内部评级法

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 .

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

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 .

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 .

《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 .

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 .

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

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

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

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

内部评级法思想及其在商业银行风险管理中的应用

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

内部评级法在我国城市商业银行信用风险管理中的应用研究

Study on Application of the Internal Rating-based Approach in China City Commercial Bank

新协议内部评级法为我国商业银行信用风险管理提供了努力方向，但其实施需要商业银行具有一定的信用风险管理水平并满足一些基本条件。

Internal Ratings-Based Approach pointed our commercial banks to ways in credit risk management .

内部评级法与国有商业银行不良资产化解对策研究

Countermeasure Research on Internal Ratings-Based Approach and Solving the State-owned Commercial Banks ' Non-performing

本论文围绕商业银行控制信用风险的内部评级法展开。

The paper centers on internal rating of controlling credit risks of business banks .

这其中有内部评级法存在局限性因素，也有我国银行业自身存在的问题和外部宏观环境的问题。

There are problems about Chinese banking industry itself , also the external macro-environment issues .

为此，本文选取商业银行内部评级法这一内容进行研究。

Therefore , this paper conducts a research on the IRB approach in domestic commercial banks .

然后，提出了循序渐进积累内部评级法所需的数据基础和完善制度平台的建议。

And then gives the suggestions .

因此，内部评级法和信用风险管理的实用性和迫切性已毋庸多论。

Therefore , the practicability and urgency of IRB and credit risk management has needless to theory .

然后，阐述了我国商业银行信用风险管理所经历的四个阶段：信贷资金管理阶段、授信管理阶段、贷款分类管理阶段、内部评级法的探索阶段。

Then , I expounds four stages of credit risk management Chinese commercial banks have been through .

巴塞尔新资本协议的提出，给予金融机构崭新的信用风险计量与管理框架，信用风险内部评级法在金融市场较为成熟的西方国家已经广为使用。

The New Basel Capital Accord gives the financial institutions a new measurement and management framework of credit risk .

内部评级法的基本思想及其对我国银行业发展的影响银行贷款回收率的度量研究

The New Basel Accord Internal Ratings-Based Approach 's Basic Assumptions and Its Impact on the Banking System of China

无论是初级的还是高级的内部评级法，都要求银行能够自行估计违约概率。

Both the primary and the senior IRB Approach want the commercial banks to estimate the default possibility by themselves .

本文以我国四大国有商业银行之一，同时也是面临信用风险最为突出的农业银行为研究对象，研究如何将巴塞尔新资本协议的核心内容之一的内部评级法引入到农业银行信用风险管理中。

The agricultural bank , as one of four big state-owned commercial banks , faces the most prominent credit risk problem .