摘要
由美国次贷危机引起的全球金融风暴起因于信贷泡沫破裂,使得商业银行信用风险的研究变得非常迫切。2007年起开始在全球范围内实施的巴塞尔新资本协议明确了资本的组成,并构建了一套信用风险权重体系。文章探讨了国内外银行实施新资本协议的现状及我国银行信用风险管理面临的困难,并提出了新资本协议下我国商业银行信用风险管理的部分建议。
The U.S.sub -prime mortgage crisis caused by the credit bubble burst has led to global financial crisis,it makes the research on credit risk of commercial banks become very urgent.The new Basel Capital Accord determined the composition of capital,and built a set of credit risk weighting system.This article discusses the status of implementation of the new Capital Accord in the domestic and foreign banks,and analyzes the difficulties faced by China＇s banks.Finally we propose some recommendations on credit risk management of China＇s commercial banks after the implementation of the new Capital Accord.
出处
《区域金融研究》
2010年第6期44-47,共4页
Journal of Regional Financial Research
关键词
巴塞尔新资本协议
信用风险
内部评级法
New Basel Capital Accord
Credit Risk
Internal Ratings-Based Approach
