我国商业银行内部信用评级的政策建议——基于Z值模型分析

2007年是我国进入WTO金融业全面开放的一年,面临外资银行从营销管理到内部风险控制的一系列冲击,要求我国银行业必须更新管理手段,使之与世界接轨,将风险进行精确的量化,便于风险管理。这就要求我国商业银行必须进一步努力创造良好的内部评级环境,积极进行内部评级的国际接轨工作才是我国银行业内部评级的可行之路。本文基于Z值模型进行分析比较,提出了发展我国商业银行内部信用评级的政策建议。

Suggestion on Domestic Commercial Bank's Internal Rating-Based(IRB)——Base on Z-Score Risk Rating Model

Our country entered a completely open financial year to the world in 2007.Facing a series of foreign bank's impingement from operation and manage to internal risk control,our country bank must renovate management approach.we must accurate the risk,which will convenient for controling the risks.Commercial bank must make great efforts to creat good circumstance of IRB,long-standing work for entering the world.The paper analyzed and compared based on the Z-Score model,put forward some suggestions to develop domestic commercial bank's IRB.