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| 新巴塞尔资本协议中的信用风险管理启示 | |
| 引用本文： | 麦强,张姗姗. 新巴塞尔资本协议中的信用风险管理启示[J]. 学术交流, 2006, 0(3): 104-107 |
| 作者姓名： | 麦强 张姗姗 |
| 作者单位： | 1. 哈尔滨工业大学管理学院,黑龙江,哈尔滨,150001 2. 黑龙江工程学院,黑龙江,哈尔滨,150050 |
| 摘 要： | 信用风险管理是银行业风险管理的主要内容。新巴塞尔协议中对信用风险管理包括标准法和内部评级法。对我国银行业的启示是:转变我国银行业经营理念,完善内部评级体系,构建自己的现代风险管理模型等。 |
| 关 键 词： | 新巴塞尔资本协议 信用风险 标准法 内部评级法 |
| 文章编号： | 1000-8284(2006)03-0104-04 |
| 修稿时间： | 2005-10-20 |
The Credit Risk Management of the New Basel Accord and Its Inspirations to Banking System of China |
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| MAI Qiang,ZHANG Shan-shan. The Credit Risk Management of the New Basel Accord and Its Inspirations to Banking System of China[J]. Academic Exchange, 2006, 0(3): 104-107 | |
| Authors: | MAI Qiang ZHANG Shan-shan |
| Abstract: | Credit risk management is the main content of risk management of banking system.This paper briefly introduces the standard approach and internal ratings-based approach which are used to manage credit risk in the New Basel Accord, and proposes some inspirations to banking system of China,such as changing management values,improving the internal rating system,building China's modern risk management model,etc. |
| Keywords: | the New Basel Accord credit risk standard approach internal ratings-based approach |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |