内部评级

国际上的先进银行已经建立了较为完善的内部评级系统，在风险管理方面取得了显著成效；而国内大多数商业银行也加快了内部评级法的实施步伐。

Some advanced international banks had set up IRB system and got notable effects in the risk management . A few domestic commercial banks also speed up the execution pace of IRB approach .

内部评级法建立在测算预期损失和非预期损失的基础上，通过确定贷款准备金规模、配置经济资本，达到控制银行风险的目的。

Based on calculating the expected loss and unexpected loss , the IRB Approach can help the commercial banks to control the risk through identifying the size of loan provision and allocating economic capital and so on .

企业信用违约率的准确测度是巴塞尔II框架下内部评级法中的基本要求。

Internal Rates-Based approaches in the Basel Accords II require that banks accurately measure enterprises ' PD ( probabilities of default ) .

信用风险的内部评级法（IRB）是巴塞尔新资本协议的核心内容。

Internal Rating-Based Approach ( IRB ) is the core content of the New Basel Capital Accord .

中国加入WTO后商业银行将面临较大的信用风险，可从商业银行内部评级系统的构建，不同的贷款定价方式，资产分散化等几个方面来加以防范和解决。

Against the potential credit risks of the commercial banks after China'accession to WTO , we should take precautions against and dispose of these risks by strengthening the construction of internal evaluation system , differentiating the loaning prices and dispersing the assets .

从内部评级法的基本内容、原理以及对我国银行业的启示，可以提出我国商业银行实施IRB法的构思。

By introducing the basic content , principle and importance of IRB , the paper proposes to bring it into play in Chinese commercial banks .

通过对风险权重函数的推导，可以揭示内部评级法在资产组合层面处理信用风险和运用VaR确定监管资本要求的基本思想。

This paper deeply analyzed internal ratings-based approach , and exposed its two basic assumptions that include taking asset portfolios into account about dealing with credit risk and utilizing VaR for calculating capital requirement by the deduction of risk weight function .

对于信用风险特别进行了着重分析，提出了运用内部评级模型（IRB）及评级组合模型来判定保理融资信用风险的解决方案。

Especially aiming at the credit risk , the article proposed a solution using the internal rating model ( IRB ) and rating combination model to judge the credit risk of the factoring financing .

《新巴塞尔协议》高度重视内部评级法（IRB）在风险管理和资本监管中的作用，并以自主权和资本优惠为激励手段鼓励有条件的银行建立和发展内部评级模型及配套的计算机系统。

Basel II pays high attention to the function of internal ratings-based ( IRB ) in risk management and capital supervision . It encourages capable bank establish the IRB model and corresponding computer system .

第三部分对巴塞尔新资本协议进行了概述，重点对巴塞尔新资本协议下的内部评级法（IRB）的基本框架、要素、步骤等做了介绍。

Chapter three provides an overview of the New Basel Capital Accord , with emphasis on the Internal Ratings-Based Approach ( IRB ) of the basic framework , and the elements and steps of IRB are introduced .

信用风险度量是信用风险管理全程中最为关键的环节，而巴塞尔新资本协议提出的内部评级法（IRB）是国际银行业在信用风险度量方面先进经验的总结。

Credit risk measurement is the critical stage in the whole course of credit risk management . IRB , which was proposed in the new Basel capital accord , is an international summarization of advanced experience in credit risk measurement .

外界将此视为一个雄心勃勃的举措，银监会督促大型国内银行，按照新资本协议规定的高级内部评级体系（irb），开始开发最复杂的信用风险计量模型。

In what is seen as an ambitious move , the Chinese regulator has been pressing big local lenders to start developing the most sophisticated credit risk model under Basle II , known as advanced internal ratings - based system ( IRB ) .

违约损失率（LGD）是计算监管资本的重要参数，也是按新巴塞尔资本协议实施内部评级法（IRB）高级法的银行必须自行估计的参数。

Loss Given Default ( LGD ) is an important parameter to calculate regulation capital , and also a parameter that need to be self-estimated by the bank who implements Advanced Approach of The Internal Rating-Based Approach according to the New Basel Capital Agreement .

巴塞尔Ⅱ在第一支柱框架下，要求使用内部评级法计量经济资本，并给出了计量信用风险的基础模型&渐进单因子模型（ASRF）。

The internal ratings method is required to use to measure economic costs under the framework of The first pillar of Basel ⅱ, and the asymptotic single risk factor ( ASRF ) model is also put into practice as the basic model to measure economic costs .

并且在缺乏信用评级机构的情况下运用内部评级。

And in lack of credit rating agencies using internal rating .

新巴塞尔协议下政策性银行的内部评级法研究

The IRB Approach of Policy Bank under the New Basle Accord

基于新巴塞尔协议的银行内部评级系统研究

Research on Banking Internal Rating System Based on New Basel Accord

浅谈内部评级体系在我国商业银行中的运用

Brief Talks on Application of Internal Rating System in Commercial Banks

基于银行内部评级系统的研究和设计

The Research and Design of the Bank 's Internal Rating System

内部评级法的技术要求与实验策略&新资本协议核心方法研究

Technical requirements & implementation strategies of the internal rating - based approach

商业银行信用风险内部评级法研究

Study on Internal Rating of Credit Risks of Business Banks

新资本协议、银行内部评级与激励机制

The New Basle Accord , Internal Ratings and the Incentives

商业银行内部评级系统的设计与实现

Design and Implementation of Internal Ratings-Based System in Commercial Bank

商业银行内部评级与外部评级的比较分析

Comparison and Analysis of Commercial Banks ' IRB Approach and External Rating

基于内部评级系统的私募股权基金价值评估研究

Research on the PE 's Evaluation of Interior Grading System

内部评级法在我国实施的困难及对策研究

Difficulties in IRB Practicing of Chinese Banks and the Strategies

巴塞尔新资本协议下的内部评级法研究

Research on the Internal Ratings Based Approach of the New Basel Accord

新巴塞尔协议及国外商业银行内部评级体系研究

New Basel Agreement and study of internal rating systemof foreign commercial banks

我国银行内部评级的顺周期效应研究

The Study on Pro-cyclical Effects of IRB Banks in China

我国银行业实施内部评级法的挑战与对策

Challenges and the Relevant Countermeasures for Domestic Banks to Implement IRB Approach