淺議Basel新協(xié)議資本金計(jì)算方法
1.2萬(wàn)字 11頁(yè)


摘要 今年年初Basel委員會(huì)公布了新資本協(xié)議草案，其核心內(nèi)容是提出了根據(jù)信用狀況確定資本金的標(biāo)準(zhǔn)法和基于內(nèi)部評(píng)級(jí)方法。新協(xié)議的實(shí)施將對(duì)全球銀行業(yè)信用風(fēng)險(xiǎn)管理產(chǎn)生深遠(yuǎn)影響。本文對(duì)新協(xié)議中資本金的計(jì)算方法進(jìn)行了詳細(xì)的介紹和分析，著重討論了新協(xié)議對(duì)我國(guó)銀行業(yè)的影響以及我國(guó)實(shí)施新協(xié)議可能遇到的困難和需要解決的問(wèn)題。
關(guān)鍵詞 Basel協(xié)議 資本金 標(biāo)準(zhǔn)法 基于內(nèi)部評(píng)級(jí)方法


Review on Computation Methods of Capital Requirement in New Basel Accord


Abstract At the beginning of this year, Basel committee published its new draft version of capital accord. The key points in the draft version are the Standardized Approach and the Internal Ratings-Based Approach to calculate the capital requirement. Implementing the new accord will have a long effect on credit management in the world. .....
Keywords Basel accord, capital requirement, standardized approach, internal ratings-based approach




1 引言
1988年Basel委員會(huì)公布的《統(tǒng)一國(guó)際銀行的資本計(jì)算和標(biāo)準(zhǔn)的報(bào)告》（即Basel協(xié)議）首次提出以資本充足率為核心對(duì)銀行進(jìn)行監(jiān)管，并給出了統(tǒng)一的衡量標(biāo)準(zhǔn)......