| 中美监管机构对商业银行风险评级的比较研究 |
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| 引用本文： | 黄德龙,吕飞,杨晓光.中美监管机构对商业银行风险评级的比较研究[J].金融论坛,2006,11(1):47-52. |
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| 作者姓名： | 黄德龙 吕飞 杨晓光 |
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| 作者单位： | 1. 中国科学院管理决策与信息系统重点实验室
2. 中国科学院数学与系统科学研究院 |
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| 基金项目： | 中国科学院资助项目;中国科学院虚拟经济与金融研究中心资助项目 |
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| 摘 要： | 2004年2月,中国银监会颁布了《股份制商业银行风险评级体系(暂行)》,要求逐步开展对商业银行风险状况的评级。由于这一体系是在美国骆驼群评级法的基础上建立起来的,因此,本文集中研究了中美两国监管机构的这两个评级体系。本文在评价指标、评级分类方式、评级结果的运用政策等方面对中国银监会的《体系》与骆驼群评级法进行了比较研究,希望其不但能对中国银监会的评级体系有一个系统的透视,而且能为该体系的进一步改进提供一些参考。
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| 关 键 词： | 商业银行 风险评级 骆驼群评级法 |
| 文章编号： | 1009-9190(2006)1-0047-06 |
A Comparative Study of the Risk Rating of Commercial Banks between Watchdogs in USA and China |
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| Huang Delong,Lü Fei,Yang Xiaoguang.A Comparative Study of the Risk Rating of Commercial Banks between Watchdogs in USA and China[J].Finance Forum,2006,11(1):47-52. |
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| Authors: | Huang Delong Lü Fei Yang Xiaoguang |
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| Abstract: | In February, 2004, China Banking Regulatory Commission issued "The Risk Rating System for Joint-Stock Commercial Banks," demanding that commercial banks be rated in terms of their risk profile. Since the above-mentioned system is based on CAMELS rating of USA, the present paper is devoted to comparing the two systems between American and Chinese watchdogs with respect to policies on rating indicators, classification and results. It is hoped that such a comparison will not only make a microscopic scrutiny into this rating system of CBRC, but also provide some reference for further improvement of the said system. |
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| Keywords: | commercial banks risk rating CAMELS rating |
| 本文献已被 万方数据 等数据库收录！ |
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