巴塞尔新协议下信用风险管理实施之经验.pptxVIP

巴塞尔新协议下信用风险管理实施之经验;讲座目的 ;;巴塞尔新协议框架下信用风险测量概括;支柱一内部评级法任务之简单回顾;;清晰信用风险管理角色和责任之必要;;The Basics : First Things First;Types of Rating Systems;评级理念;评级体系之内部评级法最低要求;评级体系之内部评级法最低要求;评级体系之内部评级法最低要求;;量化之监管标准;模型开发流程概述;巴塞尔协议提示：数据收集与维护系统 ;数据基础结构：质量和完整性之管理 ;; “Institutions must have a robust system in place to validate the accuracy and consistency of ratings systems and process, and estimation of all relevant risk components. An institution must demonstrate to its supervisor that the internal validation process enables it to assess the performance of internal rating and risk estimation systems consistently