准确地反映了贷款组合的非违约风险暴露,同时完善了银行的内部评级体系。
The exposure to non-default risk of loan portfolio is reflected accurately, at the same time IRB of banks has been improved.
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。
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.
提出在树立“风险防范优先”的理念下,建立健全内控制度,特别是在建立内部信用评级体系上狠做文章,成为进出口银行防范风险的关键。
Thus it is proposed that the key to prevent risk for the Bank is to build internal control institution, especially the internal rating system.
这符合《巴塞尔协议》中对银行内部评级体系中指标设置的要求。
It meets the index requirement of Internal Rating System in the Agreement of Basel.
建立内部信用评级体系是适应新的监管要求的必然趋势。
The establishment of internal credit rating system to the new regulatory requirements is an inevitable trend.
基于在新协议中内部评级法计算资本金的要求,对商业银行内部评级体系的构建提出了一个基本框架。
Based on the request of Approaches computation capital in the internal rating of the New Accord, the basal construction is proposed about the commercial bank interior rating system.
中国工商银行新客户评级体系,该体系是建立在内部评级法的基础上,依此介绍指标体系、得分计算、等级评定和应用前景。
The new client credit grading system of ICBC is built on the base of the internal grading method, composed of index system, calculation, grading and application prospect.
本文的研究重点一是根据巴塞尔委员会《新资本协议草案》中对银行内部评级的要求,构建了新的指标体系。
The focal point of this thesis: 1. according to the requirement for the bank's internal credit rating in "new Capitalism Agreement Draft" drawn by Basel committee, new indicator system is constructed.
本文的研究重点一是根据巴塞尔委员会《新资本协议草案》中对银行内部评级的要求,构建了新的指标体系。
The focal point of this thesis: 1. according to the requirement for the bank's internal credit rating in "new Capitalism Agreement Draft" drawn by Basel committee, new indicator system is constructed.
应用推荐