【摘要】 本文根据《新的资本充足率框架》的基本原则及巴塞尔银行监管委员会推荐的确定资本金的VaR方法,把CreditMetrics^TM的基本原理同我国商业银行的信贷管理实践相结合,研究了适合我国商业银行贷款特点的内部信用风险管理的基本框架,对我国加入WTO以后实现与国际商业银行信用风险管理接轨具有现实的指导意义。更多还原

【Abstract】 According to A New Capital Adequacy Framework issued and the VaR method recommended by the Basle Committee on Banking Supervision to determine the minimum capital, the basic framework for internal risk management suitable to commercial banks in China is investigated. The investigation combines the techniques in CreditMetrics?with the objective practices in the commercial banks. This framework will play an important role for the commercial banks meeting with the credit risk management in the world once China enters the WTO.更多还原