《新巴塞尔资本协议》与我国商业银行信用风险内部评级制度的国际接轨

历时6年修订于2004年6月获G10央行行长会议通过的《新巴塞尔资本协议》是国际银行业最重要的竞争规则之一。借鉴新资本协议的要求对于我国商业银行增强国际竞争力具有重要的意义。新资本协议框架更多地强调银行要建立内部的风险评估体系。在当前我国大多数商业银行尚处于构建信用风险防范机制的起步之际,通过对新巴塞尔资本协议对内部评级制度的要求和内部评级方法的主要内容的介绍,针对目前我国商业银行信用风险内部评级制度的缺陷,对构建我国商业银行信用风险内部评级体系的途径等方面具有借鉴意义。

Basel Ⅱ Framework and System Internationalizing of Internal Gradation on Credit Risk for Chinese Commercial Banks

Basel Ⅱ Framework, endorsed in June 2004 at the meeting of G10 central bank governors after six-year fevi-sion, is one of the most important principles of global banking competition. Meeting the requirements of Basel Ⅱis of great significance for Chinese commercial banks to strengthen their international competitiveness. Basel Ⅱ Framework pays more attention to the system of internal gradation on credit risk for commercial banks. In the current stage when most commercial banks are starting to construct credit risk warding mechanisms, this paper is on the basis of introduction to the Basel Ⅱ Framework' s requirements of the system of internal gradation and main idea of the method of internal gradation, in face of current shortages of the system of internal gradation on credit risk for China' s commercial banks, this paper puts forth suggestions for building methods of the system of internal gradation on credit risk for China' commercial banks.