Research on the Internal Ratings Based(IRB) Approach of the New Basel Accord 巴塞尔新资本协议下的内部评级法研究
The Internal ratings based approach of New Basel Capital Accord set new calculation methods on capital requirement, which affects not only commercial banks ' capital management, but also loan pricing indirectly. 巴塞尔新资本协议的内部评级法对商业银行的资本要求提出了新的计算方法,这不仅影响了银行的资本金管理,同时还间接影响了贷款定价。
This dissertation mainly studies the Internal Ratings Based(IRB) Approach ( IRB ) of the New Basel Capital Accord ( the BaselII ). 本文主要研究巴塞尔新资本协议内部评级法。
In what is seen as an ambitious move, the Chinese regulator has been pressing big local lenders to start developing the most sophisticated credit risk model under Basle II, known as advanced internal ratings - based system ( IRB ). 外界将此视为一个雄心勃勃的举措,银监会督促大型国内银行,按照新资本协议规定的高级内部评级体系(irb),开始开发最复杂的信用风险计量模型。