徐慶標準法與內(nèi)部評級法的權(quán)衡(更新版)
【正文】 mentation, may be largely irrelevant (standardised approach) or difficult (IRB) approach. 對采用標準法可能關(guān)聯(lián)不大 , 對采用內(nèi)部評級法實施難度很大 ) ? The more the New Accord ?fits? risk management policies of large international banks, the less it may fit most mediumsmall banks in emerging economies 新協(xié)議越適用于大型國際銀行 , 越難實用于新興市場的中小型銀行 ? Basel II should be modified for mediumsmall banks in emerging economies 對新興市場的中小型銀行 , 巴塞爾 II應作適當調(diào)整 4. How to proceed for MediumSmall Banks?(中小型銀行如何實施 ?) ? Careful planning about the Basel II implementation regarding the resources and cost/benefit analysis 仔細規(guī)劃實施 BASEL II 所需的資源以及實施導致的成本收益分析 ? Phase approach is appropriate for most smallmedium banks with the direction of quantification of credit risk 對大多數(shù)中小型銀行來說 , 以量化信用風險為方向的分布實施是合適的 ? Settingup IT infrastructure is necessary to collect data and improve models 建立信息基礎(chǔ)設(shè)施對數(shù)據(jù)收集及提高模型質(zhì)量是有必要的 ? Good munication with regulators about the development plan including strategy, models and systems 與監(jiān)管機構(gòu)關(guān)于實施計劃的戰(zhàn)略 , 模型開發(fā)及系統(tǒng)實施等方面的良好溝通是必要的
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