Is it suitable for China s commercial banks to use the standard method or the internal rating method

Answer: The Basel II Capital Accord clearly requires that the internal rating of commercial banks should be based on a two-dimensional rating system: one is the customer rating, and the other is the debt rating.

The first dimension is the customer rating, which must be aimed at the customer's default risk; The second dimension is the debt rating, which must reflect the risk elements of the specific rubber movement of the transaction itself, and the measurement of credit risk by commercial banks depends on the assessment of borrowers and transaction risks.

There are three main reasons why China is actively promoting the Pakistan-Cain nuclear return agreement

1。The most important reason is to promote the implementation of the Basel Accord in China, which is the internationalization of China's banking industry and a part of China's financial opening up system, which prepares for the promotion of China's financial internationalization.

2。The Basel Accord Committee has advanced and rich experience in banking supervision, which is worthy of introduction and implementation in China.

3。Basel II and III will help guide the banking industry to accelerate the transformation of its development mode, improve the stability of China's financial system, and improve the steady development of the banking industry.

Reason: Promoting the implementation of the Baxin Qissel Agreement in China is the internationalization of the Bank of China's pants industry, and it is also a part of China's Jinhutan auction and financial opening up system, which prepares for the promotion of China's financial internationalization;

2。The Basel Committee has advanced and rich experience in banking supervision, which is worthy of introduction and implementation in China.

Answer] :d correlation of non-default risk exposure decreases with the increase of PD, and magnanimity increases with the increase of the size of the company, and the capital requirement is 99.9% confidence level for the unexpected loss of exposure to specific risks. Therefore, choose D.

The new Basel Accord proposes two approaches to credit risk: the standard approach and the internal rating approach. The standard approach is based on the Basel Accord of 1988 and uses external rating agencies to determine risk weights, and is used for banks with a low level of complexity.

The use of external rating agencies should be said to be more objective and more reflective of the actual level of risk than the original classification of OECD countries. However, for the vast number of developing countries, including China, to a considerable extent, the objective conditions for the use of this law do not exist. The number of domestic rating companies in developing countries is very small, and it is difficult to meet internationally recognized standards; There is a limited number of banks and businesses that have been rated; Ratings are costly, and the results are not always objective and reliable.

If the standard law is rigidly applied, the vast majority of companies will be rated below BBB, with a risk weight of 100% or even 150% (below BB-). There will be no incentive for companies to participate in the rating, because the risk weight of unrated companies is only 100%. In addition, due to the increase in risk weighting and the introduction of capital requirements for operational risk, it is natural that this approach will generally increase the capital level of banks.

The use of internal rating methods for capital regulation is at the heart of Basel II. This approach inherits the innovation of the 1996 Market Risk Supplement by allowing the use of its own internal measurement data to determine capital requirements. There are two forms of internal rating method, primary and advanced.

The primary law only requires the bank to calculate the probability of default of the borrower, and the values of other risk factors are determined by the regulatory authorities. The advanced law allows banks to use multiple self-calculated risk element values. In order to promote the use of the internal rating methodology, the Basel Committee has arranged a three-year transition period for banks adopting the methodology starting in 2004.

The internal rating method (IRB) of credit risk valuation is commonly used in three categories: the model rating method based on statistics, the qualitative rating method based on expert judgment, and the rating method combining quantitative and qualitative.

Answer]: a, b, c, e

The Basel II Capital Accord issued in June 2004 puts forward a number of requirements for the verification of commercial banks' customer ratings and scores, including: Commercial banks must regularly verify their models; Commercial banks must establish a sound system to test the accuracy and consistency of the rating system, the imitation process and the assessment of risk factors; Commercial banks must regularly compare the actual and expected default rates of each credit rating; Commercial banks must use other quantitative testing and testing tools and compare them with relevant external data sources. Sell fiber, so choose ABCE.

Answer]: b, c, d

The Basel Committee proposed that in order for a commercial bank to be eligible for the use of the standard method of credit scrambling, a commercial bank must meet at least the following conditions: it must have a complete and feasible operational risk management system; Sufficient resources to support the adoption of the methodology across key product lines and in the areas of Controls & Audit; The Board of Directors and senior management should be actively involved in overseeing the operational risk management framework.

Answer]: a, b, c, e

The New Capital Agreement divides the business activities of commercial banks into eight high-core business lines, namely Corporate Finance, Trading and Sales, Retail Banking, Commercial Banking, Payments and Settlement, Services, Asset Management and Retail Brokerage.