...基于内部评级方法 [gap=419]Keywords Basel accord, capital requirement, standardized approach, internal ratings-based approach ...
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...模型 建置内部信用评等模型 建置内部信用评等模型及违约损失率模型 采行内部评等法(IRB, Internal Ratings-Based Approach ) 之准备 - 内部信用评等模型之建置 → 取得违约机率(PD) - 违约损失率模型之建置→ 取得违约...
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Advanced Internal Ratings Based Approach 评等法 ; 进阶内建评等法 ; 法
Foundation Internal Ratings Based Approach 评等法 ; 基础内建评等法 ; 法
以上来源于: WordNet
Bigger Banks with more sophisticated risk-modelling and risk-management systems can opt for what Basel 2 calls the "internal ratings-based approach", or IRB.
而风险模型和风险管理系统较为复杂的大银行则可以选择协议规定的“内部评级法”,或者简称为“IRB”。
Hence, the Basel Committee proposed the Internal Ratings-Based Approach (IRB) in the New Basel Capital Accord, which is formally published in June 2004, and will be carried out in the end of 2006.
巴塞尔委员会在《新资本协议》中提出了内部信用评级IRB (The Internal Ratings - Based Approach)方法,并已于2004年6月正式公布,将于2006年底开始实施。
As a "rule of game" in banking industry, New Basel Capital Accord provides two options for credit risk management for commercial banks-the standardized approach and internal ratings-based approach.
作为国际银行界的“游戏规则”,巴塞尔新资本协议针对信用风险提出的标准法和内部评级法为将来商业银行进行信用风险管理指明了方向。
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