By introducing IRB approach and external rating, the similarities and differences between them were analyzed and Suggestions on how to improve commercial Banks' IRB approach were put forward.
介绍了内部评级法和外部评级,比较分析了内部评级和外部评级之间的异同,对我国商业银行完善内部评级法提出了建议。
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”。
The paper studies the main content of Internal Ratings Based Approach and international commercial banks' IRB system, and analysis the key factors that implement IRB.
本文通过系统研究和分析新资本协议中内部评级法的主要内容和框架,以及国际商业银行的内部评级体系,找出实施内部评级体系的核心要素。
Internal Rating-Based Approach (IRB) is the core content of the New Basel Capital Accord.
信用风险的内部评级法(IRB)是巴塞尔新资本协议的核心内容。
Loss Given Default (LGD) is one of the most important parameters within Internal Risk Based approach (IRB) in the New Basel Capital Accord.
违约损失率(LGD)是巴塞尔新资本协议中ir B法中最重要的参数。
However, the use of IRB would not be a practical option for a majority of non-G10 countries and the transition from the standardized approach to IRB, as the Committee expects, would be long.
然而,大多数非十国集团国家无力采用内部评级法。正如巴塞尔委员会所预期的,从标准法向内部评级法的过渡也将需要很长时间。
However, the use of IRB would not be a practical option for a majority of non-G10 countries and the transition from the standardized approach to IRB, as the Committee expects, would be long.
然而,大多数非十国集团国家无力采用内部评级法。正如巴塞尔委员会所预期的,从标准法向内部评级法的过渡也将需要很长时间。
应用推荐