摘要
《新巴塞尔资本协议》已经定稿,本文就新资本协议中涉及的信用评级问题进行了一些探讨,其中包括内部评级、外部评级、债项评级和发行人评级,同时还讨论了现行的贷款分类与债项评级之间的关系,探究了贷款分类的理论依据,提出了将贷款分类向贷款评级过渡的办法。
The paper studies about the credit rating questions in the New Basle Capital Accord including internal rating and external rating, facility rating and issuer rating, as well as the relations between loan classification and facility rating. The authors explore the theoretical fundaments of the loan classification, and the methodologies of transferring credit classification into facility rating.
出处
《金融研究》
CSSCI
北大核心
2004年第12期112-118,共7页
Journal of Financial Research
基金
本文得到国家自然科学基金资助项目(70473054)于山西财经大学科研配套经费的资助山西省自然科学基金资助项目(20041008)。
关键词
新资本协议
内部评级
外部评级
债项评级
发行人评级
the New Basle Capital Accord, internal rating, external rating, facility rating, issuer rating.