【摘要】 2004年2月,中国银监会颁布了《股份制商业银行风险评级体系(暂行)》,要求逐步开展对商业银行风险状况的评级。由于这一体系是在美国骆驼群评级法的基础上建立起来的,因此,本文集中研究了中美两国监管机构的这两个评级体系。本文在评价指标、评级分类方式、评级结果的运用政策等方面对中国银监会的《体系》与骆驼群评级法进行了比较研究,希望其不但能对中国银监会的评级体系有一个系统的透视,而且能为该体系的进一步改进提供一些参考。更多还原

【Abstract】 In February, 2004, China Banking Regulatory Commission issued "The Risk Rating System for Joint-Stock Commercial Banks," demanding that commercial banks be rated in terms of their risk profile. Since the above-mentioned system is based on CAMELS rating of USA, the present paper is devoted to comparing the two systems between American and Chinese watchdogs with respect to policies on rating indicators, classification and results. It is hoped that such a comparison will not only make a microscopic scrutiny into this rating system of CBRC, but also provide some reference for further improvement of the said system.更多还原