Internal Rating Theory, Methods, and Practice: Core Technologies of the Basel New Capital Agreement

Author: Wu Jian
Publisher:
Publish Date: 2005-07-01
Features: The Basel New Capital Agreement has raised higher requirements for risk management in commercial banks, particularly emphasizing the precision, sensitivity, and consistency of risk measurement, and has established the core position and role of the Internal Rating-Based (IRB) approach. Based on the technical requirements of the Basel New Capital Agreement, this book summarizes and refines the latest achievements of advanced international banks, combining the practical characteristics of China's banking industry. It systematically elaborates on the overall framework, core technologies, and implementation paths of internal ratings from the theoretical, methodological, and practical perspectives, making it a relatively comprehensive and systematic monograph on the study of the internal ratings-based approach.
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The Basel New Capital Agreement has raised higher requirements for risk management in commercial banks, particularly emphasizing the precision, sensitivity, and consistency of risk measurement, and has established the core position and role of the Internal Rating-Based (IRB) approach. Based on the technical requirements of the Basel New Capital Agreement, this book summarizes and refines the latest achievements of advanced international banks, combining the practical characteristics of China's banking industry. It systematically elaborates on the overall framework, core technologies, and implementation paths of internal ratings from the theoretical, methodological, and practical perspectives, making it a relatively comprehensive and systematic monograph on the study of the internal ratings-based approach.