...信用风险的计量提供了两种方法: 标准法(Standardizedapproach)和内部评级法(Internalratings-basedapproach,IRB approach)。其中,利用外部信用评级确定资本信用风险的方法称为标准法。
基于2个网页-相关网页
Foundation IRB Approach 基础内部评级法 ; 初级法
Advanced IRB Approach 高级内部评级法
internal rating based approach irb 内部评级法
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。
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