| 巴塞尔新资本协议与我国商业银行的风险管理 |
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| 引用本文： | 周芳.巴塞尔新资本协议与我国商业银行的风险管理[J].青海师范大学学报(哲学社会科学版),2007(2):6-10. |
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| 作者姓名： | 周芳 |
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| 作者单位： | 青海师范大学,法商学院,青海,西宁,810008 |
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| 摘 要： | 新巴塞尔资本协议的诞生，对全球金融业风险管理产生了深远的影响，它对风险的定义从原协议的单纯的信用风险扩大到信用风险，市场风险和操作风险。对于原协议还没彻底完成的中国商业银行来说面临着严峻的挑战。本文通过对新巴塞尔资本协议关于银行风险分类与测度的阐述，结合我国商业银行在风险管理中存在的问题，提出了我国商业银行如何通过强化风险管理来逐步适应并最终实施新巴塞尔资本协议的对策。
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| 关 键 词： | 新巴塞尔资本协议 风险监管 资本充足率 内部评级 信息披露 |
| 文章编号： | 1000-5102（2007）02-0006-05 |
| 修稿时间： | 2006-09-11 |
Risk management to China's Commercial Bank and New Basel Capital Accord to Public |
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| ZHOU Fang.Risk management to China''''s Commercial Bank and New Basel Capital Accord to Public[J].Journal of Qinghai Normal University(Philosophy and Social Sciences Edition),2007(2):6-10. |
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| Authors: | ZHOU Fang |
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| Institution: | Qinghai Normal University, Law and Commerce School,Xining 810008, China |
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| Abstract: | Since the New Basel Capital Accord came into being,it has produced profound influence on the global financial risk management.If enlarges the definition of "Risk"in original capitalagreement from single Credit Risk to Credit Risk,Marketing Risk and Operation Risk. China's Commercial Bank faces a severe challenge since it has not finished the previous agreement completely.This essay gives the elaboration an Risk rating and measure in the New Basel Capital Accord.It also provides countermeasure about how China's Commercial Bank adapt and finally carry out the New Basel Capital Accord.by analyzing the existed problems in Chinas Commercial Bank's risk management. |
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| Keywords: | New Basel Capital Accord risk supervision rate of capital abundance internal rating information revealing |
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