期刊文献+

关于新资本协议中信用评级若干问题的探讨 被引量:8

Research on the Credit Rating in the New Basle Capital Accord
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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.
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参考文献9

  • 1沈沛龙,任若恩.新巴塞尔协议资本充足率计算方法剖析[J].金融研究,2002(6):22-31. 被引量:40
  • 2中国银行业监督管理委员会译.巴塞尔新资本协议(征求意见稿)[Z].,2003年4月.. 被引量:1
  • 3中国银行业监督管理委员会译.巴塞尔新资本协议—主要问题取得重大进展[EB/OL].www.cbrc.gov.con.,2003-10月11日. 被引量:1
  • 4中国人民银行.贷款风险分类指导原则[EB/OL].www.pbc.gov.cn.,2002年8月29日. 被引量:1
  • 5刘明康.中国银行业监督管理委员会对巴塞尔新资本协议的意见和建议[EB/OL].www.cbrc.gov.cn.,2003年7月31日. 被引量:1
  • 6Baesel Committee on Banding Supervision,Intemational Convergence of Capital Measurement and Capital Standards: A Revised Framework, Bflnk for International Secttlements, June 2004. 被引量:1
  • 7Basle Committee on Banking Supervision, Credit Ratings and Complementary Sources of Credit Quality Information, Bank for International Settlements, Basle, August 2000. Working paper. 被引量:1
  • 8Basle Committee on Banking Supervision, Modifications to the capital treatmeat for expected,and unexpected credit losses in the New Basel Accord,Bank for International Settleraeats, Basel,January 2004. 被引量:1
  • 9Basle Committee on Banking Supervision, Range of Practice in Banks' lntemal Bating Systems, Bank for International Settle-ments, Basel, Jmumry 2000. A discussion paper. 被引量:1

二级参考文献12

  • 1Basle Committe on Banking Supervision, The New Basle Capital Accord, Consultative Document. Bank for International Settlements, January 2001. 被引量:1
  • 2Basle Committee on Banking Supervision, An Internal Model-Based Approach to Market Risk Capital Requirements. Bank for International Settlements, 1995. 被引量:1
  • 3Basle Committee on Banking Supervision, The Internal Ratings-Based Approach. Bank for International Settlements, January 2001. 被引量:1
  • 4M Crouhy, D Galai, R Mark, A comparative analysis of current credit risk models, Journal of Banking & Finance, 2000,24:59- 117. 被引量:1
  • 5Committee on Regulation and Supervision, Response to Basle's Credit Risk Modelling: Current Practice and Applications, Global Association of Risk Professionals, New York September 1999. 被引量:1
  • 6Tom Wilde, IRB Approach Explained, RISK, May 2001,87- 90. 被引量:1
  • 7Greg M Gupten, Christopher C. Finger, Mickey Bhalia, CredilMetrics^TM - Technical Document, J P Morgen & Co. Incoporated, New York:April 2,1997. 被引量:1
  • 8Christopher C. Finger, The One-Factor CreditMertrics Model In New Basle Capital Accord, RiskMetries Journal, 2001,2( 1 ) :9- 18. 被引量:1
  • 9Jon Frye, Weighting for Risk, RISK,May 2001,91 - 94. 被引量:1
  • 10Credit Suisse First Boston, CreditRisk + , Credit Suisse First Boston International, 1997. 被引量:1

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