The Industrial and Commercial Bank of China, The China Construction Bank, etc. prepared for the execution of IRB. Some ba

6、nks even build their rating systems. But compare with developed countries, the IRB building of our commercial banks fall behind. Our commercial banks need to use for reference advanced experience of foreign

7、commercial banks, relate our country’ s environment, build our rating system and related systems. First, this paper introduces The New Capital Accord and two credit risk measuring methods— Standardiz