CAJ | 학술논문

利用内部评级进行信用风险管理是当前银行风险控制的发展趋势.结合我国大型银行的新资本协议实施现状,重点阐述了我国大型银行非零售信用风险模型实际构建过程.同时针对我国实际,分析我国大型银行在模型构建及使用过程中需关注的问题,并提出相关政策建议.
이용내부평급진행신용풍험관리시당전은행풍험공제적발전추세.결합아국대형은행적신자본협의실시현상,중점천술료아국대형은행비령수신용풍험모형실제구건과정.동시침대아국실제,분석아국대형은행재모형구건급사용과정중수관주적문제,병제출상관정책건의.
The current develop trend of risk control for bank is credit risk management by internal rating. This paper described the real constructing process of non-retailing credit risk model of large banks in China which combined with the current situation of implementation of new capital accord. At the same time, the author analyzed the problems during the model construction and using process of the large banks according to the reality in China and gave some policy suggestions at last.