内部评级法思想及其在商业银行风险管理中的应用

为提升国内银行的风险管理能力,银监会不断推进实施新资本协议.内部评级法作为新资本协议的核心内容,其基本思想对于商业银行提高风险管理能力具有重要指导作用.本文从内部评级法的基本思想入手,结合内部评级法在国内银行风险管理中的应用情况,提出应用内部评级法加强国内银行风险管理的政策建议.

The Ideology of IRB and Its Application in the Bank Risk Management

In order to enhance the banks' risk management capabilities,the China Banking Regulatory Commission continues to push forward the implementation of The New Basel Capital Accord(Basel II) . IRB as the core content of Basel II,its basic ideology plays an important guiding role for the commercial banks to enhance risk management capabilities. This paper analyses the ideology of IRB,studies the application of IRB in domestic banks,and puts forward some advices for domestic banks to strengthen risk management.